The implications of the modified system are consistent with well established empirical facts of stock returns, in particular, the simpler version of...
The implications of the modified system are consistent with well established empirical facts of stock returns, in particular, the simpler version of...
By backwardation, one means that a near-month futures contract trades at a premium to deferred-delivery futures contracts. For example, Litzenberger...
This presentation, in turn, was excerpted from a full-day seminar given by the author to representatives of the China Foreign Exchange Trade System,...
We then propose to leverage on this factor to identify fund of hedge fund managers who turn out to be good at capturing the upside while controlling...
We then propose to leverage on this factor to identify fund of hedge fund managers who turn out to be good at capturing the upside while controlling...
To answer this question we first show that, with monthly rebalancing, an equal-weighted portfolio outperforms a value-weighted portfolio in terms of...
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