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Industry Returns and the Fisher Effect
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - In: The journal of finance : the journal of the American … 49 (1994) 5
Persistent link: https://www.econbiz.de/10006600310
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PORTFOLIO MANAGEMENT - Stale Prices and Strategies for Trading Mutual Funds - Because of stale prices, active trading in certain mutual funds can generate extraordinary Sharpe ratios.
Boudoukh, Jacob; Richardson, Matthew; Subrahmanyam, Marti; … - In: Financial analysts' journal : FAJ 58 (2002) 4, pp. 53-71
Persistent link: https://www.econbiz.de/10006263558
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Nonlinearities in the Relation Between the Equity Risk Premium and the Term Structure
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - In: Management science : journal of the Institute for … 43 (1997) 3, pp. 371-385
Persistent link: https://www.econbiz.de/10006100494
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The Myth of Long-Horizon Predictability
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - In: The review of financial studies 21 (2013) 4, pp. 1577-1576
Persistent link: https://www.econbiz.de/10010113752
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Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations
Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - In: The review of financial studies 15 (2013) 2, pp. 655-654
Persistent link: https://www.econbiz.de/10010114398
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Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market
Boudoukh, Jacob; Richardson, Matthew; Shen, Yuqing (Jeff); … - In: Journal of financial economics 83 (2007) 2, pp. 397-412
Persistent link: https://www.econbiz.de/10007596590
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The Myth of Long-Horizon Predictability
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - In: The review of financial studies 21 (2008) 4, pp. 1577-1606
Persistent link: https://www.econbiz.de/10008086283
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SHORTER PAPERS - Optimal Risk Management Using Options
Ahn, Dong-Hun; Boudoukh, Jacob; Richardson, Matthew; … - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 359-376
Persistent link: https://www.econbiz.de/10007344320
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Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach
Boudoukh, Jacob; Whitelaw, Robert F.; Richardson, Matthew; … - In: The review of financial studies 10 (1997) 2, pp. 405-446
Persistent link: https://www.econbiz.de/10007373113
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Investigation of a Class of Volatility Estimators
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - In: The journal of derivatives : the official publication … 4 (1997) 3, pp. 63-72
Persistent link: https://www.econbiz.de/10007306650