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Low margins, derivative securities, and volatility
Gennotte, Gerard; Leland, Hayne Ellis - 1993
Persistent link: https://www.econbiz.de/10000859587
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Empirical bayes estimation with dynamic portfolio models
MacLean, Leonard C. (contributor);  … - 2004 - [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. - 2020
Persistent link: https://www.econbiz.de/10012795996
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Parimutuel betting markets: racetracks and lotteries revisited
Ziemba, William T. - 2020
Persistent link: https://www.econbiz.de/10012487368
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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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A tale of two indexes : predicting equity market downturns in China
Lleo, Sébastien; Ziemba, William T. - 2018
Persistent link: https://www.econbiz.de/10012213962
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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
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Parimutuel betting markets : racetracks and lotteries revisited
Ziemba, William T. - 2020
Persistent link: https://www.econbiz.de/10012317093