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The CAPM and investable portfolios
Aroskar, Rajarshi; Ogden, William A. - In: Advances in financial education : journal of the … 6 (2008) 1, pp. 109-121
Persistent link: https://www.econbiz.de/10003766429
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A comparative study of the volatility and efficiency of commodity futures index roll methods
Aroskar, Rajarshi; Ogden, William A. - In: Financial studies 22 (2018) 3, pp. 27-40
Given the size of the commodity index market, rollovers require large numbers of contracts to be purchased and sold on rollover dates. Index providers are careful in choosing their roll methods in order to minimize volatility and maximize the market efficiency of their indexes. This study...
Persistent link: https://www.econbiz.de/10011964964
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A comprehensive approach to evaluating credit policy changes
Aroskar, Rajarshi; Ogden, William A.; Sottile, Pedro - In: Advances in financial education : journal of the … (2020), pp. 33-50
Persistent link: https://www.econbiz.de/10014375113
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Optimal portfolios : are they optimal for the long run?
Aroskar, R.; Ogden, William A. - In: Applied financial economics 21 (2011) 10/12, pp. 763-770
Persistent link: https://www.econbiz.de/10009231594
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The effect of geographic diversification of S&L mortgage portfolios on foreclosure risk
Ogden, William A. - In: Journal of the Midwest Finance Association 19 (1990), pp. 59-67
Persistent link: https://www.econbiz.de/10001105757
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An analysis of the voluntary liquidation of a large holding company
Ogden, William A. - In: Journal of the Midwest Finance Association 18 (1989), pp. 87-95
Persistent link: https://www.econbiz.de/10001088160
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Risk reduction in S&L mortgage loan portfolios through geographic diversification
Ogden, William A. - In: Journal of financial services research : JFSR 2 (1989) 1, pp. 39-48
Persistent link: https://www.econbiz.de/10001090708
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A constrained optimization approach to forecasting a company’s borrowing requirements
Ogden, William A.; Sottile, Pedro; Sundaram, Srinivasan - In: Advances in financial education : journal of the … (2016), pp. 97-119
Persistent link: https://www.econbiz.de/10011664960
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A comparative study of the volatility and efficiency of commodity futures index roll methods
Aroskar, Rajarshi; Ogden, William A. - In: Financial Studies 22 (2018) 3 (81), pp. 27-40
Given the size of the commodity index market, rollovers require large numbers of contracts to be purchased and sold on rollover dates. Index providers are careful in choosing their roll methods in order to minimize volatility and maximize the market efficiency of their indexes. This study...
Persistent link: https://www.econbiz.de/10012484768
Cover Image
The CAPM and investable portfolios
Aroskar, Rajarshi; Ogden, William A. - In: Advances in financial education : journal of the … 6 (2008) 1, pp. 109-121
Persistent link: https://www.econbiz.de/10009882082