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isPartOf:"The journal of futures markets"
subject:"Portfolio-Management"
~subject:"Arbitrage"
~subject:"Risk"
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Portfolio-Management
Arbitrage
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Theorie
448
Theory
448
Hedging
135
Derivat
128
Derivative
128
USA
111
United States
105
Option pricing theory
69
Optionspreistheorie
69
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67
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Index futures
44
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39
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79
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Lien, Da-hsiang Donald
7
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3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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The journal of futures markets
European journal of operational research : EJOR
445
Insurance / Mathematics & economics
444
NBER working paper series
431
Working paper / National Bureau of Economic Research, Inc.
367
NBER Working Paper
358
Journal of banking & finance
308
Journal of economic dynamics & control
262
Economics letters
233
Mathematical finance : an international journal of mathematics, statistics and financial theory
202
Finance research letters
201
Journal of economic theory
197
Finance and stochastics
194
Discussion paper / Centre for Economic Policy Research
188
CESifo working papers
175
Management science : journal of the Institute for Operations Research and the Management Sciences
175
International journal of theoretical and applied finance
168
The review of financial studies
154
Research paper series / Swiss Finance Institute
153
Risks : open access journal
149
Journal of financial economics
148
The journal of finance : the journal of the American Finance Association
141
Economic modelling
132
Journal of risk and uncertainty : JRU
132
Quantitative finance
131
Journal of empirical finance
117
Working paper
115
Discussion paper / Tinbergen Institute
111
Journal of economic behavior & organization : JEBO
110
The journal of portfolio management : a publication of Institutional Investor
106
International review of economics & finance : IREF
102
Swiss Finance Institute Research Paper
102
International review of financial analysis
100
Mathematics and financial economics
100
Journal of mathematical economics
96
Applied economics
92
Discussion paper
92
The European journal of finance
90
Discussion papers / CEPR
85
Journal of monetary economics
84
The North American journal of economics and finance : a journal of financial economics studies
84
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ECONIS (ZBW)
79
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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
Pricing risky corporate bonds : an empirical study
Baaquie, Belal E.
;
Karim, Muhammad Mahmudul
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 90-121
Persistent link: https://www.econbiz.de/10013465896
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
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