Hedging corporate debt with US treasury bond futures
RC Kuberek, NG Pefley - The Journal of Futures Markets (pre …, 1983 - search.proquest.com
Recent articles on the hedging effectiveness of interest-rate futures have focused on the
relationship between futures contracts and their underlying
relationship between futures contracts and their underlying
Using style factors to differentiate equity performance over short horizons
RC Kuberek - Journal of Portfolio Management, 1998 - search.proquest.com
Equity style analysis is concerned at least in part with the classification of portfolios, using
either holdings or returns, as to size and orientation to growth or value. Notwithstanding …
either holdings or returns, as to size and orientation to growth or value. Notwithstanding …
[CITATION][C] Predicting interest rate volatility: A conditional heteroskedastic model of interest rate movements
RC Kuberek - The Journal of Fixed Income, 1992 - pm-research.com
… Kuberek …
[PDF][PDF] Development of linear strip ion thrustors Semiannual report
JR Anderson, MD Benton, R Kuberek, JW Pfeifer… - 1966 - ntrs.nasa.gov
The purpose of this program is to continue development of a 0.3 millipound force cesium-contact,
linear strip ion thrustor in conjunction with a liquid cesium feed system which will lead …
linear strip ion thrustor in conjunction with a liquid cesium feed system which will lead …
[PDF][PDF] The kimberlite Juina-5, Brazil: textural features and xenocryst chemistry
…, LV Valadão, NT Kuberek… - International …, 2012 - journals.library.ualberta.ca
Diamonds from Juina are well known in the literature due to the abundant occurrence of
diamond inclusions formed over a large depth range, from the upper to the lower mantle. …
diamond inclusions formed over a large depth range, from the upper to the lower mantle. …
Hedging sterling eurobond portfolios: a proposal for eurobond futures contract
AD Clare, MC Oozeer - Applied Financial Economics, 2001 - Taylor & Francis
Options and futures on government bonds are the only exchange traded derivative contracts
currently available to investors wishing to hedge portfolios of eurobonds. This study, forms …
currently available to investors wishing to hedge portfolios of eurobonds. This study, forms …
[PDF][PDF] Model for
N KHOURY, M VEILLEUX, R VIAU - Citeseer
Performance attribution analysis partitions a port-folio’s ex-post return into specific components
associated with particular decisions made during the management process, in order to …
associated with particular decisions made during the management process, in order to …
Region, sector and style selection in global equity markets
R Van Dijk, T Keijzer - Journal of Asset Management, 2003 - Springer
This paper determines and decomposes the importance of region, industry sector, size and
value–growth allocation policies within global equity portfolios and focuses on the interaction …
value–growth allocation policies within global equity portfolios and focuses on the interaction …
Alternative models for hedging yield curve risk: An empirical comparison
N Carcano, DO Hakim - Journal of Banking & Finance, 2011 - Elsevier
We test alternative models of yield curve risk by hedging US Treasury bond portfolios through
note/bond futures. We show that traditional implementations of models based on principal …
note/bond futures. We show that traditional implementations of models based on principal …
Schechtman, E., see Bigman, D.
BA Scherr, HC Madsen, FT Model - search.proquest.com
Bristol board, drawing linen, or coordinate paper with a light blue background. TheIndia ink
lettering on graphs must be clear, large, anc:" open" so that letters andnumbers do not Crll in …
lettering on graphs must be clear, large, anc:" open" so that letters andnumbers do not Crll in …