A comprehensive appraisal of style-integration methods
Year of publication: |
2019
|
---|---|
Authors: | Fernandez-Perez, Adrian ; Fuertes, Ana María ; Miffre, Joëlle |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 105.2019, p. 134-150
|
Subject: | Futures markets | Long-short asset allocation | Style integration | Portfolio-Management | Portfolio selection | Derivat | Derivative | Hedging |
-
Profitability of return and sentiment-based investment strategies in US futures markets
Bahloul, Walid, (2016)
-
Buhl, Hans Ulrich, (2013)
-
Hedging price risk when real wealth matters
Adam-Müller, Axel F. A., (1999)
- More ...
-
Commodity, strategies based on momentum, term structure, and idiosyncratic volatility
Fuertes, Ana María, (2015)
-
The risk premia of energy futures
Fernandez-Perez, Adrian, (2021)
-
Is idiosyncratic volatility priced in commodity futures markets?
Fernandez-Perez, Adrian, (2016)
- More ...