Kolb Robert W

Robert W Kolb

Information about the author Robert W Kolb will soon be added to the site.
Found 5 papers in total
Is the distribution of betas stationary?
Is the distribution of betas stationary?
1990
The stationarity of the beta distribution for 1926–1985 is rejected for the...
The differential effects of sinking funds on bond risk premia
The differential effects of sinking funds on bond risk premia
1986
This study analyzes the effect that two options created by the inclusion of a sinking...
A PRICING ANOMALY IN TREASURY BILL FUTURES
A PRICING ANOMALY IN TREASURY BILL FUTURES
1985
This research applies an entirely new approach to examining the efficiency of futures...
Duration, immunization, and hedging with interest rate futures
Duration, immunization, and hedging with interest rate futures
1982
The recent advent of the interest rate futures markets has greatly enriched the...
Interest rate hedging: an empirical test of alternative strategies
Interest rate hedging: an empirical test of alternative strategies
1983
For hedging, financial and agricultural futures contracts differ in their usefulness....
Papers per page: