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subject:"Portfolio selection"
~isPartOf:"The journal of futures markets"
~subject:"Capital income"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
Capital income
Derivat
383
Derivative
383
USA
157
United States
157
Theorie
123
Theory
123
Hedging
89
Commodity exchange
50
Warenbörse
50
Volatility
45
Volatilität
45
Getreide
36
Grain
36
Börsenkurs
33
Share price
33
Option pricing theory
31
Optionspreistheorie
31
Index futures
30
Index-Futures
30
Estimation
25
Schätzung
25
Option trading
24
Optionsgeschäft
24
CAPM
22
Großbritannien
18
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18
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17
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17
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15
Sojabohne
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Soybean
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14
Risk
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Aufsatz in Zeitschrift
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27
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English
27
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Agarwalla, Sobhesh Kumar
2
Kolb, Robert W.
2
Lioui, Abraham
2
Poncet, Patrice
2
Varma, Jayanth Rama
2
Barone-Adesi, Giovanni
1
Brooks, Robert
1
Cao, Charles Q.
1
Cheung, C. Sherman
1
Cotter, John
1
Crato, Nuno
1
De Ville de Goyet, Cédric
1
Dhaene, Geert
1
Do, Binh
1
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1
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1
Ghysels, Eric
1
Giannopoulos, Kostas
1
Gong, Yujing
1
Hancock, G. D.
1
Hanly, Jim
1
Harris, Lawrence E.
1
Hatheway, Frank
1
He, Mengxi
1
Kamara, Avraham
1
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1
Kwan, Clarence C. Y.
1
Lien, Da-hsiang Donald
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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1
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1
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1
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The journal of futures markets
Journal of banking & finance
24
International journal of theoretical and applied finance
19
European journal of operational research : EJOR
13
Advances in futures and options research : a research annual
12
The European journal of finance
12
Finance research letters
11
Quantitative finance
11
The journal of finance : the journal of the American Finance Association
11
Energy economics
10
Finance and stochastics
10
Journal of economic dynamics & control
10
Journal of financial and quantitative analysis : JFQA
10
Applied financial economics
9
Economic modelling
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of derivatives : JOD
9
The journal of fixed income
9
Applied economics
8
Journal of financial economics
8
The journal of asset management
8
International review of financial analysis
7
Journal of risk and financial management : JRFM
7
The North American journal of economics and finance : a journal of financial economics studies
7
The review of financial studies
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
International journal of financial engineering
6
Review of derivatives research
6
Applied mathematical finance
5
Asia-Pacific financial markets
5
International review of economics & finance : IREF
5
Journal of mathematical finance
5
Review of Pacific Basin financial markets and policies
5
The empirical economics letters : a monthly international journal of economics
5
The financial review : the official publication of the Eastern Finance Association
5
The journal of computational finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Annals of finance
4
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
4
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ECONIS (ZBW)
27
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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
Role of derivatives market in attenuating underreaction to left-tail risk
Saurav, Sumit
;
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 484-517
Persistent link: https://www.econbiz.de/10014475505
Saved in:
3
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
4
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
5
Forecasting high-yield equity and CDS index returns : does observed cross-market informational flow have predictive power?
Procasky, William J.
;
Yin, Anwen
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1466-1490
Persistent link: https://www.econbiz.de/10013287989
Saved in:
6
Derivatives do affect mutual fund returns : evidence from the financial crisis of 1998
Cao, Charles Q.
;
Ghysels, Eric
;
Hatheway, Frank
- In:
The journal of futures markets
31
(
2011
)
7
,
pp. 629-658
Persistent link: https://www.econbiz.de/10009009214
Saved in:
7
Optimal partial hedging of options with small transaction costs
Whalley, A. Elizabeth
- In:
The journal of futures markets
31
(
2011
)
9
,
pp. 855-897
Persistent link: https://www.econbiz.de/10009355792
Saved in:
8
Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric
;
Dhaene, Geert
;
Sercu, Piet
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
Saved in:
9
Reevaluating hedging performance
Cotter, John
;
Hanly, Jim
- In:
The journal of futures markets
26
(
2006
)
7
,
pp. 677-702
Persistent link: https://www.econbiz.de/10003331429
Saved in:
10
Do futures-based strategies enhance dynamic portfolio insurance?
Do, Binh
;
Faff, Robert W.
- In:
The journal of futures markets
24
(
2004
)
6
,
pp. 591-608
Persistent link: https://www.econbiz.de/10002059400
Saved in:
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