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subject:"Portfolio selection"
~isPartOf:"NBER Working Paper"
~isPartOf:"The journal of futures markets"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Commodity derivative"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
Commodity derivative
Theorie
614
Theory
614
USA
137
United States
137
Hedging
132
Portfolio-Management
132
Derivat
124
Derivative
124
Option pricing theory
70
Optionspreistheorie
70
Commodity exchange
66
Warenbörse
66
CAPM
63
Börsenkurs
46
Estimation
46
Schätzung
46
Share price
46
Volatility
46
Volatilität
46
Index futures
44
Index-Futures
44
Risiko
41
Risk
41
Currency derivative
32
Währungsderivat
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Forecasting model
31
Interest rate derivative
31
Prognoseverfahren
31
Zinsderivat
31
Rohstoffderivat
29
Option trading
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Optionsgeschäft
28
Arbitrage
25
Capital income
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Kapitaleinkommen
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Estimation theory
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Article
158
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Aufsatz in Zeitschrift
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159
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English
159
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Lien, Da-hsiang Donald
8
Grinold, Richard
4
Kritzman, Mark
4
Amenc, Noël
3
Clarke, Roger G.
3
DeSilva, Harindra
3
Jacobs, Bruce I.
3
Kinlaw, Will
3
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3
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3
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3
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3
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2
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2
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2
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2
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2
Roon, Frans de
2
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2
Strauss, Jack
2
Sullivan, Rodney N.
2
Veld- Merkoulova, Yulia
2
Wang, Peng
2
Wang, Yaqin
2
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1
Ajit Singh
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1
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1
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1
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1
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1
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1
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1
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1
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NBER Working Paper
The journal of futures markets
The journal of portfolio management : a publication of Institutional Investor
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
266
Journal of banking & finance
246
Journal of economic dynamics & control
167
Finance research letters
163
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
Finance and stochastics
152
International journal of theoretical and applied finance
148
Quantitative finance
120
The review of financial studies
105
Risks : open access journal
100
Journal of financial economics
99
Management science : journal of the Institute for Operations Research and the Management Sciences
97
The journal of finance : the journal of the American Finance Association
97
Journal of empirical finance
94
Economic modelling
92
Economics letters
81
The European journal of finance
80
International review of economics & finance : IREF
76
International review of financial analysis
76
Mathematics and financial economics
71
Computational economics
70
Applied economics
68
The journal of asset management
68
The North American journal of economics and finance : a journal of financial economics studies
66
Mathematical methods of operations research
65
Journal of risk and financial management : JRFM
64
The journal of portfolio management : JPM
62
Journal of economic theory
61
Annals of finance
59
Journal of mathematical finance
57
Journal of financial and quantitative analysis : JFQA
53
Applied mathematical finance
51
Energy economics
51
Journal of investment management : JOIM
47
The journal of investing : JOI
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Applied economics letters
43
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ECONIS (ZBW)
159
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1
Risky times : seasonality and event risk of commodities
Boos, Dominik
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 767-783
Persistent link: https://www.econbiz.de/10014536682
Saved in:
2
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:
3
A tale of two premiums revisited
Maréchal, Loïc
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 580-614
Persistent link: https://www.econbiz.de/10014293173
Saved in:
4
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:
5
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:
6
A Markov regime-switching Cholesky GARCH model for directly estimating the dynamic of optimal hedge ratio
Lee, Hsiang-Tai
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 389-412
Persistent link: https://www.econbiz.de/10012817925
Saved in:
7
US experience with futures transaction taxes
Mixon, Scott
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012817935
Saved in:
8
The hedging pressure hypothesis and the risk premium in the soybean reverse crush spread
Li, Ziran
;
Hayes, Dermot James
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 428-445
Persistent link: https://www.econbiz.de/10012817939
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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