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Trading treasury bond spreads against treasury bill futures-a model and empirical test of the turtle trade
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Rentzler, Joel C.
Published in
The journal of futures markets
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Professionally Managed, Publicly Traded Commodity Funds
by
Elton, Edwin J.
,
Gruber, Martin J.
,
Rentzler, Joel C.
Published in
The Journal of business (Chicago, Ill.)
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Employing Financial Futures to Increase the Return on Near Cash (Treasury Bill) Investments
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Elton, Edwin J
,
Gruber, Martin J
,
Rentzler, Joel C
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Management science
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Trading Treasury Bond Spreads against Treasury Bill FuturesA Model and Empirical Test of the Turtle Trade
by
Rentzler, Joel C
Published in
The journal of futures markets
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