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1
Alternative alphas from hedge fund ETF speculation
Lin, Peter C. L.
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 34-42
Persistent link: https://www.econbiz.de/10011543076
Saved in:
2
Price and earnings momentum, transaction costs, and an innovative practitioner technique
Tajaddini, Reza
;
Crack, Timothy Falcon
;
Roberts, Helen
- In:
International review of finance
15
(
2015
)
4
,
pp. 555-597
Persistent link: https://www.econbiz.de/10011498803
Saved in:
3
On equity markets, long-term decision making and performance metrics
Woods, J. E.
- In:
Cambridge journal of economics
40
(
2016
)
3
,
pp. 775-796
Persistent link: https://www.econbiz.de/10011578821
Saved in:
4
Trading death : the implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios
Sutcliffe, Charles M. S.
- In:
International review of financial analysis
38
(
2015
),
pp. 163-174
Persistent link: https://www.econbiz.de/10011337617
Saved in:
5
Momentum and reversal in financial markets with persistent heterogeneity
Bottazzi, Giulio
;
Dindo, Pietro
;
Giachini, Daniele
- In:
Annals of finance
15
(
2019
)
4
,
pp. 455-487
Persistent link: https://www.econbiz.de/10012240169
Saved in:
6
Derivatives markets and managed money : implications for price discovery
Arburn, Gregory
;
Harper, Laura
- In:
The international journal of business and finance …
13
(
2019
)
1
,
pp. 53-61
Persistent link: https://www.econbiz.de/10012005806
Saved in:
7
Modelling asset prices for algorithmic and high-frequency trading
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 512-547
Persistent link: https://www.econbiz.de/10010235563
Saved in:
8
The performance of alternative futures buy-write strategies
Che, Sanry Y. S.
;
Fung, Joseph K. W.
- In:
The journal of futures markets
31
(
2011
)
12
,
pp. 1202-1227
Persistent link: https://www.econbiz.de/10009355715
Saved in:
9
Measuring index investment in commodity futures markets
Sanders, Dwight R.
;
Irwin, Scott H.
- In:
The energy journal
34
(
2013
)
3
,
pp. 105-127
Persistent link: https://www.econbiz.de/10009771880
Saved in:
10
Asset allocation and multivariate position based trading
Pape, Bernd
- In:
Journal of economic interaction and coordination : JEIC
2
(
2007
)
2
,
pp. 163-193
Persistent link: https://www.econbiz.de/10003580915
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