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~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Index derivative"
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Index derivative
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1
ETFs and information transfer across firms
Bhojraj, Sanjeev
;
Mohanram, Partha
;
Zhang, Suning
- In:
Journal of accounting & economics
70
(
2020
)
2/3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012494839
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2
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1746-1764
Persistent link: https://www.econbiz.de/10012207145
Saved in:
3
Essays in risk and asset management
Kremer, Philipp J.
-
2017
Persistent link: https://www.econbiz.de/10011914203
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4
Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
Saved in:
5
Essays on the efficiency of financial markets
Schlusche, Bernd
-
2010
Persistent link: https://www.econbiz.de/10008990314
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6
Pricing efficiency and performance of exchange traded funds in India
Purohit, Harsh
;
Malhotra, Nidhi
- In:
The IUP journal of applied finance : IJAF
21
(
2015
)
3
,
pp. 16-35
Persistent link: https://www.econbiz.de/10011480730
Saved in:
7
Potential solutions to individual investors' investment mistakes
Loos, Benjamin
-
2015
Persistent link: https://www.econbiz.de/10011298920
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8
Investing in volatility : analytical and empirical studies on the benefits of volatility exposure in equity portfolios
Kapraun, Julia
-
2014
Persistent link: https://www.econbiz.de/10011566038
Saved in:
9
Three essays on market risk prediction under long memory and multifractality as well as product risk of European exchange traded funds
Kinateder, Harald
-
2012
Persistent link: https://www.econbiz.de/10009690038
Saved in:
10
Three essays on information transmission in financial markets
Hackard, James C.
-
2006
Persistent link: https://www.econbiz.de/10003965317
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