Commodity Pool Operators and their Pools: Expenses and Profitability.
- Published in:
- Journal of Futures Markets, 1988, v. 8, n. 5, p. 617, doi. 10.1002/fut.3990080507
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1988 AND VI 8 AND IP 5
Results: 6
1
2
Commodity Pool Performance: Is the Information Contained in Pool Prospectuses Useful?
- Published in:
- Journal of Futures Markets, 1988, v. 8, n. 5, p. 589, doi. 10.1002/fut.3990080506
- By:
- Publication type:
- Article
3
Indeterminacy of Price and Quantity in Futures Markets.
- Published in:
- Journal of Futures Markets, 1988, v. 8, n. 5, p. 575, doi. 10.1002/fut.3990080505
- By:
- Publication type:
- Article
4
Cash-Futures Arbitrage and Forward-Futures Spreads in the Treasury Bill Market.
- Published in:
- Journal of Futures Markets, 1988, v. 8, n. 5, p. 563, doi. 10.1002/fut.3990080504
- By:
- Publication type:
- Article
5
Optimal Exercise of the Switching Option in Treasury Bond Arbitrages.
- Published in:
- Journal of Futures Markets, 1988, v. 8, n. 5, p. 517, doi. 10.1002/fut.3990080502
- By:
- Publication type:
- Article
6
Daily Trading Estimates for Treasury Bond Futures Contract Prices.
- Published in:
- Journal of Futures Markets, 1988, v. 8, n. 5, p. 533, doi. 10.1002/fut.3990080503
- By:
- Publication type:
- Article