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Option valuation, optimization...
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Portfolio selection
645
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645
Option pricing theory
577
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577
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428
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428
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Fabozzi, Frank J.
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Kwok, Yue-Kuen
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Levendorskij, Sergej Z.
10
Korn, Ralf
9
Račev, Svetlozar T.
8
Benth, Fred Espen
7
Elliott, Robert J.
7
Takahashi, Akihiko
7
Wang, Xingchun
7
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6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Kim, Young Shin
6
Liu, Rui Hua
6
Madan, Dilip B.
6
Baviera, Roberto
5
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4
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4
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4
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4
Bernard, Carole
4
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4
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4
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Finance research letters
International journal of theoretical and applied finance
Journal of banking & finance
819
The journal of futures markets
768
NBER working paper series
666
Working paper / National Bureau of Economic Research, Inc.
585
European journal of operational research : EJOR
538
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495
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479
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Mathematical finance : an international journal of mathematics, statistics and financial theory
412
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394
International review of financial analysis
392
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382
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363
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346
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319
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306
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301
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283
International review of economics & finance : IREF
278
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274
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271
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269
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265
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264
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261
The European journal of finance
260
The North American journal of economics and finance : a journal of financial economics studies
257
Journal of empirical finance
256
Journal of financial and quantitative analysis : JFQA
253
Management science : journal of the Institute for Operations Research and the Management Sciences
248
SpringerLink / Bücher
247
The journal of derivatives : the official publication of the International Association of Financial Engineers
240
Applied economics letters
232
Working paper
226
Computational economics
225
Journal of risk and financial management : JRFM
224
Economics letters
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ECONIS (ZBW)
1,274
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1
A study of first generation commodity indices : indices based on financial diversification
Ahn, Jung-Hyun
;
Six, Pierre
- In:
Finance research letters
30
(
2019
),
pp. 194-200
Persistent link: https://www.econbiz.de/10012420486
Saved in:
2
Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
Saved in:
3
Commodity price dynamics and derivative valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
Saved in:
4
Smile modeling in commodity markets
Nastasi, Emanuele
;
Pallavicini, Andrea
;
Sartorelli, Giulio
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012271006
Saved in:
5
Do commodity factors work as inflation hedges and safe havens?
Nakagawa, Kei
;
Sakemoto, Ryuta
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014632179
Saved in:
6
The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis
Antonakakis, Nikolaos
;
Chang, Tsangyao
;
Cuñado …
- In:
Finance research letters
24
(
2018
),
pp. 1-9
Persistent link: https://www.econbiz.de/10011982439
Saved in:
7
Effects of investor attention on commodity futures markets
Kou, Yi
;
Ye, Qiang
;
Zhao, Feng
;
Wang, Xiaolin
- In:
Finance research letters
25
(
2018
),
pp. 190-195
Persistent link: https://www.econbiz.de/10012003519
Saved in:
8
A comparison of the convenience yield and interest-adjusted basis
Fouquau, Julien
;
Six, Pierre
- In:
Finance research letters
14
(
2015
),
pp. 142-149
Persistent link: https://www.econbiz.de/10011552697
Saved in:
9
A new strategy using term-structure dynamics of commodity futures
Kim, Soo-hyun
;
Kang, Hyoung Goo
- In:
Finance research letters
11
(
2014
)
3
,
pp. 282-288
Persistent link: https://www.econbiz.de/10010441845
Saved in:
10
Does institutional trading drive commodities prices away from their fundamentals : evidence from a nonparametric causality-in-quantiles test
Babalos, Vassilios
;
Balcilar, Mehmet
- In:
Finance research letters
21
(
2017
),
pp. 126-131
Persistent link: https://www.econbiz.de/10011807522
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