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subject:"Derivat"
~isPartOf:"Annals of finance"
~subject:"Capital income"
~subject:"Effizienzmarkthypothese"
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Derivat
Capital income
Effizienzmarkthypothese
Commodity derivative
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Rohstoffderivat
6
Derivative
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Portfolio selection
4
Portfolio-Management
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Commodity prices
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Leung, Tim
2
Angoshtari, Bahman
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Chen, Xiaodong
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Dokučaev, Nikolaj G.
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Fernholz, Ricardo T.
1
Fernholz, Robert
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Annals of finance
Energy economics
65
The journal of futures markets
43
International review of financial analysis
23
Journal of banking & finance
21
Finance research letters
19
Economic modelling
18
Journal of commodity markets
18
International review of economics & finance : IREF
17
Applied economics
14
Research in international business and finance
14
Applied economics letters
13
Working paper
13
American journal of agricultural economics
11
International Journal of Energy Economics and Policy : IJEEP
11
The energy journal
10
Applied financial economics
8
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
8
Journal of empirical finance
8
Journal of risk and financial management : JRFM
8
The European journal of finance
8
Applied economic perspectives and policy
6
Journal of international money and finance
6
NBER working paper series
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The IUP journal of financial risk management : IJFRM
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The handbook of commodity investing
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Working paper / National Bureau of Economic Research, Inc.
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Agricultural economics : the journal of the International Association of Agricultural Economists
5
Cogent economics & finance
5
Econometric Institute research papers
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European journal of operational research : EJOR
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Journal of forecasting
5
Quantitative finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The Australian journal of agricultural and resource economics
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Asia Pacific financial markets
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of financial markets and derivatives
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ECONIS (ZBW)
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Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi
- In:
Annals of finance
18
(
2022
)
1
,
pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
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2
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
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3
Permutation-weighted portfolios and the efficiency of commodity futures markets
Fernholz, Ricardo T.
;
Fernholz, Robert
- In:
Annals of finance
18
(
2022
)
1
,
pp. 81-108
Persistent link: https://www.econbiz.de/10013194634
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4
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
5
On the implied market price of risk under the stochastic numéraire
Dokučaev, Nikolaj G.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 223-251
Persistent link: https://www.econbiz.de/10011945595
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