1

Market states, sentiment, and momentum in the corporate bond market

Year:
2018
Language:
english
File:
PDF, 711 KB
english, 2018
3

Portfolio diversification in energy markets

Year:
2010
Language:
english
File:
PDF, 290 KB
english, 2010
4

Option spanning with exogenous information structure

Year:
2009
Language:
english
File:
PDF, 167 KB
english, 2009
5

Options and efficiency in spaces of bounded claims

Year:
2010
Language:
english
File:
PDF, 131 KB
english, 2010
6

A note on spanning with options

Year:
2007
Language:
english
File:
PDF, 159 KB
english, 2007
7

Underlying assets for which options complete the market

Year:
2007
Language:
english
File:
PDF, 127 KB
english, 2007
8

Riding the yield curve: a spanning analysis

Year:
2013
Language:
english
File:
PDF, 377 KB
english, 2013
9

Mean–variance dominant trading strategies

Year:
2013
Language:
english
File:
PDF, 301 KB
english, 2013
10

Spanning with futures contracts

Year:
2013
Language:
english
File:
PDF, 474 KB
english, 2013
13

Flights from Stocks

Year:
2016
File:
PDF, 556 KB
2016
15

The value premium during flights

Year:
2020
File:
PDF, 765 KB
2020