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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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Modelling real interest rates
Evans, Lewis T.; Keef, Stephen P.; Okunev, John - 1992
Persistent link: https://www.econbiz.de/10000920663
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Regime switches in property market risk premiums : some international comparisons
Wilson, Patrick James; Okunev, John; Hutcheson, Tiffany - 1998
Persistent link: https://www.econbiz.de/10000994535
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The effects of the Australian imputation tax system upon the Capital Asset Pricing Model
Okunev, John - 1994
Persistent link: https://www.econbiz.de/10001340249
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Fisher's relationship in a volatile world : a note on Malliaris and Malliaris
Evans, Lewis T. - In: Economics letters 40 (1992) 3, pp. 309-311
Persistent link: https://www.econbiz.de/10001140208
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A multifactor option pricing model
Okunev, John - In: Advances in futures and options research : a research annual 6 (1993), pp. 67-80
Persistent link: https://www.econbiz.de/10001145852
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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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A note on an interest rate immunization strategy
Okunev, John - In: Journal of banking & finance 16 (1992) 4, pp. 791-797
Persistent link: https://www.econbiz.de/10001126190
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Modelling real interest rates
Evans, Lloyd Thomas - In: Journal of banking & finance 18 (1994) 1, pp. 153-165
Persistent link: https://www.econbiz.de/10001156038
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An alternative formulation on the pricing of foreign currency options
Chiang, Raymond - In: The journal of futures markets 13 (1993) 8, pp. 903-907
Persistent link: https://www.econbiz.de/10001158682