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On the Black-Litterman model : learning to do better
Chen, Ren-Raw; Yeh, Shih-kuo; Zhang, Xiaohu - In: The journal of financial data science 4 (2022) 3, pp. 66-88
Persistent link: https://www.econbiz.de/10014232758
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Embedded options in treasury bond futures prices : new evidence
Chen, Ren-Raw; Ju, Hann-shing; Yeh, Shih-kuo - In: The journal of fixed income 19 (2009/10) 1, pp. 82-95
Persistent link: https://www.econbiz.de/10003875982
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Analytical bounds for Treasury bond futures prices
Chen, Ren-Raw; Yeh, Shih-kuo - In: Review of quantitative finance and accounting 39 (2012) 2, pp. 209-239
Persistent link: https://www.econbiz.de/10009629083