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Portfolio selection
Futures
318
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92
Volatilität
92
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88
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71
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70
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68
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68
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Lien, Da-hsiang Donald
2
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1
Barone-Adesi, Giovanni
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1
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1
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The journal of futures markets
4
Asia Pacific financial markets
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Finance India : the quarterly journal of Indian Institute of Finance
1
Handbuch Alternative Investments ; Bd. 1
1
Innovative Modellierung und Optimierung von Energiesystemen
1
Journal of banking & finance
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of financial education
1
Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing
1
Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe
1
The journal of alternative investments
1
The journal of real estate finance and economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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1
Is cross-hedging effective for mitigating equity investment risks in the Indian banking sector?
Jose, Babu
;
Jose, Nithin
- In:
Asia Pacific financial markets
30
(
2023
)
1
,
pp. 189-210
Persistent link: https://www.econbiz.de/10014251558
Saved in:
2
Intraday momentum in the VIX futures market
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Yang, …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
Saved in:
3
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
4
The volatility measure significance in stock valuation
Rao, M. Nageswara
;
Rao, S. S. Prasada
- In:
Finance India : the quarterly journal of Indian …
31
(
2017
)
2
,
pp. 491-508
Persistent link: https://www.econbiz.de/10011777667
Saved in:
5
An analysis of the risk-return characteristics of serially correlated managed futures
Elaut, Gert
;
Erdős, Péter
;
Sjödin, John
- In:
The journal of futures markets
36
(
2016
)
10
,
pp. 992-1013
Persistent link: https://www.econbiz.de/10011568847
Saved in:
6
Applying error-adjusted hedging to corporate bond portfolios
Barone-Adesi, Giovanni
;
Carcano, Nicola
;
Dall'O, Hakim
- In:
Modern multi-factor analysis of bond portfolios : …
,
(pp. 47-77)
.
2016
Persistent link: https://www.econbiz.de/10011458170
Saved in:
7
Hedge accounting and risk management : an advanced prospective model for testing hedge effectiveness
Di Clemente, Annalisa
- In:
Economic notes : economic review of Banca Monte dei …
44
(
2015
)
1
,
pp. 29-55
Persistent link: https://www.econbiz.de/10011342101
Saved in:
8
Send in the clones? : hedge fund replication using futures contracts
Bollen, Nicolas P. B.
;
Fisher, Gregg S.
- In:
The journal of alternative investments
16
(
2013/14
)
2
,
pp. 80-95
Persistent link: https://www.econbiz.de/10010203451
Saved in:
9
Deriving optimal portfolios for hedging housing risk
Voicu, Cristian
;
Seiler, Michael Joseph
- In:
The journal of real estate finance and economics
46
(
2013
)
3
,
pp. 379-396
Persistent link: https://www.econbiz.de/10009727577
Saved in:
10
Spanning with futures contracts
Galvani, Valentina
;
Plourde, André
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
1
,
pp. 61-72
Persistent link: https://www.econbiz.de/10009721372
Saved in:
11
Higher order moment risk in efficient futures portfolios
You, Leyuan
;
Nguyen, Duong
- In:
Journal of economics & business
65
(
2013
),
pp. 33-54
Persistent link: https://www.econbiz.de/10009725132
Saved in:
12
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
Saved in:
13
Liquidity and hedging effectiveness under futures mispricing : international evidence
Andani, A.
;
Lafuente, J. A.
;
Novales, Alfonso
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1050-1066
Persistent link: https://www.econbiz.de/10003900969
Saved in:
14
Dynamisches Risikomanagement in der Energiewirtschaft
Eichhorn, Andreas
;
Römisch, Werner
- In:
Innovative Modellierung und Optimierung von Energiesystemen
,
(pp. 255-271)
.
2009
Persistent link: https://www.econbiz.de/10003920738
Saved in:
15
Optimal futures heading: quadratic versus exponential utility functions
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 208-211
Persistent link: https://www.econbiz.de/10003647714
Saved in:
16
Konvergenz von Fonds und Zertifikaten : bessere Vergleichbarkeit erwünscht
Reggi, Alessandro
- In:
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt …
61
(
2008
)
8
,
pp. 352-353
Persistent link: https://www.econbiz.de/10003687857
Saved in:
17
A further note on the optimality of the OLS hedge strategy
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 308-311
Persistent link: https://www.econbiz.de/10003699396
Saved in:
18
The binomial pricing of options on futures contracts
Johnson, Robert S.
;
Zuber, Richard A.
;
Gandar, John M.
- In:
Journal of financial education
34
(
2008
)
2
,
pp. 59-87
Persistent link: https://www.econbiz.de/10003783740
Saved in:
19
Implikationen der positiven Asymmetrie bei Managed Futures-Renditen : Performance-Eigenschaften und die Rolle von CTAs in Investorenportfolios
Lamm, R. McFall
-
2006
Persistent link: https://www.econbiz.de/10003377267
Saved in:
20
Der Einsatz von futures funds im Portfoliomanagement
Christ, Manuel
- In:
Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe
117
(
2000
)
3
,
pp. 129-135
Persistent link: https://www.econbiz.de/10001485877
Saved in:
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