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subject:"Portfolio selection"
~isPartOf:"The journal of futures markets"
~subject:"Derivat"
~subject:"Rohstoffderivat"
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Portfolio selection
Derivat
Rohstoffderivat
Theorie
451
Theory
451
Hedging
136
Derivative
129
USA
111
United States
105
Option pricing theory
69
Optionspreistheorie
69
Commodity exchange
68
Warenbörse
68
Index futures
44
Index-Futures
44
Volatility
40
Volatilität
40
Estimation
39
Portfolio-Management
39
Schätzung
39
CAPM
38
Börsenkurs
33
Share price
33
Currency derivative
32
Interest rate derivative
32
Währungsderivat
32
Zinsderivat
32
Commodity derivative
30
Option trading
29
Optionsgeschäft
29
Risiko
27
Risk
26
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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5
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Article
180
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3
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Article in journal
174
Aufsatz in Zeitschrift
174
Collection of articles of several authors
3
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3
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3
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Language
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English
183
Author
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Lien, Da-hsiang Donald
22
Lioui, Abraham
4
Khoury, Nabil T.
3
Kit, Pong Wong
3
Pirrong, Craig
3
Poncet, Patrice
3
Silber, William L.
3
Wang, Yaqin
3
Webb, Robert I.
3
Wolf, Avner S.
3
Bookstaber, Richard
2
Brooks, Robert
2
Brorsen, B. Wade
2
Castelino, Mark G.
2
Chou, Pin-huang
2
Dhaene, Geert
2
Eldor, Rafael
2
Figlewski, Stephen
2
Frechette, Darren L.
2
Garbade, Kenneth D.
2
Harris, Lawrence E.
2
Kolb, Robert W.
2
Langsam, Joseph A.
2
Lee, Hsiang-Tai
2
Lin, Mei-Chen
2
Mahul, Olivier
2
Okunev, John
2
Pennings, Joost M. E.
2
Roon, Frans de
2
Sercu, Piet
2
Stanhouse, Bryan E.
2
Tian, Yisong Sam
2
Veld- Merkoulova, Yulia
2
Yu, Min-Teh
2
Angus, John E.
1
Ané, Thierry
1
Babbel, David F.
1
Barone-Adesi, Giovanni
1
Batlin, Carl A.
1
Behr, Robert M.
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
Symposium on the Financial Econometrics of Derivative Securities and Markets <1, 2013, Melbourne>
1
Published in...
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The journal of futures markets
Journal of banking & finance
304
European journal of operational research : EJOR
286
Insurance / Mathematics & economics
285
NBER working paper series
264
NBER Working Paper
211
Working paper / National Bureau of Economic Research, Inc.
211
International journal of theoretical and applied finance
206
Finance research letters
198
Journal of economic dynamics & control
184
Mathematical finance : an international journal of mathematics, statistics and financial theory
178
Finance and stochastics
173
Quantitative finance
135
The review of financial studies
131
The journal of finance : the journal of the American Finance Association
129
Research paper series / Swiss Finance Institute
125
Journal of financial economics
118
Risks : open access journal
108
Management science : journal of the Institute for Operations Research and the Management Sciences
107
Economics letters
105
Journal of empirical finance
104
The journal of portfolio management : a publication of Institutional Investor
98
Economic modelling
95
Discussion paper / Centre for Economic Policy Research
94
The European journal of finance
94
International review of financial analysis
90
International review of economics & finance : IREF
89
Swiss Finance Institute Research Paper
86
Journal of financial and quantitative analysis : JFQA
84
SpringerLink / Bücher
81
Mathematics and financial economics
78
Applied economics
75
Energy economics
74
The North American journal of economics and finance : a journal of financial economics studies
74
Applied mathematical finance
73
Computational economics
73
Discussion paper / Tinbergen Institute
70
Journal of economic theory
70
Mathematical methods of operations research
69
Journal of risk and financial management : JRFM
68
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ECONIS (ZBW)
183
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1
Risky times : seasonality and event risk of commodities
Boos, Dominik
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 767-783
Persistent link: https://www.econbiz.de/10014536682
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
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:
4
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:
5
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:
6
Riemannian-geometric regime-switching covariance hedging
Lee, Hsiang-Tai
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 1003-1054
Persistent link: https://www.econbiz.de/10014536714
Saved in:
7
Commodity premia and risk management
Fan, John Hua
;
Zhang, Tingxi
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1097-1116
Persistent link: https://www.econbiz.de/10014553950
Saved in:
8
Strategic trading and manipulation in trade at settlement contracts
Pirrong, Craig
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 615-634
Persistent link: https://www.econbiz.de/10014293175
Saved in:
9
International Conference on futures and other derivatives
International Conference on Futures and Other …
-
2023
Persistent link: https://www.econbiz.de/10014339367
Saved in:
10
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
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