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Stable distributions, futures prices, and the measurement of trading performance
Cornew, Ronald W. - In: The journal of futures markets 4 (1984) 4, pp. 531-557
Persistent link: https://www.econbiz.de/10001082393
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The distribution of standardized futures price changes
Venkateswaran, Meenakshi - In: The journal of futures markets 13 (1993) 3, pp. 279-298
Persistent link: https://www.econbiz.de/10001145992
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Supplementary information and Markov processes in soybean futures trading
Turner, Steven C. - In: The journal of futures markets 12 (1992) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10001124728
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An examination of the distribution of futures price changes
Helms, Billy Paul - In: The journal of futures markets 5 (1985) 2, pp. 259-272
Persistent link: https://www.econbiz.de/10001128563
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Probability weighting in commodity futures markets
Yuan, Jun; Xu, Qi; Wang, Ying - In: The journal of futures markets 43 (2023) 4, pp. 516-548
Persistent link: https://www.econbiz.de/10014293131
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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
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Alternative commodity trading vehicles : a performance analysis
Schneeweis, Thomas - In: The journal of futures markets 11 (1991) 4, pp. 475-490
Persistent link: https://www.econbiz.de/10001109934
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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
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Commodity momentum decomposition
Iwanaga, Yasuhiro; Sakemoto, Ryuta - In: The journal of futures markets 43 (2023) 2, pp. 198-216
Persistent link: https://www.econbiz.de/10014292998