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Arbitrage opportunities with T-bill/T-bond futures combinations
Eatsterwood, John C.; Senchack, A. J. - In: The journal of futures markets 6 (1986) 3, pp. 433-442
Persistent link: https://www.econbiz.de/10003574706
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What to do if a dollar is not a dollar? : The impact of inflation risk on production and risk management
Adam-Müller, Axel F. A. - In: The journal of futures markets 22 (2002) 4, pp. 371-386
Persistent link: https://www.econbiz.de/10001678499
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Recovering subjective probability distributions
Yamazaki, Akira - In: The journal of futures markets 42 (2022) 7, pp. 1234-1263
Persistent link: https://www.econbiz.de/10013287943
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Multi-period hedge ratios for a multi-asset portfolio when accounting for returns co-movement
Fernández, Viviana - In: The journal of futures markets 28 (2008) 2, pp. 182-207
Persistent link: https://www.econbiz.de/10003647712
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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
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The information content in implied idiosyncratic volatility and the cross-section of stock returns : evidence from the option markets
Diavatopoulos, Dean; Doran, James S.; Peterson, David R. - In: The journal of futures markets 28 (2008) 11, pp. 1013-1039
Persistent link: https://www.econbiz.de/10003769957
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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
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Estimation and testing of portfolio Value-at-Risk based on L-comoment matrices
Liu, Wei-han - In: The journal of futures markets 30 (2010) 9, pp. 897-908
Persistent link: https://www.econbiz.de/10008900925
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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
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Improved estimation of portfolio value-at-risk under Copula models with mixed marginals
Miller, Douglas J.; Liu, Wei-han - In: The journal of futures markets 26 (2006) 10, pp. 997-1018
Persistent link: https://www.econbiz.de/10003391974