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The impact of non-normality risks and tactical trading on hedge fund alphas
Kat, Harry M.; Miffre, Joe͏̈lle - In: The journal of alternative investments 10 (2007/08) 4, pp. 8-22
Persistent link: https://www.econbiz.de/10003720761
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Momentum strategies in commodity futures markets
Miffre, Joe͏̈lle; Rallis, Georgios - In: Journal of banking & finance 31 (2007) 6, pp. 1863-1886
Persistent link: https://www.econbiz.de/10003483515
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Economic activity and time variation in expected futures returns
Miffre, Joëlle - In: Economics letters 73 (2001) 1, pp. 73-79
Persistent link: https://www.econbiz.de/10001613334
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Efficiency in the pricing of the FTSE 100 futures contract
Miffre, Joëlle - In: European financial management : the journal of the … 7 (2001) 1, pp. 9-22
Persistent link: https://www.econbiz.de/10001558301
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Economic significance of the predictable movements in futures returns
Miffre, Joëlle - In: Economic notes : economic review of Banca Monte dei … 31 (2002) 1, pp. 125-142
Persistent link: https://www.econbiz.de/10001669373
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Conditional OLS minimum variance hedge ratios
Miffre, Joëlle - In: The journal of futures markets 24 (2004) 10, pp. 945-964
Persistent link: https://www.econbiz.de/10002190261
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Normal backwardation is normal
Miffre, Joëlle - In: The journal of futures markets 20 (2000) 9, pp. 803-821
Persistent link: https://www.econbiz.de/10001525965
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Country-specific ETFs: an efficient approach to global asset allocation
Miffre, Joëlle - In: The journal of asset management 8 (2007/08) 2, pp. 112-122
Persistent link: https://www.econbiz.de/10003502623
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Conditional risk premia in international government bond markets
Miffre, Joëlle - In: Multinational finance journal : MF ; quarterly … 12 (2008) 3/4, pp. 185-204
Persistent link: https://www.econbiz.de/10003744259