How to tell if options are cheap

G Burghardt, M Lane - Journal of Portfolio Management, 1990 - search.proquest.com
Determining whether options are cheap or expensive is the single greatest challenge in
trading options. The buyer of an option can profit from realized volatility that is greater than …

[BOOK][B] Managed futures for institutional investors: Analysis and portfolio construction

G Burghardt, B Walls - 2011 - books.google.com
A practical guide to institutional investing success Managed Futures for Institutional Investors
is an essential guide that walks you through the important questions that need to be …

Measuring market impact and liquidity

G Burghardt, J Hanweck, L Lei - The Journal of Trading …, 2006 - jot.pm-research.com
Poor execution can turn a good idea into a losing trade. Skilled traders (and their brokers)
use their knowledge and experience to balance the immediacy of a transaction with the …

A human capital model of the effects of ability and family background on optimal schooling levels

TL Regan, RL Oaxaca, G Burghardt - Economic Inquiry, 2007 - Wiley Online Library
This paper develops a theoretical model of optimal schooling levels where ability and family
background are the central explanatory variables. We derive schooling demand and supply …

[PDF][PDF] A wild ride

G Burghardt, W Acworth - Futures, 2008 - fia.org
For the global futures and options industry, 2008 was a wild year. Several major market
participants, including some of the largest players in the markets, vanished from the scene. …

Comments on" Margins and Futures Contracts"

G Burghardt Jr, DL Kohn - The Journal of Futures Markets (pre …, 1981 - search.proquest.com
Galen Burghardt, Jr. Donald L. Kohn … Galen De Witt Burghardt is with the Division of
Research and Statistics of the Board of Governors of the Federal … Burghardt received his …

Volatility arbitrage in the treasury bond basis

T Belton, G Burghardt - Journal of Portfolio Management, 1993 - search.proquest.com
Sophistication in the pricing of Treasury bond and note futures clearly has stepped up a
notch. Key to this new understanding has been a heightened appreciation for the strategic …

Autocorrelation effects on CTA and equity risk measurement

G Burghardt, L Liu - The Journal of Alternative Investments, 2013 - search.proquest.com
In recent years considerable research has examined the impact of historical return patterns
on the measured risk of both traditional and alternative investments. At the heart of this …

[CITATION][C] The treasury bond basis: an in-depth analysis for hedgers, speculators and arbitrageurs

G Burghardt, TM Belton - (No Title), 1994 - cir.nii.ac.jp
Burghardt, Galen … 責任表示 Galen D. Burghardt, Terrence M. Belton …

[CITATION][C] The Eurodollar futures and options handbook

G Burghardt - (No Title), 2003 - cir.nii.ac.jp
Burghardt, Galen … 責任表示 Galen Burghardt