Narrow search
Showing 21 - 30 of 40
Cover Image
A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr; Fan, Chen-Chiang; Liu, Liang-Chih; … - In: The journal of futures markets 42 (2022) 12, pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
Cover Image
Do momentum-based trading strategies work in the commodity futures markets?
Narayan, Paresh Kumar; Ali Ahmed, Huson Joher; Narayan, … - In: The journal of futures markets 35 (2015) 9, pp. 868-891
Persistent link: https://www.econbiz.de/10011392696
Cover Image
A Markowitz optimization of commodity futures portfolios
You, Leyuan; Daigler, Robert T. - In: The journal of futures markets 33 (2013) 4, pp. 343-368
Persistent link: https://www.econbiz.de/10009725617
Cover Image
Cross-commodity analysis and applications to risk management
Börger, Reik H.; Cartea, Álvaro; Kiesel, Rüdiger; … - In: The journal of futures markets 29 (2009) 3, pp. 197-217
Persistent link: https://www.econbiz.de/10003831083
Cover Image
Optimum futures hedge in the presence of clustered supply and demand shocks, stochastic basis, and firm's costs of hedging
Chang, Carolyn C. W.; Chang, Jack S. K. - In: The journal of futures markets 23 (2003) 12, pp. 1209-1237
Persistent link: https://www.econbiz.de/10001828531
Cover Image
Efficient use of commodity futures in diversified portfolios
Jensen, Gerald R.; Johnson, Robert R.; Mercer, Jeffrey M. - In: The journal of futures markets 20 (2000) 5, pp. 489-506
Persistent link: https://www.econbiz.de/10001500123
Cover Image
A trend factor in commodity futures markets : any economic gains from using information over investment horizons?
Han, Yufeng; Kong, Lingfei - In: The journal of futures markets 42 (2022) 5, pp. 803-822
Persistent link: https://www.econbiz.de/10013187602
Cover Image
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Shirvani, … - In: Applied economics 54 (2022) 14, pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Cover Image
Spillovers and portfolio optimization of agricultural commodity and global equity markets
Arreola Hernandez, Jose; Kang, Sang Hoon; Yoon, Seong-min - In: Applied economics 53 (2021) 12, pp. 1326-1341
Persistent link: https://www.econbiz.de/10012485196
Cover Image
Pairs trading of Chinese and international commodities
Fernandez-Perez, Adrian; Frijns, Bart; Indriawan, Ivan; … - In: Applied economics 52 (2020) 48, pp. 5203-5217
Persistent link: https://www.econbiz.de/10012307208