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An analysis of the risk factors underlying hedge fund returns

Okunev, John; White, Derek - In: Intelligent hedge fund investing, (pp. 303-364). 2004

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Utility maximizing hedge ratios in the extended mean Gini framework

Kolb, Robert W.; Okunev, John - 1992

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Stochastic interest rates, transaction costs and immunizing foreign currency risk

Chiang, Raymond; Okunev, John; Tippett, Mark - 1995

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A note on an interest rate immunization strategy

Okunev, John - In: Journal of banking & finance 16 (1992) 4, pp. 791-797

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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

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Using Value at Risk Strategies to Enhance the Performance of Balanced and Lifecycle Funds Some Australian Evidence

Okunev, John - 2015

The funds management industry provides numerous financial products to help investors accumulate wealth in preparation for their retirement. Typically financial products such as balanced funds and lifecycle funds have been the most popular. Recently because of the two major bear markets from 2000...

Persistent link: https://www.econbiz.de/10013013605