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Reversing momentum : the optimal dynamic momentum strategy
Li, Kai, (2016)
Bond pricing and portfolio analysis : protecting investors in the long run
La Grandville, Olivier de, (2001)
Momentum strategies
Chan, Louis K. C., (1995)
Consumption, production, inflation, and interest rates : a synthesis
Breeden, Douglas T., (1986)
Stock market insurance prices, BL Skew, conditional marginal utilities and the equity risk premium
Breeden, Douglas T., (2024)
Convexity and empirical option costs of mortgage securities
Breeden, Douglas T., (2005)