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subject:"United States"
~isPartOf:"The journal of futures markets"
~subject:"CAPM"
~subject:"Zinsderivat"
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United States
CAPM
Zinsderivat
Theorie
448
Theory
448
Hedging
135
Derivat
128
Derivative
128
USA
111
Option pricing theory
69
Optionspreistheorie
69
Commodity exchange
67
Warenbörse
67
Index futures
44
Index-Futures
44
Estimation
39
Schätzung
39
Volatility
39
Volatilität
39
Portfolio selection
38
Portfolio-Management
38
Börsenkurs
33
Share price
33
Currency derivative
32
Interest rate derivative
32
Währungsderivat
32
Option trading
29
Optionsgeschäft
29
Commodity derivative
28
Rohstoffderivat
28
Risiko
26
Risk
25
Arbitrage
22
Estimation theory
19
Forecasting model
19
Prognoseverfahren
19
Schätztheorie
19
Black-Scholes model
17
Black-Scholes-Modell
17
Stochastic process
14
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149
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3
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149
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149
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3
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2
Bibliography included
2
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2
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1
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English
152
Author
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Lien, Da-hsiang Donald
5
Gay, Gerald D.
4
Kolb, Robert W.
4
Brorsen, B. Wade
3
Jordan, James V.
3
Lioui, Abraham
3
Bali, Turan G.
2
Castelino, Mark G.
2
Chance, Don M.
2
Chen, Ren-Raw
2
Daigler, Robert T.
2
Fleming, Jeff
2
Hauser, Robert J.
2
Hayenga, Marvin L.
2
Leistikow, Dean
2
Malliaris, Anastasios G.
2
Myers, Robert J.
2
Najand, Mohammad
2
Ostdiek, Barbara
2
Poncet, Patrice
2
Ritchken, Peter H.
2
Sankarasubramanian, L.
2
Shastri, Kuldeep
2
Tandon, Kishore
2
Tian, Yisong Sam
2
Webb, Robert I.
2
Williams, Jeffrey
2
Wolf, Avner S.
2
Wright, Brian D.
2
Alcock, Jamie
1
Ané, Thierry
1
Arias, Joaquín
1
Baaquie, Belal E.
1
Babcock, Bruce A.
1
Banerjee, Aniruddha
1
Bansal, Naresh K.
1
Barrett, W. B.
1
Batlin, Carl A.
1
Batlin, Carl Alan
1
Bellalah, Mondher
1
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Institution
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International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
Published in...
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,500
Discussion paper / Centre for Economic Policy Research
407
European journal of operational research : EJOR
368
The American economic review
322
The review of financial studies
322
The journal of finance : the journal of the American Finance Association
315
NBER working paper series
295
Journal of financial economics
269
Journal of banking & finance
256
Working paper
250
Economics letters
246
American journal of agricultural economics
240
The review of economics and statistics
237
Journal of monetary economics
233
Journal of economic dynamics & control
220
Computers & operations research : and their applications to problems of world concern ; an international journal
212
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
207
NBER Working Paper
205
Journal of political economy
199
Applied economics
193
Finance and economics discussion series
187
Discussion paper series / IZA
180
Southern economic journal
171
Journal of money, credit and banking : JMCB
168
CESifo working papers
163
International journal of production research
150
Economic inquiry : journal of the Western Economic Association International
142
Journal of econometrics
139
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
137
Journal of financial and quantitative analysis : JFQA
133
The economic journal : the journal of the Royal Economic Society
128
International economic review
125
Journal of macroeconomics
125
Management science : journal of the Institute for Operations Research and the Management Sciences
125
Applied economics letters
118
The quarterly journal of economics
118
Discussion paper
116
Journal of economic behavior & organization : JEBO
114
Journal of international money and finance
113
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ECONIS (ZBW)
152
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1
International Conference on futures and other derivatives
International Conference on Futures and Other …
-
2023
Persistent link: https://www.econbiz.de/10014339367
Saved in:
2
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:
3
US experience with futures transaction taxes
Mixon, Scott
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012817935
Saved in:
4
International Conference on futures and other derivatives
International Conference on Futures and Other …
-
2022
Persistent link: https://www.econbiz.de/10013465939
Saved in:
5
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
Saved in:
6
A random field LIBOR market model
Wu, Tao L.
;
Xu, Shengqiang
- In:
The journal of futures markets
34
(
2014
)
6
,
pp. 580-606
Persistent link: https://www.econbiz.de/10010371410
Saved in:
7
Lévy betas : static hedging with index futures
Wong, Hoi Ying
;
Cheung, Edwin Kwan Hung
;
Wong, Shiu Fung
- In:
The journal of futures markets
32
(
2012
)
11
,
pp. 1034-1059
Persistent link: https://www.econbiz.de/10009697814
Saved in:
8
Hedging under model misspecification : all risk factors are equal, but some are more equal than others ...
Branger, Nicole
;
Krautheim, Eva
;
Schlag, Christian
; …
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 397-430
Persistent link: https://www.econbiz.de/10010218780
Saved in:
9
A simplified pricing model for volatility futures
Dupoyet, Brice
;
Daigler, Robert T.
;
Chen, Zhiyao
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
Saved in:
10
Local trader profitability in futures markets : liquidity and position taking profits
Frino, Alex
;
Jarnecic, Elvis
;
Feletto, Roger
- In:
The journal of futures markets
30
(
2010
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003962216
Saved in:
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