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isPartOf:"The journal of futures markets"
subject:"Portfolio-Management"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Arbitrage"
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Portfolio-Management
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143
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139
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137
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136
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128
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The journal of futures markets
The journal of portfolio management : a publication of Institutional Investor
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
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169
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164
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162
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152
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114
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94
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Economics letters
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78
The European journal of finance
76
International review of financial analysis
73
International review of economics & finance : IREF
72
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Discussion paper / Tinbergen Institute
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Journal of risk and financial management : JRFM
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SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
158
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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
Asset allocation vs. factor allocation : can we build a unified method?
Bender, Jennifer
;
Sun, Jerry Le
;
Thomas, Ric
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 9-22
Persistent link: https://www.econbiz.de/10012016805
Saved in:
10
Great expectations : a tactical asset allocation framework for diversified real asset portfolios
Simonian, Joseph
;
Wu, Chenwei
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 38-45
Persistent link: https://www.econbiz.de/10012016812
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