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~person:"Brooks, Robert"
~person:"Lee, Cheng F."
~person:"Puttonen, Vesa"
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Search: subject_exact:"SMI-Futures"
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Index futures
23
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23
Hedging
8
Theorie
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8
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7
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7
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7
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Brooks, Robert
Lee, Cheng F.
Puttonen, Vesa
Tse, Yiuman
21
Ryu, Doojin
19
Röder, Klaus
17
Bamberg, Günter
15
Kempf, Alexander
14
Engle, Robert F.
13
Fung, Joseph K. W.
13
Frino, Alex
12
Jackwerth, Jens Carsten
12
Perrakis, Stylianos
12
Gannon, Gerard L.
11
Todorov, Viktor
11
Wang, George H. K.
11
Whaley, Robert E.
11
Cheng, Louis T. W.
10
Dorfleitner, Gregor
10
Kurov, Alexander
10
Mittnik, Stefan
10
Noh, Jaesun
10
Wang, Janchung
10
Ackert, Lucy F.
9
Chung, Huimin
9
Han, Qian
9
Kane, Alex
9
McMillan, David G.
9
Shaikh, Imlak
9
Ap Gwilym, Owain
8
Booth, G. Geoffrey
8
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8
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Lam, Kin
8
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Subrahmanyam, Avanidhar
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Tian, Yisong Sam
8
Bohl, Martin T.
7
Figlewski, Stephen
7
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7
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The journal of futures markets
6
Advances in futures and options research : a research annual
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
2
Proceedings of the University of Vaasa / Discussion papers
2
Review of Pacific Basin financial markets and policies
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international financial markets, institutions & money
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Review of quantitative finance and accounting
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Vaasan Yliopiston julkaisuja
1
Vaasan Yliopiston julkaisuja / Tutkimuksia / Liiketaloustiede
1
Vaasan Yliopiston julkaisuja : Tutkimuksia / Tutkimuksia. Liiketaloustiede
1
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ECONIS (ZBW)
23
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1
Hedging with the international equity index futures : the conventional model versus the error correction model
Lin, Fu-Lai
;
Lee, Cheng F.
;
Chou, Win-lin
;
Fan, Dennis …
-
2024
Persistent link: https://www.econbiz.de/10015046812
Saved in:
2
International hedge ratios for index futures market : a simultaneous equations approach
Lee, Cheng F.
;
Lin, Fu-Lai
;
Chen, Mei-Ling
-
2024
Persistent link: https://www.econbiz.de/10015046861
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3
Synthetic options, portfolio insurance, and contingent immunization
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015050000
Saved in:
4
Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
Tai, Tzu
;
Lee, Cheng F.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 355-387)
.
2017
Persistent link: https://www.econbiz.de/10011603288
Saved in:
5
International hedge ratios for index futures market : a simultaneous equations approach
Lee, Cheng F.
;
Lin, Fu-lai
;
Chen, Mei-ling
- In:
Review of Pacific Basin financial markets and policies
13
(
2010
)
2
,
pp. 203-213
Persistent link: https://www.econbiz.de/10008857150
Saved in:
6
Hedging and optimal hedge ratios for international index futures markets
Lee, Cheng F.
;
Wang, Kehluh
;
Chen, Yan Long
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
4
,
pp. 593-610
Persistent link: https://www.econbiz.de/10008825090
Saved in:
7
A fuzzy set approach for generalized CRR model : an empirical analysis of S&P 500 index options
Lee, Cheng F.
;
Tzeng, Gwo-hshiung
;
Wang, Shin-yun
- In:
Review of quantitative finance and accounting
25
(
2005
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10003152352
Saved in:
8
Sequential information arrival in the Finnish stock index derivatives markets
Martikainen, Teppo
-
1996
Persistent link: https://www.econbiz.de/10000957313
Saved in:
9
Hedging with the Nikkei index futures : the convential model versus the error correction model
Chou, Win-lin
- In:
The quarterly review of economics and finance : journal …
36
(
1996
)
4
,
pp. 495-505
Persistent link: https://www.econbiz.de/10001214226
Saved in:
10
Predicting index returns with morphological filters
Kanto, Antti J.
-
1995
Persistent link: https://www.econbiz.de/10000907558
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