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A note on an interest rate immunization strategy
Okunev, John - In: Journal of banking & finance 16 (1992) 4, pp. 791-797
Persistent link: https://www.econbiz.de/10001126190
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Modelling real interest rates
Evans, Lloyd Thomas - In: Journal of banking & finance 18 (1994) 1, pp. 153-165
Persistent link: https://www.econbiz.de/10001156038
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An alternative formulation on the pricing of foreign currency options
Chiang, Raymond - In: The journal of futures markets 13 (1993) 8, pp. 903-907
Persistent link: https://www.econbiz.de/10001158682
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A multifactor option pricing model
Okunev, John - In: Advances in futures and options research : a research annual 6 (1993), pp. 67-80
Persistent link: https://www.econbiz.de/10001145852
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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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Modelling real interest rates
Evans, Lewis T.; Keef, Stephen P.; Okunev, John - 1992
Persistent link: https://www.econbiz.de/10000920663
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Some further evidence in relation to short termism of stock prices
Davidson, Ian; Okunev, John; Tippett, Mark - 1996
Persistent link: https://www.econbiz.de/10000985508
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Stochastic interest rates, transaction costs and immunizing foreign currency risk
Chiang, Raymond; Okunev, John; Tippett, Mark - 1995
Persistent link: https://www.econbiz.de/10000985509
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Modelling the equity risk premium in the long term
Davidson, Ian; Okunev, John; Tahir, Mohammad - 1996
Persistent link: https://www.econbiz.de/10000985874