The performance of Japanese mutual funds.
- Published in:
- Review of Financial Studies, 1997, v. 10, n. 2, doi. 10.1093/rfs/10.2.237
- By:
- Publication type:
- Article
Works matching IS 08939454 AND DT 1997 AND VI 10 AND IP 2
Results: 8
1
2
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
- By:
- Publication type:
- Article
3
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
- By:
- Publication type:
- Article
4
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
- By:
- Publication type:
- Article
5
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
- By:
- Publication type:
- Article
6
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
- By:
- Publication type:
- Article
7
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
- By:
- Publication type:
- Article
8
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
- By:
- Publication type:
- Article