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Stochastic interest rates, transaction costs and immunizing foreign currency risk
Chiang, Raymond; Okunev, John; Tippett, Mark - 1995
Persistent link: https://www.econbiz.de/10000985509
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Improving hedging performance using interest rate futures
Kolb, Robert W. - In: Interest rate futures : concepts and issues, (pp. 339-352). 1982
Persistent link: https://www.econbiz.de/10001258065
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Duration, immunization, and hedging with interest rate futures
Kolb, Robert W. - In: Interest rate futures : concepts and issues, (pp. 353-364). 1986
Persistent link: https://www.econbiz.de/10001258089
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Utility maximizing hedge ratios in the extended mean Gini framework
Kolb, Robert W.; Okunev, John - 1992
Persistent link: https://www.econbiz.de/10000920662
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An empirical evaluation of the extended mean-Gini coefficient for futures hedging
Kolb, Robert W. - In: The journal of futures markets 12 (1992) 2, pp. 177-186
Persistent link: https://www.econbiz.de/10001124219
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Utility maximizing hedge ratios in the extended mean gini framework
Kolb, Robert W. - In: The journal of futures markets 13 (1993) 6, pp. 597-609
Persistent link: https://www.econbiz.de/10001149386