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~isPartOf:"The journal of asset management"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
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The journal of asset management
The financial review : the official publication of the Eastern Finance Association
International journal of theoretical and applied finance
18
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Marking to two-price markets
Madan, Dilip B.
- In:
The journal of asset management
17
(
2016
)
2
,
pp. 100-118
Persistent link: https://www.econbiz.de/10011442967
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2
Mean-reversion and optimization
Kakushadze, Zura
- In:
The journal of asset management
16
(
2015
)
1
,
pp. 14-40
Persistent link: https://www.econbiz.de/10010528222
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3
Discounting mean reverting cash flows with the capital asset pricing model
Giaccotto, Carmelo
- In:
The financial review : the official publication of the …
42
(
2007
)
2
,
pp. 247-265
Persistent link: https://www.econbiz.de/10003629793
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4
Evidence for time-dependent structures in financial data series over long timescales : opportunities for dynamic market risk allocation
Coutts, Julian
- In:
The journal of asset management
8
(
2007/08
)
3
,
pp. 152-160
Persistent link: https://www.econbiz.de/10003543568
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5
Closed-end fund discounts and expected investment performance
Ferguson, Robert
;
Leistikow, Dean
- In:
The financial review : the official publication of the …
39
(
2004
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10002041177
Saved in:
6
Evidence on the mean-reverting tendencies of closed-end fund discounts
Gasbarro, Dominic
;
Johnson, Richard D.
;
Zumwalt, J. Kenton
- In:
The financial review : the official publication of the …
38
(
2003
)
2
,
pp. 273-291
Persistent link: https://www.econbiz.de/10001794881
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