//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Derivat"
~isPartOf:"Annals of finance"
~subject:"Capital income"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Remodeling the Working-Kaldor...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Capital income
Theory
Commodity derivative
6
Rohstoffderivat
6
Derivative
4
Portfolio selection
4
Portfolio-Management
4
Theorie
4
Stochastic process
3
Stochastischer Prozess
3
Commodity exchange
2
Hedging
2
Incomplete market
2
Option pricing theory
2
Optionspreistheorie
2
Risiko
2
Risk
2
Unvollkommener Markt
2
Utility maximization
2
Warenbörse
2
Allgemeines Gleichgewicht
1
Ambiguity aversion
1
Anlageverhalten
1
Behavioural finance
1
Brownian bridge
1
Business cycle
1
Business cycles
1
CAPM
1
Commodity futures
1
Commodity market
1
Commodity markets
1
Commodity price
1
Commodity prices
1
Convenience yield
1
Decision under uncertainty
1
Differential topology
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Emerging economies
1
Emerging markets
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Leung, Tim
2
Angoshtari, Bahman
1
Chen, Junhe
1
Chen, Xiaodong
1
Dokučaev, Nikolaj G.
1
Escobar, Marcos
1
Fernholz, Ricardo T.
1
Fernholz, Robert
1
Nakajima, Katsushi
1
Zhou, Yang
1
more ...
less ...
Published in...
All
Annals of finance
Energy economics
100
The journal of futures markets
55
Journal of banking & finance
30
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
30
International review of financial analysis
29
American journal of agricultural economics
28
Economic modelling
28
Applied economics
27
Working paper
27
Journal of commodity markets
26
International review of economics & finance : IREF
25
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
22
NBER working paper series
22
Journal of economic dynamics & control
21
Working paper / National Bureau of Economic Research, Inc.
21
Finance research letters
20
NBER Working Paper
19
The energy journal
19
Applied economics letters
16
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
16
Journal of international money and finance
16
CESifo working papers
14
Discussion paper / Tinbergen Institute
13
Journal of empirical finance
13
Natural resource modeling : the official journal of the Resource Modeling Association
13
Research in international business and finance
13
Resource and energy economics
12
International Journal of Energy Economics and Policy : IJEEP
11
Marine resource economics
11
The European journal of finance
11
Applied financial economics
10
Journal of urban economics
10
Volkswirtschaftliche Diskussionsbeiträge
10
Discussion paper / Centre for Economic Policy Research
9
Economics letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
European journal of operational research : EJOR
9
International journal of theoretical and applied finance
9
Journal of the Royal Statistical Society
9
The handbook of commodity investing
9
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
Model uncertainty on commodity portfolios, the role of convenience yield
Chen, Junhe
;
Escobar, Marcos
- In:
Annals of finance
17
(
2021
)
4
,
pp. 501-528
Persistent link: https://www.econbiz.de/10012664148
Saved in:
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
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
Saved in:
6
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->