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Empirical characteristics of dynamic trading strategies: the case of hedge funds.
- Published in:
- Review of Financial Studies, 1997, v. 10, n. 2, doi. 10.1093/rfs/10.2.275
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- Publication type:
- Article
Inferring future volatility from the information in implied volatility in Eurodollar options: a new approach.
- Published in:
- Review of Financial Studies, 1997, v. 10, n. 2, doi. 10.1093/rfs/10.2.333
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- Publication type:
- Article
The performance of Japanese mutual funds.
- Published in:
- Review of Financial Studies, 1997, v. 10, n. 2, doi. 10.1093/rfs/10.2.237
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- Article
Initial margin policy and stochastic volatility in the crude oil futures market.
- Published in:
- Review of Financial Studies, 1997, v. 10, n. 2, doi. 10.1093/rfs/10.2.303
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- Publication type:
- Article
An exploration of the forward premium puzzle in currency markets.
- Published in:
- Review of Financial Studies, 1997, v. 10, n. 2, doi. 10.1093/rfs/10.2.369
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- Article
The valuation of nonsystematic risks and the pricing of Swedish lottery bonds.
- Published in:
- Review of Financial Studies, 1997, v. 10, n. 2, doi. 10.1093/rfs/10.2.447
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- Publication type:
- Article
A Markov model for the term structure of credit risk spreads.
- Published in:
- Review of Financial Studies, 1997, v. 10, n. 2, doi. 10.1093/rfs/10.2.481
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- Publication type:
- Article
Pricing mortgage-backed securities in a multifactor interest rate environment: a multivariate density estimation approach.
- Published in:
- Review of Financial Studies, 1997, v. 10, n. 2, doi. 10.1093/rfs/10.2.405
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- Publication type:
- Article