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1 저널기사 Excessive Variation in Risk-Factor Correlations and Volatilities 미리보기
Bali, T. G.; Genberg, H.; Neftci, S. N. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2002
2 저널기사 Hedging Foreign Currency, Freight, and Commodity Futures Portfolios-A Note 미리보기
Haigh, M. S.; Holt, M. T. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2002
3 저널기사 Economic Significance of Risk Premiums in the S&P 500 Option Market 미리보기
Balyeat, R. B. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2002
4 저널기사 Multiperiod Hedging with Futures Contracts 미리보기
Low, A.; Muthuswamy, J.; Sakar, S.; Terry, E. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2002
5 저널기사 Fragmentation and Complementarity: The Case of EFPs 미리보기
Brown-Hruska, S.; Laux, P. A. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2002
6 저널기사 A Note on the Valuation of Compound Options 미리보기
Lajeri-Chaherli, F. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2002
7 저널기사 An Empirical Examination of the Relation Between Futures Spreads Volatility, Volume, and Open Interest 미리보기
Girma, P. B.; Mougoue, M. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2002
8 저널기사 Risk-Return Relationships in Foreign-Currency Futures Following Macroeconomic Announcements 미리보기
Han, L.-M.; Ozocak, O. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2002
9 저널기사 On the Valuation of Warrants 미리보기
Handley, J. C. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2002
10 저널기사 Role of Delivery Options in Basis Convergence 미리보기
Hranaiova, J.; Tomek, W. G. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2002
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