APublicIndexForListedOptions

BeatTheMarket

CanJoeGranvilleTimeTheMarket

CommonStockVolatilitiesInOptionFormulas

ConcaveUtilitiesAreDistinguishedByTheirOptimalStrategies

ExtensionsOfTheBlack-ScholesOptionModel

IndexesForValuingListedOptions-continued

OptionsInInstitutionalPortfolios-TheoryAndPractice

OptionsOnCommodityForwardContracts

PortfolioChoiceAndTheKellyCriterion

ReducingInterestRateRisk-AReportForTheEnergyFuelsCorp

RiskArbitrageInTheNikkeiPutWarrantMarketOf1989-1990

TheCapitalGrowthModel-AnEmpiricalInvestigation

TheCostOfLiquidityServicesInListedOptions-ANote

TheKellyCriterionAndTheStockMarket