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5
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Cambridge Elements. Elements in Critical Heritage Studies
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ECONIS (ZBW)
121
RePEc
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1
A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng
;
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
Saved in:
2
Trend factor in China : the role of large individual trading
Liu, Yang
;
Zhou, Guofu
;
Zhu, Yingzi
- In:
Review of asset pricing studies : RAPS
14
(
2024
)
2
,
pp. 348-380
Persistent link: https://www.econbiz.de/10015046145
Saved in:
3
Technical analysis in the stock market : a review
Han, Yufeng
;
Liu, Yang
;
Zhou, Guofu
;
Zhu, Yingzi
-
2024
Persistent link: https://www.econbiz.de/10015047369
Saved in:
4
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
Saved in:
5
Pricing interest rate derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
Saved in:
6
Statistics of VIX futures and their applications to trading volatility exchange-traded products
Avellaneda, Marco
;
Papanicolaou, Andrew
- In:
The journal of investment strategies
7
(
2018
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011880127
Saved in:
7
Statistics of VIX futures and applications to trading volatility exchange-traded products
Avellaneda, Marco
;
Papanicolaou, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012012774
Saved in:
8
Preface: special issue on the IMPA research in options meetings, Rio de Janeiro 2006-2017, part 3
Avellaneda, Marco
;
Dupire, Bruno
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012013094
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9
Quant investing in cluster portfolios
Akansu, Ali N.
;
Avellaneda, Marco
;
Xiong, Anqi
- In:
The journal of investment strategies
9
(
2020
)
4
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012598981
Saved in:
10
In memoriam Marco Avellaneda
Dempster, Michael A. H.
;
Gatheral, Jim
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1803-1803
Persistent link: https://www.econbiz.de/10013367948
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