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Investment decision making with index futures and index futures options
Brooks, Robert - In: The journal of futures markets 9 (1989) 2, pp. 143-162
Persistent link: https://www.econbiz.de/10001066575
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Analyzing portfolios with derivative assets : a stochastic dominance approach using numerical integration
Brooks, Robert - In: The journal of futures markets 11 (1991) 4, pp. 411-440
Persistent link: https://www.econbiz.de/10001109936
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Evaluating the performance of stock portfolios with index futures contracts
Brooks, Robert - In: The journal of futures markets 8 (1988) 1, pp. 33-46
Persistent link: https://www.econbiz.de/10001134573
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The information in global interest rate futures contracts
Brooks, Robert; Cline, Brandon N.; Teterin, Pavel; You, Yu - In: The journal of futures markets 42 (2022) 6, pp. 1135-1166
Persistent link: https://www.econbiz.de/10013287935
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Do futures-based strategies enhance dynamic portfolio insurance?
Do, Binh; Faff, Robert W. - In: The journal of futures markets 24 (2004) 6, pp. 591-608
Persistent link: https://www.econbiz.de/10002059400
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New insights into the impact of the introduction of futures trading on stock price volatility
McKenzie, Michael D.; Brailsford, Timothy J.; Faff, … - In: The journal of futures markets 21 (2001) 3, pp. 237-255
Persistent link: https://www.econbiz.de/10001556709
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Corporate usage of financial derivatives, information asymmetry, and insider trading
Nguyen, Hoa; Faff, Robert W.; Hodgson, Allan - In: The journal of futures markets 30 (2010) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10003962220
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Nonlinear limits to arbitrage
Chen, Jingzhi; Cai, Charlie X.; Faff, Robert W.; Shin, … - In: The journal of futures markets 42 (2022) 6, pp. 1084-1113
Persistent link: https://www.econbiz.de/10013287917