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A note: Debunking the myth of the risk‐free return

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  • Ira G. Kawaller

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  • Ira G. Kawaller, 1987. "A note: Debunking the myth of the risk‐free return," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 7(3), pages 327-331, June.
    • Handle: RePEc:wly:jfutmk:v:7:y:1987:i:3:p:327-331
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    Cited by:

    1. Louis T. W. Cheng & Joseph K. W. Fung & Castor Pang, 1998. "Early Unwinding Strategy In Index Options-Futures Arbitrage," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 21(4), pages 447-467, December.
    2. Jędrzej Białkowski & Jan Koeman, 2017. "Does the Design of Spot Markets Matter for the Success of Futures Markets? Evidence from Dairy Futures," Working Papers in Economics 17/18, University of Canterbury, Department of Economics and Finance.
    3. Tahereh Khodamoradi & Maziar Salahi & Ali Reza Najafi, 2021. "Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 197-214, June.

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