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subject:"Portfolio selection"
~isPartOf:"NBER Working Paper"
~isPartOf:"The journal of futures markets"
~subject:"Commodity derivative"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
Commodity derivative
Theorie
437
Theory
437
Hedging
127
Derivat
123
Derivative
123
USA
105
United States
105
Option pricing theory
69
Optionspreistheorie
69
Commodity exchange
66
Warenbörse
66
Index futures
43
Index-Futures
43
Estimation
39
Schätzung
39
Volatility
39
Volatilität
39
CAPM
36
Portfolio-Management
34
Börsenkurs
33
Share price
33
Currency derivative
32
Währungsderivat
32
Interest rate derivative
31
Zinsderivat
31
Option trading
28
Optionsgeschäft
28
Rohstoffderivat
28
Risiko
24
Risk
24
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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8
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3
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Article
60
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Aufsatz in Zeitschrift
Article in journal
60
Reprint
1
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English
60
Author
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Lien, Da-hsiang Donald
8
Lioui, Abraham
3
Brooks, Robert
2
Poncet, Patrice
2
Roon, Frans de
2
Veld- Merkoulova, Yulia
2
Wang, Yaqin
2
Angus, John E.
1
Barone-Adesi, Giovanni
1
Bellalah, Mondher
1
Bessler, David A.
1
Black, Jane M.
1
Boer, Thomas A. P. de
1
Bookstaber, Richard
1
Brooks, Chris
1
Cheung, C. Sherman
1
Cheung, Edwin Kwan Hung
1
Corazza, Marco
1
Cornew, Ronald W.
1
Crowson, Lawrence D.
1
Daigler, Robert T.
1
Dhaene, Geert
1
Diethelm, Martin
1
Dolatabadi, Sepideh
1
Fischmar, Daniel
1
Frechette, Darren L.
1
Fujihara, Roger Arnold
1
Fujiwara, Koichi
1
Garbade, Kenneth D.
1
Gardebroek, Cornelis
1
Ge, Ying-En
1
Geppert, John M.
1
Giaccotto, Carmelo
1
Giannopoulos, Kostas
1
Gong, Yujing
1
Gong, Yuting
1
Grønborg, Niels S.
1
Hand, John H.
1
Harris, Lawrence E.
1
Hayes, Dermot James
1
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NBER Working Paper
The journal of futures markets
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
266
Journal of banking & finance
246
Journal of economic dynamics & control
166
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
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
97
Management science : journal of the Institute for Operations Research and the Management Sciences
95
Journal of empirical finance
94
Economic modelling
89
Economics letters
81
The European journal of finance
77
International review of economics & finance : IREF
74
International review of financial analysis
74
Mathematics and financial economics
71
Computational economics
69
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
46
The journal of investing : JOI
45
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)
60
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Intraday liquidity in soybean complex futures markets
Boer, Thomas A. P. de
;
Gardebroek, Cornelis
;
Pennings, …
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1189-1211
Persistent link: https://www.econbiz.de/10013287941
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