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The Journal of Trading
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The Journal of Trading

The Journal of Trading

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Table of Contents

Spring 2006; Volume 1,Issue 2
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Albota, Marius A.

    1. You have access
      Using Dynamic Programming to Optimally Rebalance Portfolios
      Walter Sun, Ayres Fan, Li-Wei Chen, Tom Schouwenaars and Marius A. Albota
      The Journal of Trading Spring 2006, 1 (2) 16-27; DOI: https://doi.org/10.3905/jot.2006.628191

B

  1. Black, Keith H.

    1. You have access
      Improving Hedge Fund Risk Exposures by Hedging Equity Market Volatility, or How the VIX Ate My Kurtosis
      Keith H. Black
      The Journal of Trading Spring 2006, 1 (2) 6-15; DOI: https://doi.org/10.3905/jot.2006.628190
  2. Bruce, Brian R

    1. Open Access
      Editor's Letter
      Brian R Bruce
      The Journal of Trading Spring 2006, 1 (2) 5; DOI: https://doi.org/10.3905/jot.2006.628200

C

  1. Chen, Li-Wei

    1. You have access
      Using Dynamic Programming to Optimally Rebalance Portfolios
      Walter Sun, Ayres Fan, Li-Wei Chen, Tom Schouwenaars and Marius A. Albota
      The Journal of Trading Spring 2006, 1 (2) 16-27; DOI: https://doi.org/10.3905/jot.2006.628191
  2. Clifford, Darren

    1. You have access
      Risk Isolation Using Market Neutral Strategy
      Darren Clifford
      The Journal of Trading Spring 2006, 1 (2) 80-82; DOI: https://doi.org/10.3905/jot.2006.628199

F

  1. Fabozzi, Frank J.

    1. You have access
      Incorporating Trading Strategies in the Black-Litterman Framework
      Frank J. Fabozzi, Sergio M. Focardi and Petter N. Kolm
      The Journal of Trading Spring 2006, 1 (2) 28-37; DOI: https://doi.org/10.3905/jot.2006.628192
  2. Falkenberry, Thomas Neal

    1. You have access
      Survivorship Bias in the Development of Equity Trading Systems
      Thomas Neal Falkenberry
      The Journal of Trading Spring 2006, 1 (2) 62-68; DOI: https://doi.org/10.3905/jot.2006.628196
  3. Fan, Ayres

    1. You have access
      Using Dynamic Programming to Optimally Rebalance Portfolios
      Walter Sun, Ayres Fan, Li-Wei Chen, Tom Schouwenaars and Marius A. Albota
      The Journal of Trading Spring 2006, 1 (2) 16-27; DOI: https://doi.org/10.3905/jot.2006.628191
  4. Focardi, Sergio M.

    1. You have access
      Incorporating Trading Strategies in the Black-Litterman Framework
      Frank J. Fabozzi, Sergio M. Focardi and Petter N. Kolm
      The Journal of Trading Spring 2006, 1 (2) 28-37; DOI: https://doi.org/10.3905/jot.2006.628192

G

  1. Galper, Joshua

    1. You have access
      Against the Duopoly
      Joshua Galper
      The Journal of Trading Spring 2006, 1 (2) 76-79; DOI: https://doi.org/10.3905/jot.2006.628198

H

  1. Hobson, Dana D.

    1. You have access
      VWAP and Volume Profiles
      Dana D. Hobson
      The Journal of Trading Spring 2006, 1 (2) 38-42; DOI: https://doi.org/10.3905/jot.2006.628193

K

  1. Kolm, Petter N.

    1. You have access
      Incorporating Trading Strategies in the Black-Litterman Framework
      Frank J. Fabozzi, Sergio M. Focardi and Petter N. Kolm
      The Journal of Trading Spring 2006, 1 (2) 28-37; DOI: https://doi.org/10.3905/jot.2006.628192

L

  1. Labuszewski, John W.

    1. You have access
      Currency Derivative Markets Landscape
      John W. Labuszewski
      The Journal of Trading Spring 2006, 1 (2) 51-61; DOI: https://doi.org/10.3905/jot.2006.628195

R

  1. Rakhlin, Dmitry

    1. You have access
      The Impact of an Increase in Volatility on Trading Costs
      Dmitry Rakhlin and George Sofianos
      The Journal of Trading Spring 2006, 1 (2) 43-50; DOI: https://doi.org/10.3905/jot.2006.628194

S

  1. Schouwenaars, Tom

    1. You have access
      Using Dynamic Programming to Optimally Rebalance Portfolios
      Walter Sun, Ayres Fan, Li-Wei Chen, Tom Schouwenaars and Marius A. Albota
      The Journal of Trading Spring 2006, 1 (2) 16-27; DOI: https://doi.org/10.3905/jot.2006.628191
  2. Smith, Jeffrey W.

    1. You have access
      Trading on Electronic versus Floor-based Markets
      Jeffrey W. Smith
      The Journal of Trading Spring 2006, 1 (2) 69-75; DOI: https://doi.org/10.3905/jot.2006.628197
  3. Sofianos, George

    1. You have access
      The Impact of an Increase in Volatility on Trading Costs
      Dmitry Rakhlin and George Sofianos
      The Journal of Trading Spring 2006, 1 (2) 43-50; DOI: https://doi.org/10.3905/jot.2006.628194
  4. Sun, Walter

    1. You have access
      Using Dynamic Programming to Optimally Rebalance Portfolios
      Walter Sun, Ayres Fan, Li-Wei Chen, Tom Schouwenaars and Marius A. Albota
      The Journal of Trading Spring 2006, 1 (2) 16-27; DOI: https://doi.org/10.3905/jot.2006.628191
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The Journal of Trading
Vol. 1, Issue 2
Spring 2006
  • Table of Contents
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