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subject:"Portfolio selection"
type_genre:"Multi-volume publication"
~isPartOf:"The journal of futures markets"
~subject:"Börsenkurs"
~subject:"Management"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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Search: subject_exact:"Theory"
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Portfolio selection
Börsenkurs
Management
Theorie
440
Theory
440
Hedging
128
Derivat
124
Derivative
124
USA
105
United States
105
Option pricing theory
69
Optionspreistheorie
69
Commodity exchange
67
Warenbörse
67
Index futures
43
Index-Futures
43
Volatility
40
Volatilität
40
Estimation
39
Schätzung
39
CAPM
36
Portfolio-Management
35
Share price
33
Currency derivative
32
Währungsderivat
32
Interest rate derivative
31
Zinsderivat
31
Commodity derivative
30
Rohstoffderivat
30
Option trading
28
Optionsgeschäft
28
Risiko
25
Risk
25
Arbitrage
21
Estimation theory
19
Forecasting model
19
Prognoseverfahren
19
Schätztheorie
19
Black-Scholes model
17
Black-Scholes-Modell
17
Stochastic process
14
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3
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Article
68
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Multi-volume publication
Article in journal
Fallstudie
Aufsatz in Zeitschrift
68
Reprint
1
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English
68
Author
All
Lien, Da-hsiang Donald
4
Lioui, Abraham
3
Brooks, Robert
2
Faff, Robert W.
2
Fleming, Jeff
2
Frino, Alex
2
Ostdiek, Barbara
2
Poncet, Patrice
2
Wang, George H. K.
2
Angus, John E.
1
Baaquie, Belal E.
1
Bansal, Naresh K.
1
Barone-Adesi, Giovanni
1
Bigman, David
1
Bookstaber, Richard
1
Brailsford, Timothy J.
1
Brooks, Chris
1
Cai, Charlie X.
1
Chen, Jingzhi
1
Chen, Yu-Lun
1
Cheung, C. Sherman
1
Cheung, Edwin Kwan Hung
1
Connolly, Robert A.
1
Conroy, Robert M.
1
Cornell, Bradford
1
Cornew, Ronald W.
1
Crowson, Lawrence D.
1
Daigler, Robert T.
1
Dhaene, Geert
1
Diethelm, Martin
1
Dolatabadi, Sepideh
1
Dong, Ming
1
Fan, John Hua
1
Figlewski, Stephen
1
Fischmar, Daniel
1
French, Kenneth Ronald
1
Gau, Yin-feng
1
Gaul, Jürgen
1
Gay, Gerald D.
1
Ge, Ying-En
1
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Published in...
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The journal of futures markets
Journal of banking & finance
327
European journal of operational research : EJOR
285
Insurance / Mathematics & economics
280
Finance research letters
253
Journal of economic dynamics & control
233
The review of financial studies
222
The journal of finance : the journal of the American Finance Association
218
Journal of financial economics
203
Mathematical finance : an international journal of mathematics, statistics and financial theory
180
International journal of theoretical and applied finance
174
Finance and stochastics
168
Journal of empirical finance
167
Quantitative finance
164
Economics letters
147
International review of financial analysis
141
Economic modelling
138
Management science : journal of the Institute for Operations Research and the Management Sciences
138
International review of economics & finance : IREF
131
The European journal of finance
124
The journal of portfolio management : a publication of Institutional Investor
111
Risks : open access journal
110
The North American journal of economics and finance : a journal of financial economics studies
110
Applied economics
104
Computational economics
103
Journal of financial and quantitative analysis : JFQA
91
Journal of economic theory
89
Journal of risk and financial management : JRFM
88
Applied economics letters
86
Mathematics and financial economics
85
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
80
Review of quantitative finance and accounting
79
Annals of finance
75
The journal of asset management
73
Applied financial economics
72
The American economic review
71
Journal of financial markets
70
Journal of economic behavior & organization : JEBO
69
Journal of econometrics
68
The journal of portfolio management : JPM
68
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ECONIS (ZBW)
68
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1
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
2
Modeling skewness in portfolio choice
Trung Hai Le
;
Kourtis, Apostolos
;
Markellos, Raphaēl N.
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 734-770
Persistent link: https://www.econbiz.de/10014293220
Saved in:
3
Nonlinear limits to arbitrage
Chen, Jingzhi
;
Cai, Charlie X.
;
Faff, Robert W.
;
Shin, …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1084-1113
Persistent link: https://www.econbiz.de/10013287917
Saved in:
4
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
5
Commodity premia and risk management
Fan, John Hua
;
Zhang, Tingxi
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1097-1116
Persistent link: https://www.econbiz.de/10014553950
Saved in:
6
Maximum utility portfolio construction in the forward freight agreement markets : evidence from a multivariate skewed t copula
Gong, Yuting
;
Wang, Xueqin
;
Zhu, Mo
;
Ge, Ying-En
;
Shi, …
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 69-89
Persistent link: https://www.econbiz.de/10013465893
Saved in:
7
Pricing risky corporate bonds : an empirical study
Baaquie, Belal E.
;
Karim, Muhammad Mahmudul
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 90-121
Persistent link: https://www.econbiz.de/10013465896
Saved in:
8
Connectivity costs and price efficiency : an event study
Frino, Alex
;
Kovacevic, Ognjen
;
Mollica, Vito
;
Webb, …
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 296-309
Persistent link: https://www.econbiz.de/10012817888
Saved in:
9
Robust information share measures with an application on the international crude oil markets
Li, Hong
;
Shi, Yanlin
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 555-579
Persistent link: https://www.econbiz.de/10013187561
Saved in:
10
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
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