UB Paderborn / Katalog / Suche / in CDI

Sortiert nach

Einfacher Volltextzugriff von (fast) überall

Installieren Sie die LibKey Nomad-Browsererweiterung und erhalten Sie von vielen Webseiten einfachen Zugriff auf lizenzierte Volltexte oder Open Access Publikationen. Mehr erfahren...

Reexamining the uncertain information hypothesis on the S&P 500 Index and SPDRs

Review of quantitative finance and accounting, 2010, Vol.34 (1), p.1-21

2010

Volltextzugriff (PDF)

Intraday price-reversal patterns in the currency futures market: The impact of the introduction of GLOBEX and the euro

The journal of futures markets, 2006-11, Vol.26 (11), p.1089-1130

2006

Volltextzugriff (PDF)

Short-term market efficiency in the futures markets: TOPIX futures and 10-year JGB futures

Global finance journal, 2006-03, Vol.16 (3), p.330-353

2006

Volltextzugriff (PDF)

The Effect of value Estimation Errors On Portfolio Growth Rates

Journal of Investing, 2009-07, Vol.18 (2), p.69-75

2009

Volltextzugriff (PDF)

Chasing Performance and Identifying Talented Investment Managers

The Journal of investing, 2018-03, Vol.27 (1), p.52-64

2018

Volltextzugriff (PDF)

Chasing Performance and Identifying Talented Investment Managers

Journal of Investing, 2018-04, Vol.27 (1), p.52-64

2018

Volltextzugriff (PDF)

Trading treasury bond spreads against treasury bill futures-a model and empirical test of the turtle trade

The journal of futures markets, 1986-04, Vol.6 (1), p.41-61

Rentzler, Joel C.

1986

Volltextzugriff (PDF)

Upside and Downside Capture Ratios: How to Make Them Come out the Way You Want

SSRN Electronic Journal

Volltextzugriff (PDF)

Trading Strategy on EVA® and MVA: Are They Reliable Indicators of Future Stock Performance?

Journal of Investing, 2006-12, Vol.15 (4), p.88-94

2006

Volltextzugriff (PDF)

Does Economic Value Added (EVA) Improve Stock Performance Profitability?

Journal of applied finance : JAF, 2005-10, Vol.15 (2), p.101

2005

Volltextzugriff (PDF)

Long-Short Strategies may not be Factor-Neutral

Journal of Investing, 2004-10, Vol.13 (3), p.44-53

2004

Volltextzugriff (PDF)

Professionally Managed, Publicly Traded Commodity Funds

The Journal of business (Chicago, Ill.), 1987-04, Vol.60 (2), p.175-199

1987

Volltextzugriff (PDF)

Employing Financial Futures to Increase the Return on Near Cash (Treasury Bill) Investments

Management science, 1985-03, Vol.31 (3), p.293-300

1985

Volltextzugriff (PDF)

Looking Back: Quantitative Analysis Before Computers

Journal of applied finance : JAF, 2004-04, Vol.14 (1), p.52

2004

Volltextzugriff (PDF)

PRICING GENERALIZED EUROPEAN OPTIONS IN COMPLETE MARKETS AND VARIABLE PARAMETER REGRESSION IN BETA ANALYSIS

RENTZLER, JOEL CONRAD

1978

Volltextzugriff (PDF)

Trading Treasury Bond Spreads against Treasury Bill FuturesA Model and Empirical Test of the Turtle Trade

The journal of futures markets, 1986-04, Vol.6 (1), p.41

Rentzler, Joel C

1986

Volltextzugriff (PDF)

The Ex-Dividend Day Behavior of Stock Prices; A Re-Examination of the Clientele Effect: A Comment

The Journal of finance (New York), 1984-06, Vol.39 (2), p.551-556

1984

Volltextzugriff (PDF)

The Ex-Dividend Day Behavior of Stock Prices; A Re-Examination of the Clientele Effect: A Comment

The Journal of finance (New York), 1984-06, Vol.39 (2), p.551

1984

Volltextzugriff (PDF)

