Download or read book Intra day Tests of the Efficiency of the Treasury Bill Futures Market written by Edwin J. Elton and published by . This book was released on 1982 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Efficiency of intraday trading in 90 day treasury bill futures written by Donald Edward Stewart and published by . This book was released on 1983 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Testing Efficiency of the Market for Trading U S Treasury Bill Futures written by Benny En-Hai Yu and published by . This book was released on 1979 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Empirical Test of Market Efficiency in Trading Treasury Bill Futures written by Anna Maria Spilker and published by . This book was released on 1977 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Efficiency and Equivalence of the Treasury Bill Futures Market written by Brian Gee-Yin Chow and published by . This book was released on 1980 with total page 357 pages. Available in PDF, EPUB and Kindle. Book excerpt: maintained.
Download or read book Futures forward Price Differences and Efficiency in the Treasury Bill Futures Market written by Alan Wong and published by . This book was released on 1986 with total page 97 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Analysis of Artificial T bills Created from Combinations of Cash and Futures Market Positions and Comparison with Cash Market T bills written by Robert L. Losey and published by . This book was released on 1987 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Investments Portfolio theory and asset pricing written by Edwin J. Elton and published by MIT Press. This book was released on 1999 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of articles in investment and portfolio management spans the thirty-five-year collaborative effort of two key figures in finance. Each of the nine sections begins with an overview that introduces the main contributions of the pieces and traces the development of the field. Each volume contains a foreword by Nobel laureate Harry Markowitz. Volume I presents the authors' groundbreaking work on estimating the inputs to portfolio optimization, including the analysis of alternative structures such as single and multi-index models in forecasting correlations; portfolio maximization under alternative specifications for return structures; the impact of CAPM and APT in the investment process; and taxes and portfolio composition. Volume II covers the authors' work on analysts' expectations; performance evaluation of managed portfolios, including commodity, stock, and bond portfolios; survivorship bias and performance persistence; debt markets; and immunization and efficiency.
Download or read book Technical Bulletin written by and published by . This book was released on 1985 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Readings in Futures Markets Selected writings on futures markets exploration in financial futures written by and published by . This book was released on 1977 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Readings in Futures Markets Selected writings on futures markets explorations in financial futures markets written by and published by . This book was released on 1985 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Modern Portfolio Theory and Investment Analysis written by Edwin J. Elton and published by John Wiley & Sons. This book was released on 2009-11-16 with total page 748 pages. Available in PDF, EPUB and Kindle. Book excerpt: An update of a classic book in the field, Modern Portfolio Theory examines the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios. It stresses the economic intuition behind the subject matter while presenting advanced concepts of investment analysis and portfolio management. Readers will also discover the strengths and weaknesses of modern portfolio theory as well as the latest breakthroughs.
Download or read book The Information Content of the Treasury Bill Futures Market written by Avraham Kamara and published by . This book was released on 1985 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Review of Research in Futures Markets written by and published by . This book was released on 1993 with total page 802 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consists of the proceedings of seminars on futures markets held by the Chicago Board of Trade.
Download or read book An Empirical Analysis of the Treasury Bond Futures Market written by Karin Peterson LaBarge and published by . This book was released on 1986 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stock Index Futures written by Charles M.S. Sutcliffe and published by Routledge. This book was released on 2018-01-18 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt: The global value of trading in index futures is about $20 trillion per year and rising and for many countries the value traded is similar to that traded on their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. Stock Index Futures 3/e contains many teaching and learning aids including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.
Download or read book Futures Markets written by A. G. Malliaris and published by . This book was released on 1997 with total page 526 pages. Available in PDF, EPUB and Kindle. Book excerpt:
