A NOTE ON THE RELATIONSHIPS BETWEEN SOME RISK-ADJUSTED PERFORMANCE MEASURES.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 5, p. 483, doi. 10.1002/fut.10024
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2002 AND VI 22 AND IP 5
Results: 5
1
2
A NOTE ON RATIONAL CALL OPTION EXERCISE.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 5, p. 471, doi. 10.1002/fut.10020
- By:
- Publication type:
- Article
3
THE PRICING OF STOCK INDEX FUTURES SPREADS AT CONTRACT EXPIRATION.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 5, p. 451, doi. 10.1002/fut.10013
- By:
- Publication type:
- Article
4
MODELING SEASONALITY IN AGRICULTURAL COMMODITY FUTURES.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 5, p. 395
- By:
- Publication type:
- Article
5
THE EFFECTS OF NET POSITIONS BY TYPE OF TRADER ON VOLATILITY IN FOREIGN CURRENCY FUTURES MARKETS.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 5, p. 427, doi. 10.1002/fut.10021
- By:
- Publication type:
- Article