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The reality of stock market jumps diversification
Chen, Mark Ke, (2018)
Do oil producing countries offer international diversification benefits? : evidence from GCC countries
Mimouni, Karim, (2016)
Does the inclusion of exposure to volatility into diversified portfolio improve the investment results?: portfolio construction from the perspective of a Polish investor
Latoszek, Michał, (2019)
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)