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VIX and VIX futures pricing algorithms : cultivating understanding
Hancock, G. D. - In: Modern economy 3 (2012) 3, pp. 284-294
Persistent link: https://www.econbiz.de/10009705399
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A text book treatment of calculating returns on non-traditional portfolios
Hancock, G. D. - In: Review of financial economics : RFE 14 (2005) 2, pp. 173-186
Persistent link: https://www.econbiz.de/10002693634
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Competing derivative equity instruments : empirical evidence on hedged portfolio performance
Hancock, G. D. - In: The journal of futures markets 14 (1994) 4, pp. 421-436
Persistent link: https://www.econbiz.de/10001169792
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Competing derivative equity instruments: Empirical evidence on hedged portfolio performance
Hancock, G. D.; Weise, P. D. - In: Journal of Futures Markets 14 (1994) 4, pp. 421-436
Persistent link: https://www.econbiz.de/10011196859
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Futures option expirations and volatility in the stock index futures market
Hancock, G. D. - In: Journal of Futures Markets 11 (1991) 3, pp. 319-330
Persistent link: https://www.econbiz.de/10011196967