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Short-Term Interest Rates and Stock Market Anomalies
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 52 / Issue 3 / June 2017
- Published online by Cambridge University Press:
- 15 June 2017, pp. 927-961
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- June 2017
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Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 52 / Issue 1 / February 2017
- Published online by Cambridge University Press:
- 20 February 2017, pp. 277-303
- Print publication:
- February 2017
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Beyond the Carry Trade: Optimal Currency Portfolios
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 50 / Issue 5 / October 2015
- Published online by Cambridge University Press:
- 23 December 2015, pp. 1037-1056
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- October 2015
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Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 50 / Issue 1-2 / April 2015
- Published online by Cambridge University Press:
- 08 June 2015, pp. 33-60
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- April 2015
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The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 34 / Issue 1 / March 1999
- Published online by Cambridge University Press:
- 06 April 2009, pp. 131-157
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- March 1999
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