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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Brooks, Robert"
~person:"Gibson, Rajna"
~person:"Lien, Da-hsiang Donald"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Article"
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Brooks, Robert
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Lien, Da-hsiang Donald
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Advances in futures and options research : a research annual
The European journal of finance
The journal of futures markets
37
International review of economics & finance : IREF
7
International review of financial analysis
5
Applied economics
4
Economics letters
4
Journal of quantitative economics : official journal of the Indian Econometric Society
4
Applied financial economics
3
Finance research letters
3
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3
The North American journal of economics and finance : a journal of financial economics studies
3
Journal of banking & finance
2
Journal of international money and finance
2
Pacific economic review
2
Research in finance
2
Review of quantitative finance and accounting
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of socio-economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in investment analysis and portfolio management : a research annual
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics letters
1
Applied mathematical finance
1
Australian economic papers
1
Econometric reviews
1
Economic modelling
1
Economics of education review
1
Education economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
European finance review : the official journal of the European Finance Association
1
Financial management
1
Foundations and trends in finance
1
Global finance journal
1
International journal of theoretical and applied finance
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Journal / The Capco Institute : journal of financial transformation
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ECONIS (ZBW)
10
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10
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date (oldest first)
1
Effects of skewness and kurtosis on production and hedging decisions : a skewed t distribution approach
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1132-1143
Persistent link: https://www.econbiz.de/10011419778
Saved in:
2
Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation
Bhargava, Vivek
;
Brooks, Robert
;
Malhotra, Davinder Kumar
- In:
The European journal of finance
7
(
2001
)
3
,
pp. 231-246
Persistent link: https://www.econbiz.de/10001603503
Saved in:
3
Futures hedging and stochastic volatility
Lien, Da-hsiang Donald
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 253-265
Persistent link: https://www.econbiz.de/10001434836
Saved in:
4
The investment policy and the pricing of equity in a levered firm : a re-examination of the "contingent claims" valuation approach
Chesney, Marc
;
Gibson, Rajna
- In:
The European journal of finance
5
(
1999
)
2
,
pp. 95-107
Persistent link: https://www.econbiz.de/10001439614
Saved in:
5
Average inter-security correlation coefficients : implications for the timing of hedging decisions
Brooks, Robert
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 129-155
Persistent link: https://www.econbiz.de/10001226763
Saved in:
6
State space symmetry and two-factor option pricing models
Chesney, Marc
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 85-112
Persistent link: https://www.econbiz.de/10001211306
Saved in:
7
The pricing of index options when the underlying assets all follow a lognormal diffusion
Brooks, Robert
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 65-85
Persistent link: https://www.econbiz.de/10001193404
Saved in:
8
Portfolio insurance : does it pay?
Brooks, Robert
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 329-353
Persistent link: https://www.econbiz.de/10001145829
Saved in:
9
The pricing of crude oil futures options contracts
Gibson, Rajna
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 291-311
Persistent link: https://www.econbiz.de/10001145836
Saved in:
10
Options on stocks versus index options : the portfolio effect
Brooks, Robert
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 111-124
Persistent link: https://www.econbiz.de/10001101739
Saved in:
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