//-->
The statistics of capture ratios
Jiang, Ruihong, (2022)
Skilled monkey or unlucky manager?
Vermorken, Maximilian, (2013)
A bias in Jensen’s alpha when returns are serially correlated
Kang, Jangkoo, (2013)
Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G., (2000)
Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G., (1999)
A simple approximation to the normal distribution function : with an application to the Black & Scholes option pricing model
Hallerbach, Winfried G., (1994)