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Higher-order Omega : a performance index with a decision-theoretic foundation
Bi, Hongwei, (2019)
An Algebraic Model for Hedging Equity Index Portfolios with Stock Index Futures. Evidence from the IBEX 35
Sánchez-Verdasco, Javier, (2017)
The LIX : a model-independent liquidity index
Guillaume, Florence, (2015)
Optimal market-timing and security selection decisions with index futures contracts
Kon, Stanley Jay, (1986)
The market-timing performance of mutual fund managers
Kon, Stanley Jay, (1983)
Models of stock returns : a comparison
Kon, Stanley Jay, (1984)