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An Algebraic Model for Hedging Equity Index Portfolios with Stock Index Futures. Evidence from the IBEX 35
Sánchez-Verdasco, Javier, (2017)
Higher-order Omega : a performance index with a decision-theoretic foundation
Bi, Hongwei, (2019)
Index Options Realized Returns Distributions from Passive Investment Strategies
Dapena, José Pablo, (2016)
Optimal market-timing and security selection decisions with index futures contracts
Kon, Stanley Jay, (1986)
Fixed income performance attribution : an objective methodology
Kon, Stanley Jay, (2022)
Models of stock returns : a comparison
Kon, Stanley Jay, (1984)