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A test of market efficiency in government bonds : they fail the test by just enough to be interesting for alert traders
Conroy, Robert M. - In: The journal of portfolio management : a publication of … 13 (1987) 4, pp. 57-64
Persistent link: https://www.econbiz.de/10001114276
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Earnings announcements : pre- and -post responses ; earnings expectations move stocks before announcement, but they move stocks afterward as well
Jones, Charles Parker - In: The journal of portfolio management : a publication of … 11 (1985) 3, pp. 28-32
Persistent link: https://www.econbiz.de/10001114314
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The effects of volatility misestimation on option-replication portfolio insurance
Rendleman, Richard J. - In: Financial analysts' journal : FAJ 46 (1990) 3, pp. 61-70
Persistent link: https://www.econbiz.de/10001089561
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An LP approach to synthetic option replication with transaction costs and multiple security selection
Dennis, Patrick - In: Advances in futures and options research : a research annual 8 (1995), pp. 53-84
Persistent link: https://www.econbiz.de/10001211317
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An LP approach to option portfolio selection
Rendleman, Richard J. - In: Advances in futures and options research : a research annual 8 (1995), pp. 31-52
Persistent link: https://www.econbiz.de/10001211318
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Further insight into the standardized unexpected earnings anomaly : size and serial correlation effects
Rendleman, Richard J. - In: The financial review : the official publication of the … 22 (1987) 1, pp. 131-144
Persistent link: https://www.econbiz.de/10001028861
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Pricing commodities when both price and output are uncertain
Conroy, Robert M. - In: The journal of futures markets 3 (1983) 4, pp. 439-450
Persistent link: https://www.econbiz.de/10001085123
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Interpolating the term structure from par yield and swap curves
Rendleman, Richard J. - In: The journal of fixed income 13 (2004) 4, pp. 80-89
Persistent link: https://www.econbiz.de/10002030036
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Duration-based hedging with Treasury bond futures
Rendleman, Richard J. - In: The journal of fixed income 9 (1999) 1, pp. 84-91
Persistent link: https://www.econbiz.de/10001432382
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Delivery options in the pricing and hedging of treasury bond and note futures
Rendleman, Richard J. - In: The journal of fixed income 14 (2004) 2, pp. 20-31
Persistent link: https://www.econbiz.de/10002421445