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isPartOf:"The journal of futures markets"
subject:"Portfolio-Management"
~isPartOf:"Mathematical methods of operations research"
~subject:"Arbitrage"
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Portfolio-Management
Arbitrage
Theorie
988
Theory
988
Mathematical programming
195
Mathematische Optimierung
195
Hedging
148
Derivat
129
Derivative
129
USA
127
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121
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106
Option pricing theory
81
Optionspreistheorie
81
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64
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Korn, Ralf
5
Lien, Da-hsiang Donald
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Lioui, Abraham
3
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2
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Fortin, Ines
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1
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The journal of futures markets
Mathematical methods of operations research
Insurance / Mathematics & economics
279
European journal of operational research : EJOR
272
NBER working paper series
259
Journal of banking & finance
247
Working paper / National Bureau of Economic Research, Inc.
206
NBER Working Paper
204
Mathematical finance : an international journal of mathematics, statistics and financial theory
174
Journal of economic dynamics & control
169
Finance and stochastics
164
Finance research letters
162
International journal of theoretical and applied finance
152
Research paper series / Swiss Finance Institute
125
Quantitative finance
124
The journal of finance : the journal of the American Finance Association
118
The review of financial studies
114
Journal of financial economics
110
Management science : journal of the Institute for Operations Research and the Management Sciences
99
The journal of portfolio management : a publication of Institutional Investor
99
Risks : open access journal
98
Discussion paper / Centre for Economic Policy Research
96
Journal of empirical finance
94
Swiss Finance Institute Research Paper
87
Economics letters
84
Economic modelling
82
Mathematics and financial economics
78
The European journal of finance
76
International review of financial analysis
73
International review of economics & finance : IREF
72
Computational economics
71
The journal of asset management
69
Discussion paper / Tinbergen Institute
67
Journal of risk and financial management : JRFM
67
Journal of economic theory
66
SpringerLink / Bücher
65
The North American journal of economics and finance : a journal of financial economics studies
65
Annals of finance
63
The journal of portfolio management : JPM
63
Journal of mathematical finance
59
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ECONIS (ZBW)
127
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1
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
2
Modeling skewness in portfolio choice
Trung Hai Le
;
Kourtis, Apostolos
;
Markellos, Raphaēl N.
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 734-770
Persistent link: https://www.econbiz.de/10014293220
Saved in:
3
Nonlinear limits to arbitrage
Chen, Jingzhi
;
Cai, Charlie X.
;
Faff, Robert W.
;
Shin, …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1084-1113
Persistent link: https://www.econbiz.de/10013287917
Saved in:
4
Maximum utility portfolio construction in the forward freight agreement markets : evidence from a multivariate skewed t copula
Gong, Yuting
;
Wang, Xueqin
;
Zhu, Mo
;
Ge, Ying-En
;
Shi, …
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 69-89
Persistent link: https://www.econbiz.de/10013465893
Saved in:
5
Changes in the options contract size and arbitrage opportunities
Song, Joonhyuk
;
Ryu, Doojin
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 122-137
Persistent link: https://www.econbiz.de/10013465898
Saved in:
6
Connectivity costs and price efficiency : an event study
Frino, Alex
;
Kovacevic, Ognjen
;
Mollica, Vito
;
Webb, …
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 296-309
Persistent link: https://www.econbiz.de/10012817888
Saved in:
7
Arbitrage, contract design, and market structure in Bitcoin futures markets
De Blasis, Riccardo
;
Webb, Alexander
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 492-524
Persistent link: https://www.econbiz.de/10012817947
Saved in:
8
Financially constrained index futures arbitrage
Glover, Kristoffer
;
Hulley, Hardy
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1688-1703
Persistent link: https://www.econbiz.de/10013465806
Saved in:
9
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
10
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
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