A simple examination of the empirical relationship between dividend yields and deviations from the CAPM

Journal of banking & finance, 1983-03, Vol.7 (1), p.135-146

1983

Volltextzugriff (PDF)

Intra-Day Tests of the Efficiency of the Treasury Bill Futures Market

The review of economics and statistics, 1984-02, Vol.66 (1), p.129-137

1984

Volltextzugriff (PDF)

The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation

The Journal of finance (New York), 1983-05, Vol.38 (2), p.525

1983

Volltextzugriff (PDF)

Testing the Hypothesis of Beta Stationarity

International economic review (Philadelphia), 1981-10, Vol.22 (3), p.577-587

1981

Volltextzugriff (PDF)

The Performance of Publicly Offered Commodity Funds

Financial analysts journal, 1990-07, Vol.46 (4), p.23-30

1990

Volltextzugriff (PDF)

The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation

The Journal of finance (New York), 1983-05, Vol.38 (2), p.525-537

1983

Volltextzugriff (PDF)

The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation/Discussion

The Journal of finance (New York), 1983-05, Vol.38 (2), p.525

1983

Volltextzugriff (PDF)

1 – 25 von 26

Suche als RSS-Feed

Suchergebnisse filtern

Filter anzeigen

Nur zeigen

Geprüft (Peer-Review)
(24)
Mit Volltextzugriff
(19)

Publikationsform

Artikel
(25)
Dissertationen
(1)

Sprache

Englisch
(26)

Erscheinungsjahr

n.n

Thema

Business & Economics
(15)
Social Sciences
(15)
Business, Finance
(10)
Northern America
(10)
Studies
(10)
U.S
(10)
Rates Of Return
(7)
Capital Markets
(6)
Empirical Studies, Including Regulation
(6)
Futures Market
(6)
Investors
(6)
Economics
(5)
Stocks
(5)
Usa
(5)
Arbitrage
(4)
Commodities
(4)
Efficiency
(4)
Portfolio Performance
(4)
Statistical Analysis
(4)
Stock Exchanges
(4)

15 weitere anzeigen...

Weniger anzeigen...

Menü

Weitere Dienste

Einstellungen

Reexamining the uncertain information hypothesis on the S&P 500 Index and SPDRs

Intraday price-reversal patterns in the currency futures market: The impact of the introduction of GLOBEX and the euro

Short-term market efficiency in the futures markets: TOPIX futures and 10-year JGB futures

The Effect of value Estimation Errors On Portfolio Growth Rates

Chasing Performance and Identifying Talented Investment Managers

Chasing Performance and Identifying Talented Investment Managers

Trading treasury bond spreads against treasury bill futures-a model and empirical test of the turtle trade

Upside and Downside Capture Ratios: How to Make Them Come out the Way You Want

Trading Strategy on EVA® and MVA: Are They Reliable Indicators of Future Stock Performance?

Does Economic Value Added (EVA) Improve Stock Performance Profitability?

Long-Short Strategies may not be Factor-Neutral

Professionally Managed, Publicly Traded Commodity Funds

Employing Financial Futures to Increase the Return on Near Cash (Treasury Bill) Investments

Looking Back: Quantitative Analysis Before Computers

PRICING GENERALIZED EUROPEAN OPTIONS IN COMPLETE MARKETS AND VARIABLE PARAMETER REGRESSION IN BETA ANALYSIS

Trading Treasury Bond Spreads against Treasury Bill FuturesA Model and Empirical Test of the Turtle Trade

The Ex-Dividend Day Behavior of Stock Prices; A Re-Examination of the Clientele Effect: A Comment

The Ex-Dividend Day Behavior of Stock Prices; A Re-Examination of the Clientele Effect: A Comment

A simple examination of the empirical relationship between dividend yields and deviations from the CAPM

Intra-Day Tests of the Efficiency of the Treasury Bill Futures Market

The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation

Testing the Hypothesis of Beta Stationarity

The Performance of Publicly Offered Commodity Funds

The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation

The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation/Discussion

Suchergebnisse filtern