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Chua, Choong Tze; Foster, Dean P.; Ramaswamy, Krishna; … - In: The review of financial studies 21 (2008) 1, pp. 265-310

Persistent link: https://www.econbiz.de/10003716162

Chua, Choong Tze; Foster, Dean P.; Ramaswamy, Krishna; … - 2005

This paper develops and estimates a dynamic arbitrage-free model for the current forward curve as the sum of (i) an unconditional component, (ii) a maturity-specifc component and (iii) a date-specifc component.

Persistent link: https://www.econbiz.de/10003726405

The benefits of volume-conditional order-crossing

Foster, Dean P. (contributor); Gervais, Simon (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003726968

A martingale test for alpha

Foster, Dean P. (contributor); Stine, Robert A. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003790703

The hedge fund game : incentives, excess returns, and performance, mimics

Foster, Dean P.; Young, H. Peyton - 2008

Persistent link: https://www.econbiz.de/10003807054

The hedge fund game : incentives, excess returns, and performance mimics

Foster, Dean P.; Young, H. Peyton - 2008

Persistent link: https://www.econbiz.de/10003807418

Gaming performance fees by portfolio managers

Foster, Dean P.; Young, H. Peyton - 2009

Persistent link: https://www.econbiz.de/10003861296

Regret testing : learning to play Nash equilibrium without knowing you have an opponent

Foster, Dean P.; Young, H. Peyton - In: Theoretical economics : TE ; journal of the Econometric … 1 (2006), pp. 341-367

Persistent link: https://www.econbiz.de/10003820144

An operational measure of riskiness

Foster, Dean P.; Hart, Sergiu - 2007

Persistent link: https://www.econbiz.de/10003482137

An operational measure of riskiness

Foster, Dean P.; Hart, Sergiu - In: Journal of political economy 117 (2009) 5, pp. 785-814

Persistent link: https://www.econbiz.de/10003936667

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