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subject:"United States"
~isPartOf:"The journal of futures markets"
~subject:"Portfolio selection"
~subject:"Zinsderivat"
~type_genre:"Aufsatz in Zeitschrift"
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United States
Portfolio selection
Zinsderivat
Theorie
440
Theory
440
Hedging
128
Derivat
124
Derivative
124
USA
105
Option pricing theory
69
Optionspreistheorie
69
Commodity exchange
67
Warenbörse
67
Index futures
43
Index-Futures
43
Volatility
40
Volatilität
40
Estimation
39
Schätzung
39
CAPM
36
Portfolio-Management
35
Börsenkurs
33
Share price
33
Currency derivative
32
Währungsderivat
32
Interest rate derivative
31
Commodity derivative
30
Rohstoffderivat
30
Option trading
28
Optionsgeschäft
28
Risiko
25
Risk
25
Arbitrage
21
Estimation theory
19
Forecasting model
19
Prognoseverfahren
19
Schätztheorie
19
Black-Scholes model
17
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17
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Article
152
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1
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Aufsatz in Zeitschrift
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153
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4
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2
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2
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Language
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English
153
Author
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Lien, Da-hsiang Donald
8
Kolb, Robert W.
5
Gay, Gerald D.
4
Brorsen, B. Wade
3
Daigler, Robert T.
3
Jordan, James V.
3
Lioui, Abraham
3
Bali, Turan G.
2
Brooks, Robert
2
Castelino, Mark G.
2
Chance, Don M.
2
Chen, Ren-Raw
2
Fleming, Jeff
2
Harris, Lawrence E.
2
Hayenga, Marvin L.
2
Malliaris, Anastasios G.
2
Myers, Robert J.
2
Najand, Mohammad
2
Ostdiek, Barbara
2
Poncet, Patrice
2
Webb, Robert I.
2
Williams, Jeffrey
2
Wolf, Avner S.
2
Wright, Brian D.
2
Alcock, Jamie
1
Angus, John E.
1
Ané, Thierry
1
Arias, Joaquín
1
Babcock, Bruce A.
1
Banerjee, Aniruddha
1
Barone-Adesi, Giovanni
1
Barrett, W. B.
1
Batlin, Carl Alan
1
Bhanot, Karan
1
Bigman, David
1
Bliss, Robert R.
1
Blomeyer, Edward C.
1
Board, John L. G.
1
Bollen, Nicolas P. B.
1
Bookstaber, Richard
1
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Published in...
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The journal of futures markets
European journal of operational research : EJOR
598
Journal of banking & finance
373
The review of financial studies
307
The American economic review
304
Insurance / Mathematics & economics
303
The journal of finance : the journal of the American Finance Association
284
Journal of economic dynamics & control
265
Economics letters
257
Computers & operations research : and their applications to problems of world concern ; an international journal
247
American journal of agricultural economics
235
The review of economics and statistics
233
Journal of financial economics
221
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
216
Applied economics
209
Journal of monetary economics
200
Finance research letters
197
Journal of political economy
193
Mathematical finance : an international journal of mathematics, statistics and financial theory
173
International journal of theoretical and applied finance
171
Finance and stochastics
168
Management science : journal of the Institute for Operations Research and the Management Sciences
163
Journal of money, credit and banking : JMCB
154
International journal of production research
152
Southern economic journal
144
Economic modelling
142
Economic inquiry : journal of the Western Economic Association International
141
Quantitative finance
133
Applied economics letters
132
Journal of empirical finance
128
International economic review
125
Journal of financial and quantitative analysis : JFQA
125
The quarterly journal of economics
123
The journal of portfolio management : a publication of Institutional Investor
122
Journal of econometrics
121
Journal of economic behavior & organization : JEBO
118
Journal of macroeconomics
118
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
114
Public choice
112
Journal of public economics
108
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ECONIS (ZBW)
153
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153
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1
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:
2
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:
3
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:
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
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:
6
A random field LIBOR market model
Wu, Tao L.
;
Xu, Shengqiang
- In:
The journal of futures markets
34
(
2014
)
6
,
pp. 580-606
Persistent link: https://www.econbiz.de/10010371410
Saved in:
7
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:
8
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:
9
Optimal hedging with higher moments
Brooks, Chris
;
Černý, Alešs
;
Miffre, Joëlle
- In:
The journal of futures markets
32
(
2012
)
10
,
pp. 909-944
Persistent link: https://www.econbiz.de/10009612628
Saved in:
10
A note on the performance of regime switching hedge strategy
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 389-396
Persistent link: https://www.econbiz.de/10010218779
Saved in:
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