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2019
CFDs, forwards, futures and the cost-of-carry
Foster, FD
;
Lee, AD
;
Liu, W-M
2019-12
Dividend Consistency: Rewards, Learning, and Expectations
Michayluk, D
;
Walker, S
;
Neuhauser, K
2019-04-01
Liquidity and earnings in event studies: Does data granularity matter?
Bohmann, M
;
Michayluk, D
;
Patel, V
;
Walsh, K
2019-07-01
Asymmetric jump beta estimation with implications for portfolio risk management
Alexeev, V
;
Urga, G
;
Yao, W
2019-01-01
In Defense of Portfolio Optimization: What If We Can Forecast?
Allen, D
;
Lizieri, C
;
Satchell, S
2019-01-01
Interest rate risk in long-dated commodity options positions: To hedge or not to hedge?
Cheng, B
;
Nikitopoulos, CS
;
Schlögl, E
2019
Price discovery in commodity derivatives: Speculation or hedging?
Bohmann, M
;
Michayluk, D
;
Patel, V
2019-03-01
Predictive blends: Fundamental Indexing meets Markowitz
Pysarenko, S
;
Alexeev, V
;
Tapon, F
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