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subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
~isPartOf:"The journal of futures markets"
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Portfolio selection
Derivat
383
Derivative
383
USA
157
United States
157
Theorie
123
Theory
123
Hedging
89
Commodity exchange
50
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50
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45
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45
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36
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36
Börsenkurs
33
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33
Option pricing theory
31
Optionspreistheorie
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Index futures
30
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25
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24
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Aufsatz in Zeitschrift
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Lioui, Abraham
2
Poncet, Patrice
2
Agarwalla, Sobhesh Kumar
1
Barone-Adesi, Giovanni
1
Brooks, Robert
1
Cheung, C. Sherman
1
Do, Binh
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1
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1
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Vosper, Les
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The journal of futures markets
International journal of theoretical and applied finance
19
Journal of banking & finance
15
European journal of operational research : EJOR
13
Quantitative finance
10
Advances in futures and options research : a research annual
9
Energy economics
9
Finance and stochastics
9
Journal of economic dynamics & control
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The European journal of finance
9
The journal of derivatives : JOD
9
Journal of financial and quantitative analysis : JFQA
8
The journal of fixed income
8
Economic modelling
6
International journal of financial engineering
6
Journal of risk and financial management : JRFM
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of asset management
6
The journal of finance : the journal of the American Finance Association
6
Applied economics
5
Applied mathematical finance
5
Asia-Pacific financial markets
5
Finance research letters
5
International review of financial analysis
5
Journal of mathematical finance
5
Review of derivatives research
5
The journal of computational finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Annals of finance
4
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
4
Computational economics
4
Die Bank
4
Insurance / Mathematics & economics
4
International review of economics & finance : IREF
4
Journal of financial economics
4
Risk and decision analysis
4
Risks : open access journal
4
The review of financial studies
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ECONIS (ZBW)
15
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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
Role of derivatives market in attenuating underreaction to left-tail risk
Saurav, Sumit
;
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 484-517
Persistent link: https://www.econbiz.de/10014475505
Saved in:
3
Optimal partial hedging of options with small transaction costs
Whalley, A. Elizabeth
- In:
The journal of futures markets
31
(
2011
)
9
,
pp. 855-897
Persistent link: https://www.econbiz.de/10009355792
Saved in:
4
Do futures-based strategies enhance dynamic portfolio insurance?
Do, Binh
;
Faff, Robert W.
- In:
The journal of futures markets
24
(
2004
)
6
,
pp. 591-608
Persistent link: https://www.econbiz.de/10002059400
Saved in:
5
Mean-variance efficiency of the market portfolio and futures trading
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
21
(
2001
)
4
,
pp. 329-346
Persistent link: https://www.econbiz.de/10001567419
Saved in:
6
Bernoulli speculator and trading strategy risk
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
20
(
2000
)
6
,
pp. 507-523
Persistent link: https://www.econbiz.de/10001509969
Saved in:
7
VAR without correlations for portfolios of derivative securities
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 583-602
Persistent link: https://www.econbiz.de/10001410433
Saved in:
8
Hedging time-varying downside risk
Lien, Da-hsiang Donald
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
Saved in:
9
A statistical model for the relationship between futures contract hedging effectiveness and investment horizon length
Geppert, John M.
- In:
The journal of futures markets
15
(
1995
)
5
,
pp. 507-536
Persistent link: https://www.econbiz.de/10001186659
Saved in:
10
Competing derivative equity instruments : empirical evidence on hedged portfolio performance
Hancock, G. D.
- In:
The journal of futures markets
14
(
1994
)
4
,
pp. 421-436
Persistent link: https://www.econbiz.de/10001169792
Saved in:
11
Utility maximizing hedge ratios in the extended mean gini framework
Kolb, Robert W.
- In:
The journal of futures markets
13
(
1993
)
6
,
pp. 597-609
Persistent link: https://www.econbiz.de/10001149386
Saved in:
12
Analyzing portfolios with derivative assets : a stochastic dominance approach using numerical integration
Brooks, Robert
- In:
The journal of futures markets
11
(
1991
)
4
,
pp. 411-440
Persistent link: https://www.econbiz.de/10001109936
Saved in:
13
The economics of cash index alternatives
Harris, Lawrence E.
- In:
The journal of futures markets
10
(
1990
)
2
,
pp. 179-194
Persistent link: https://www.econbiz.de/10001128099
Saved in:
14
The hedging effectiveness of options and futures : a mean-Gini approach
Cheung, C. Sherman
- In:
The journal of futures markets
10
(
1990
)
1
,
pp. 61-73
Persistent link: https://www.econbiz.de/10001128107
Saved in:
15
Options and investment strategies
Morard, Bernard
- In:
The journal of futures markets
10
(
1990
)
5
,
pp. 505-517
Persistent link: https://www.econbiz.de/10001094583
Saved in:
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