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subject:"Portfolio selection"
~isPartOf:"The journal of fixed income"
~isPartOf:"The journal of futures markets"
~subject:"Risk"
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Portfolio selection
Risk
Derivat
440
Derivative
440
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178
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Theorie
148
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148
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105
Commodity exchange
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The journal of fixed income
The journal of futures markets
International journal of theoretical and applied finance
23
Energy economics
22
Journal of banking & finance
19
SpringerLink / Bücher
17
European journal of operational research : EJOR
14
Quantitative finance
14
Applied mathematical finance
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Finance and stochastics
11
Journal of financial and quantitative analysis : JFQA
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Review of derivatives research
11
Advances in futures and options research : a research annual
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Finance research letters
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER working paper series
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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Bank- und finanzwirtschaftliche Forschungen
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International review of financial analysis
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International journal of financial engineering
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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
Role of derivatives market in attenuating underreaction to left-tail risk
Saurav, Sumit
;
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 484-517
Persistent link: https://www.econbiz.de/10014475505
Saved in:
3
Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Dor, Arik Ben
;
Guan, Jingling
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 5-24
Persistent link: https://www.econbiz.de/10011684756
Saved in:
4
Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 5-29
Persistent link: https://www.econbiz.de/10011292829
Saved in:
5
Optimal partial hedging of options with small transaction costs
Whalley, A. Elizabeth
- In:
The journal of futures markets
31
(
2011
)
9
,
pp. 855-897
Persistent link: https://www.econbiz.de/10009355792
Saved in:
6
Fixed-income portfolio allocation including hedge fund strategies : a copula opinion pooling approach
Stein, Michael
;
Füss, Roland
;
Drobetz, Wolfgang
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 78-91
Persistent link: https://www.econbiz.de/10003848046
Saved in:
7
Modeling simultaneous defaults : a top-down approach
Kunisch, Michael
;
Uhrig-Homburg, Marliese
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 25-36
Persistent link: https://www.econbiz.de/10003757569
Saved in:
8
Modeling of CDO squareds : capturing the second dimension
Dorn, Jochen
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10003628175
Saved in:
9
Replicating bond indices with liquid derivatives
Dynkin, Lev
;
Gould, Anthony
;
Konstantinovsky, Vadim
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10003339347
Saved in:
10
Bond futures and their options : more than the cheapest-to-deliver, quality options and margining
Henrard, Marc
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 62-75
Persistent link: https://www.econbiz.de/10003400089
Saved in:
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