2   Artículos

 
en línea
Alex Garivaltis    
This note provides a neat and enjoyable expansion and application of the magnificent Ordentlich-Cover theory of ?universal portfolios?. I generalize Cover?s benchmark of the best constant-rebalanced portfolio (or 1-linear trading strategy) in hindsight b... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Alex Garivaltis    
In this paper, which is the third installment of the author?s trilogy on margin loan pricing, we analyze 1367 monthly observations of the U.S. broker call money rate, e.g., the interest rate at which stockbrokers can borrow to fund their margin loans to ... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

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