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~source:"econis"
~subject:"Index futures"
~type_genre:"Book section"
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Index futures
Option trading
154
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87
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41
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29
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Der Preis des Risikos
1
Finanzierungen
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
1
Handbook of sports and lottery markets
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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Stock market volatility
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ECONIS (ZBW)
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Synthetic options, portfolio insurance, and contingent immunization
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015050000
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2
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
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3
Usage of stock index options : evidence from the Italian market
Cocozza, Rosa
- In:
Stock market volatility
,
(pp. 343-359)
.
2009
Persistent link: https://www.econbiz.de/10003830489
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4
The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance
Tompkins, Robert G.
;
Ziemba, William T.
;
Hodges, Stewart D.
- In:
Handbook of sports and lottery markets
,
(pp. 161-180)
.
2008
Persistent link: https://www.econbiz.de/10003779564
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5
Der Preis des Risikos : Optionen und Erwartungen
Del Chicca, Luca
;
Larcher, Gerhard
- In:
Der Preis des Risikos
,
(pp. 50-72)
.
2008
Persistent link: https://www.econbiz.de/10003736460
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6
Haltedauern von DAX-Futures-Positionen und die Konzentration auf den Nearby-Kontrakt
Bamberg, Günter
;
Dorfleitner, Gregor
- In:
Finanzierungen
,
(pp. 5-74)
.
1998
Persistent link: https://www.econbiz.de/10001426671
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