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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"The journal of futures markets"
~subject:"Hedging"
~subject:"Risikoprämie"
~type_genre:"Article in journal"
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Portfolio selection
Hedging
Risikoprämie
Theorie
809
Theory
809
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187
United States
187
Derivat
156
Derivative
156
CAPM
101
Option pricing theory
96
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80
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69
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Lien, Da-hsiang Donald
25
Kit, Pong Wong
9
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Broll, Udo
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3
Lioui, Abraham
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Journal of financial and quantitative analysis : JFQA
The journal of futures markets
Journal of banking & finance
337
Insurance / Mathematics & economics
307
European journal of operational research : EJOR
281
Mathematical finance : an international journal of mathematics, statistics and financial theory
211
Journal of economic dynamics & control
209
International journal of theoretical and applied finance
202
Finance research letters
201
Journal of financial economics
191
Finance and stochastics
188
The review of financial studies
169
The journal of finance : the journal of the American Finance Association
143
Economics letters
133
Management science : journal of the Institute for Operations Research and the Management Sciences
126
Quantitative finance
126
Journal of empirical finance
119
Risks : open access journal
115
International review of economics & finance : IREF
111
Economic modelling
106
The journal of portfolio management : a publication of Institutional Investor
106
International review of financial analysis
98
The European journal of finance
96
Journal of international money and finance
85
The North American journal of economics and finance : a journal of financial economics studies
83
Mathematics and financial economics
77
Applied economics
76
Journal of risk and financial management : JRFM
75
Annals of finance
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Journal of economic theory
73
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Computational economics
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Applied mathematical finance
71
Mathematical methods of operations research
70
The journal of portfolio management : JPM
65
Applied financial economics
61
Journal of mathematical finance
61
Applied economics letters
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Journal of monetary economics
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ECONIS (ZBW)
229
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1
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
2
Derivative disclosures and managerial opportunism
He, Guanming
;
Ren, Helen Mengbing
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 384-419
Persistent link: https://www.econbiz.de/10014475490
Saved in:
3
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:
4
A tale of two premiums revisited
Maréchal, Loïc
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 580-614
Persistent link: https://www.econbiz.de/10014293173
Saved in:
5
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:
6
Forecasting variance swap payoffs
Dark, Jonathan
;
Gao, Xin
;
Heijden, Thijs van der
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2135-2164
Persistent link: https://www.econbiz.de/10013465873
Saved in:
7
Forward-looking policy rules and currency premia
Filippou, Ilias
;
Taylor, Mark P.
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
1
,
pp. 449-483
Persistent link: https://www.econbiz.de/10014247832
Saved in:
8
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:
9
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
10
A Markov regime-switching Cholesky GARCH model for directly estimating the dynamic of optimal hedge ratio
Lee, Hsiang-Tai
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 389-412
Persistent link: https://www.econbiz.de/10012817925
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