Review of Financial Studies

Articles:

J Cai, KC Chan, and T Yamada

The performance of Japanese mutual funds
Rev. Financ. Stud. 1997 10: 237-274; doi:10.1093/rfs/10.2.237 [Abstract] [PDF] [Request Permissions]  

W Fung and DA Hsieh

Empirical characteristics of dynamic trading strategies: the case of hedge funds
Rev. Financ. Stud. 1997 10: 275-302; doi:10.1093/rfs/10.2.275 [Abstract] [PDF] [Request Permissions]  

TE Day and CM Lewis

Initial margin policy and stochastic volatility in the crude oil futures market
Rev. Financ. Stud. 1997 10: 303-332; doi:10.1093/rfs/10.2.303 [Abstract] [PDF] [Request Permissions]  

KI Amin and VK Ng

Inferring future volatility from the information in implied volatility in Eurodollar options: a new approach
Rev. Financ. Stud. 1997 10: 333-367; doi:10.1093/rfs/10.2.333 [Abstract] [PDF] [Request Permissions]  

R Bansal

An exploration of the forward premium puzzle in currency markets
Rev. Financ. Stud. 1997 10: 369-403; doi:10.1093/rfs/10.2.369 [Abstract] [PDF] [Request Permissions]  

J Boudoukh, RF Whitelaw, M Richardson, and R Stanton

Pricing mortgage-backed securities in a multifactor interest rate environment: a multivariate density estimation approach
Rev. Financ. Stud. 1997 10: 405-446; doi:10.1093/rfs/10.2.405 [Abstract] [PDF] [Request Permissions]  

RC Green and K Rydqvist

The valuation of nonsystematic risks and the pricing of Swedish lottery bonds
Rev. Financ. Stud. 1997 10: 447-480; doi:10.1093/rfs/10.2.447 [Abstract] [PDF] [Request Permissions]  

RA Jarrow, D Lando, and SM Turnbull

A Markov model for the term structure of credit risk spreads
Rev. Financ. Stud. 1997 10: 481-523; doi:10.1093/rfs/10.2.481 [Abstract] [PDF] [Request Permissions]  

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