Table of Contents

Spring 2006; Volume 1,Issue 2

A

  1. Albota, Marius A.

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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