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The regression tendencies of betas : a reappraisal
Kolb, Robert W. - In: The financial review : the official publication of the … 24 (1989) 2, pp. 319-334
Persistent link: https://www.econbiz.de/10001103664
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An empirical evaluation of the extended mean-Gini coefficient for futures hedging
Kolb, Robert W. - In: The journal of futures markets 12 (1992) 2, pp. 177-186
Persistent link: https://www.econbiz.de/10001124219
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A comparative analysis of futures contract margins
Gay, Gerald D. - In: The journal of futures markets 6 (1986) 2, pp. 307-324
Persistent link: https://www.econbiz.de/10001135448
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Improving hedging performance using interest rate futures
Kolb, Robert W. - In: Interest rate futures : concepts and issues, (pp. 339-352). 1982
Persistent link: https://www.econbiz.de/10001258065
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Duration, immunization, and hedging with interest rate futures
Kolb, Robert W. - In: Interest rate futures : concepts and issues, (pp. 353-364). 1986
Persistent link: https://www.econbiz.de/10001258089
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Commodity exchange seat prices
Chiang, Raymond - In: Review of futures markets 6 (1987) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10001166002
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Utility maximizing hedge ratios in the extended mean gini framework
Kolb, Robert W. - In: The journal of futures markets 13 (1993) 6, pp. 597-609
Persistent link: https://www.econbiz.de/10001149386
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Utility maximizing hedge ratios in the extended mean Gini framework
Kolb, Robert W.; Okunev, John - 1992
Persistent link: https://www.econbiz.de/10000920662
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Trader rationality in the exercise of futures options
Gay, Gerald D. - In: Journal of financial economics 23 (1989) 2, pp. 339-361
Persistent link: https://www.econbiz.de/10001076049
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Are there arbitrage opportunities in the treasury-bond futures market?
Kolb, Robert W. - In: The journal of futures markets 2 (1982) 3, pp. 217-229
Persistent link: https://www.econbiz.de/10001080719