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Low margins, derivative securities, and volatility
Gennotte, Gerard
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Leland, Hayne Ellis
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1993
Persistent link: https://www.econbiz.de/10000859587
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Empirical bayes estimation with dynamic portfolio models
MacLean, Leonard C.
(
contributor
); …
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002179116
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Using a mean changing stochastic processes exit-entry model for stock market long-short prediction
Lleo, Sébastien
;
Zhitlukhin, M. V.
;
Ziemba, William T.
-
2021
Persistent link: https://www.econbiz.de/10012520206
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Sell in May and go away in the equity index futures markets, 1993-2019
Dzhabarov, Constantine
;
Ziemba, William T.
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2020
Persistent link: https://www.econbiz.de/10012795996
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5
Parimutuel betting markets: racetracks and lotteries revisited
Ziemba, William T.
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2020
Persistent link: https://www.econbiz.de/10012487368
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6
Sell in May and Go Away in the Equity Index Futures Markets, 1993-2019
Dzhabarov, Constantine
;
Ziemba, William T.
-
2020
Persistent link: https://www.econbiz.de/10012213450
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7
A tale of two indexes : predicting equity market downturns in China
Lleo, Sébastien
;
Ziemba, William T.
-
2018
Persistent link: https://www.econbiz.de/10012213962
Saved in:
8
Using a mean changing stochastic processes exit-entry model for stock market longshort prediction
Lleo, Sébastien
;
Zhitlukhin, M. V.
;
Ziemba, William T.
-
2021
Persistent link: https://www.econbiz.de/10012534838
Saved in:
9
Parimutuel betting markets : racetracks and lotteries revisited
Ziemba, William T.
-
2020
Persistent link: https://www.econbiz.de/10012317093
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