Published in: Institute of Mathematics and Its Applications: IMA journal of management mathematics ; 35(2024), 2 vom: Apr., Seite 285-300

Published in: Applied Economics Letters, 30 (2023) 13, Seite 1749-1753

Published in: Review of Economic Analysis, 10 (2018) 1, Seite 97-119

Published in: Journal of Futures Markets, 26 (2006) 1, Seite 1-31

Published in: SSRN Electronic Journal (2011)

Published in: The Journal of Real Estate Finance and Economics (2023)

Published in: SSRN Electronic Journal (2012)

Published in: Review of Quantitative Finance and Accounting, 35 (2010) 3, Seite 245-269

Published in: Journal of Banking & Finance, 33 (2009) 7, Seite 1230-1241

Published in: Journal of Banking & Finance, 31 (2007) 12, Seite 3584-3603

Published in: SSRN Electronic Journal (2007)

Published in: Operational Research, 6 (2006) 2, Seite 129-143

Published in: The Journal of Risk Finance, 4 (2003) 3, Seite 43-59

Published in: International Journal of Finance & Economics, 29 (2024) 1, Seite 1157-1171