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subject:"Portfolio selection"
~isPartOf:"The journal of futures markets"
~subject:"Commodity derivative"
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Portfolio selection
Commodity derivative
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
Warenbörse
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Index futures
44
Index-Futures
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Estimation
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Schätzung
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Volatility
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Forecasting model
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Lien, Da-hsiang Donald
8
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3
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2
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2
Langsam, Joseph A.
2
Poncet, Patrice
2
Roon, Frans de
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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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
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
266
Journal of banking & finance
248
NBER working paper series
243
Working paper / National Bureau of Economic Research, Inc.
197
NBER Working Paper
192
Journal of economic dynamics & control
167
Finance research letters
163
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
Finance and stochastics
152
International journal of theoretical and applied finance
148
Research paper series / Swiss Finance Institute
121
Quantitative finance
120
The review of financial studies
105
Journal of financial economics
100
Risks : open access journal
100
The journal of finance : the journal of the American Finance Association
100
The journal of portfolio management : a publication of Institutional Investor
98
Management science : journal of the Institute for Operations Research and the Management Sciences
95
Journal of empirical finance
94
Discussion paper / Centre for Economic Policy Research
89
Economic modelling
89
Swiss Finance Institute Research Paper
83
Economics letters
81
The European journal of finance
77
International review of economics & finance : IREF
74
International review of financial analysis
74
Mathematics and financial economics
71
Applied economics
69
Computational economics
69
Mathematical methods of operations research
68
The journal of asset management
68
SpringerLink / Bücher
67
The North American journal of economics and finance : a journal of financial economics studies
66
Journal of risk and financial management : JRFM
64
The journal of portfolio management : JPM
63
Journal of economic theory
62
Discussion paper / Tinbergen Institute
61
Annals of finance
59
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ECONIS (ZBW)
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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
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:
3
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:
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
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
Saved in:
6
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:
7
The hedging pressure hypothesis and the risk premium in the soybean reverse crush spread
Li, Ziran
;
Hayes, Dermot James
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 428-445
Persistent link: https://www.econbiz.de/10012817939
Saved in:
8
Robust information share measures with an application on the international crude oil markets
Li, Hong
;
Shi, Yanlin
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 555-579
Persistent link: https://www.econbiz.de/10013187561
Saved in:
9
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
10
Intraday liquidity in soybean complex futures markets
Boer, Thomas A. P. de
;
Gardebroek, Cornelis
;
Pennings, …
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1189-1211
Persistent link: https://www.econbiz.de/10013287941
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