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subject:"Portfolio selection"
~isPartOf:"The journal of futures markets"
~subject:"Optionsgeschäft"
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Portfolio selection
Optionsgeschäft
Theorie
448
Theory
448
Hedging
135
Derivat
128
Derivative
128
USA
111
United States
105
Option pricing theory
69
Optionspreistheorie
69
Commodity exchange
67
Warenbörse
67
Index futures
44
Index-Futures
44
Estimation
39
Schätzung
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Volatility
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Volatilität
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CAPM
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Portfolio-Management
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Börsenkurs
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Currency derivative
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Währungsderivat
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Zinsderivat
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Option trading
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Forecasting model
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Prognoseverfahren
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Lien, Da-hsiang Donald
5
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3
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3
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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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The journal of futures markets
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
266
Journal of banking & finance
260
NBER working paper series
243
Working paper / National Bureau of Economic Research, Inc.
200
NBER Working Paper
193
Mathematical finance : an international journal of mathematics, statistics and financial theory
186
Journal of economic dynamics & control
175
Finance and stochastics
173
International journal of theoretical and applied finance
168
Finance research letters
160
Research paper series / Swiss Finance Institute
122
Quantitative finance
119
The review of financial studies
110
Journal of financial economics
108
The journal of finance : the journal of the American Finance Association
102
Risks : open access journal
98
The journal of portfolio management : a publication of Institutional Investor
98
Management science : journal of the Institute for Operations Research and the Management Sciences
96
Journal of empirical finance
92
Discussion paper / Centre for Economic Policy Research
90
Swiss Finance Institute Research Paper
85
Economic modelling
80
Economics letters
80
The European journal of finance
79
International review of economics & finance : IREF
75
Mathematics and financial economics
71
Mathematical methods of operations research
70
Computational economics
69
International review of financial analysis
68
The journal of asset management
68
Journal of risk and financial management : JRFM
67
SpringerLink / Bücher
66
Discussion paper / Tinbergen Institute
65
The North American journal of economics and finance : a journal of financial economics studies
65
Journal of economic theory
64
The journal of portfolio management : JPM
63
Annals of finance
60
Applied mathematical finance
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ECONIS (ZBW)
66
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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
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:
3
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:
4
Changes in the options contract size and arbitrage opportunities
Song, Joonhyuk
;
Ryu, Doojin
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 122-137
Persistent link: https://www.econbiz.de/10013465898
Saved in:
5
Information and the arrival rate of option trading volume
Zhang, Mengyu
;
Verousis, Thanos
;
Kalaitzoglou, Iordanis
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 605-644
Persistent link: https://www.econbiz.de/10013187564
Saved in:
6
Hedging pressure and liquidity provision in commodity options markets
Zhang, Tianyang
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1212-1233
Persistent link: https://www.econbiz.de/10013287942
Saved in:
7
Cross-hedging ambiguous exchange rate risk
Kit, Pong Wong
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 132-147
Persistent link: https://www.econbiz.de/10011669769
Saved in:
8
CDS inferred stock volatility
Guo, Biao
- In:
The journal of futures markets
36
(
2016
)
8
,
pp. 745-757
Persistent link: https://www.econbiz.de/10011568556
Saved in:
9
A Markowitz optimization of commodity futures portfolios
You, Leyuan
;
Daigler, Robert T.
- In:
The journal of futures markets
33
(
2013
)
4
,
pp. 343-368
Persistent link: https://www.econbiz.de/10009725617
Saved in:
10
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:
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