haku: @author Kolb, R. W. / yhteensä: 9
viitteet: 1-9 / 9
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1.
Is the distribution of betas stationary?
Journal of Financial Research
1990 : WINTER, VOL. 13:4, p. 279-283
 1990 Kolb, R. W.
Rodriquez, R. J.
2.
Trader rationality in the exercise of futures options.
Journal of Financial Economics
1989 : AUG, VOL. 23:2, p. 339-361
 1989 Gay, G. D.
Kolb, R. W.
Yung, K.
3.
The differential effects of sinking funds on bond risk premia.
Journal of Financial Research
1986 : WINTER, VOL. 9:4, p. 303-312
 1986 Barrett, W. B.
Heuson, A. J.
Kolb, R. W.
4.
The structure of international bond risk differentials.
Journal of International Business Studies
1986 : SPRING, VOL. 17:1, p. 107-118
 1986 Barrett, W. B.
Kolb, R. W.
5.
The effect of Three Mile Island on utility bond risk premia : a note.
Journal of Finance
1986 : MAR, VOL. 41:1, p. 255-261
 1986 Barrett, W. B.
Heuson, A. J.
Kolb, R. W.
6.
Liquidity requirements for financial futures investments.
Financial Analysts' Journal
1985 : MAY-JUN, VOL. 41:3, p. 60-68
 1985 Kolb, R. W.
Gay, G. D.
Hunter, W. C.
7.
Regulation, regulatory lag and the use of futures markets.
Journal of Finance
1983 : MAY, VOL. 38:2, p. 405-418
 1983 Kolb, R. W.
Morin, R. A.
Gay, G. D.
8.
Immunizing bond portfolios with interest rate futures.
Financial Management
1982 : SUMMER, VOL. 11:2, p. 81-89
 1982 Kolb, R. W.
Gay, G. D.
9.
Improving hedging performance using interest rate futures.
Financial Management
1981 : Autumn, Vol. 10:4, p. 72-79
 1981 Kolb, R. W.
Chiang, R.
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