Table of Contents
Spring 2006; Volume 1,Issue 2
A
Albota, Marius A.
- You have accessUsing Dynamic Programming to Optimally Rebalance PortfoliosWalter Sun, Ayres Fan, Li-Wei Chen, Tom Schouwenaars and Marius A. AlbotaThe Journal of Trading Spring 2006, 1 (2) 16-27; DOI: https://doi.org/10.3905/jot.2006.628191
B
Black, Keith H.
- You have accessImproving Hedge Fund Risk Exposures by Hedging Equity Market Volatility, or How the VIX Ate My KurtosisKeith H. BlackThe Journal of Trading Spring 2006, 1 (2) 6-15; DOI: https://doi.org/10.3905/jot.2006.628190
Bruce, Brian R
- Open AccessEditor's LetterBrian R BruceThe Journal of Trading Spring 2006, 1 (2) 5; DOI: https://doi.org/10.3905/jot.2006.628200
C
Chen, Li-Wei
- You have accessUsing Dynamic Programming to Optimally Rebalance PortfoliosWalter Sun, Ayres Fan, Li-Wei Chen, Tom Schouwenaars and Marius A. AlbotaThe Journal of Trading Spring 2006, 1 (2) 16-27; DOI: https://doi.org/10.3905/jot.2006.628191
Clifford, Darren
- You have accessRisk Isolation Using Market Neutral StrategyDarren CliffordThe Journal of Trading Spring 2006, 1 (2) 80-82; DOI: https://doi.org/10.3905/jot.2006.628199
F
Fabozzi, Frank J.
- You have accessIncorporating Trading Strategies in the Black-Litterman FrameworkFrank J. Fabozzi, Sergio M. Focardi and Petter N. KolmThe Journal of Trading Spring 2006, 1 (2) 28-37; DOI: https://doi.org/10.3905/jot.2006.628192
Falkenberry, Thomas Neal
- You have accessSurvivorship Bias in the Development of Equity Trading SystemsThomas Neal FalkenberryThe Journal of Trading Spring 2006, 1 (2) 62-68; DOI: https://doi.org/10.3905/jot.2006.628196
Fan, Ayres
- You have accessUsing Dynamic Programming to Optimally Rebalance PortfoliosWalter Sun, Ayres Fan, Li-Wei Chen, Tom Schouwenaars and Marius A. AlbotaThe Journal of Trading Spring 2006, 1 (2) 16-27; DOI: https://doi.org/10.3905/jot.2006.628191
Focardi, Sergio M.
- You have accessIncorporating Trading Strategies in the Black-Litterman FrameworkFrank J. Fabozzi, Sergio M. Focardi and Petter N. KolmThe Journal of Trading Spring 2006, 1 (2) 28-37; DOI: https://doi.org/10.3905/jot.2006.628192
G
Galper, Joshua
- You have accessAgainst the DuopolyJoshua GalperThe Journal of Trading Spring 2006, 1 (2) 76-79; DOI: https://doi.org/10.3905/jot.2006.628198
H
Hobson, Dana D.
- You have accessVWAP and Volume ProfilesDana D. HobsonThe Journal of Trading Spring 2006, 1 (2) 38-42; DOI: https://doi.org/10.3905/jot.2006.628193
K
Kolm, Petter N.
- You have accessIncorporating Trading Strategies in the Black-Litterman FrameworkFrank J. Fabozzi, Sergio M. Focardi and Petter N. KolmThe Journal of Trading Spring 2006, 1 (2) 28-37; DOI: https://doi.org/10.3905/jot.2006.628192
L
Labuszewski, John W.
- You have accessCurrency Derivative Markets LandscapeJohn W. LabuszewskiThe Journal of Trading Spring 2006, 1 (2) 51-61; DOI: https://doi.org/10.3905/jot.2006.628195
R
Rakhlin, Dmitry
- You have accessThe Impact of an Increase in Volatility on Trading CostsDmitry Rakhlin and George SofianosThe Journal of Trading Spring 2006, 1 (2) 43-50; DOI: https://doi.org/10.3905/jot.2006.628194
S
Schouwenaars, Tom
- You have accessUsing Dynamic Programming to Optimally Rebalance PortfoliosWalter Sun, Ayres Fan, Li-Wei Chen, Tom Schouwenaars and Marius A. AlbotaThe Journal of Trading Spring 2006, 1 (2) 16-27; DOI: https://doi.org/10.3905/jot.2006.628191
Smith, Jeffrey W.
- You have accessTrading on Electronic versus Floor-based MarketsJeffrey W. SmithThe Journal of Trading Spring 2006, 1 (2) 69-75; DOI: https://doi.org/10.3905/jot.2006.628197
Sofianos, George
- You have accessThe Impact of an Increase in Volatility on Trading CostsDmitry Rakhlin and George SofianosThe Journal of Trading Spring 2006, 1 (2) 43-50; DOI: https://doi.org/10.3905/jot.2006.628194
Sun, Walter
- You have accessUsing Dynamic Programming to Optimally Rebalance PortfoliosWalter Sun, Ayres Fan, Li-Wei Chen, Tom Schouwenaars and Marius A. AlbotaThe Journal of Trading Spring 2006, 1 (2) 16-27; DOI: https://doi.org/10.3905/jot.2006.628191
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