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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Portfolio selection
159
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83
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Kang, Sang Hoon
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Hammoudeh, Shawkat
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Lee, Hangsuck
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Mensi, Walid
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Bao, Ying
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Kim, Geonwoo
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Ko, Bangwon
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Ur Rehman, Mobeen
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Xuan Vinh Vo
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The North American journal of economics and finance : a journal of financial economics studies
Journal of banking & finance
820
The journal of futures markets
768
Finance research letters
672
NBER working paper series
671
International journal of theoretical and applied finance
661
Working paper / National Bureau of Economic Research, Inc.
585
European journal of operational research : EJOR
546
Insurance / Mathematics & economics
495
NBER Working Paper
479
Energy economics
463
Mathematical finance : an international journal of mathematics, statistics and financial theory
412
Finance and stochastics
394
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393
International review of financial analysis
392
Journal of economic dynamics & control
365
Journal of financial economics
359
Applied economics
339
The journal of finance : the journal of the American Finance Association
322
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311
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301
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283
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283
International review of economics & finance : IREF
278
Economic modelling
274
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271
The journal of portfolio management : a publication of Institutional Investor
269
The European journal of finance
265
The review of financial studies
263
Discussion paper / Centre for Economic Policy Research
261
Journal of empirical finance
256
Journal of financial and quantitative analysis : JFQA
255
Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of derivatives : the official publication of the International Association of Financial Engineers
240
Applied economics letters
234
Computational economics
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Economics letters
229
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228
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
257
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1
Excess co-movement of agricultural futures prices : perspective from contagious investor sentiment
Zhou, Liyun
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012665101
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2
Forecasting oil futures market volatility in a financialized world : why speculative activities matter
Chan, Kam C.
;
Chan, Leo H.
;
Nguyen, Chi M.
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012667181
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3
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
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4
Picking winners to pick your winners : The momentum effect in commodity risk factors
Zaremba, Adam
;
Mikutowski, Mateusz
;
Karathanasopoulos, …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203145
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5
Optimal corporate hedging using options with basis and production risk
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 56-71
Persistent link: https://www.econbiz.de/10010463594
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6
Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
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7
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
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8
Implied Sharpe ratios of portfolios with options : application to Nikkei futures and listed options
Akuzawa, Toshinao
;
Nishiyama, Yoshihiko
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 335-357
Persistent link: https://www.econbiz.de/10009779207
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9
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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10
Measuring financial risk and portfolio reversion with time changed tempered stable Lévy processes
Gong, Xiaoli
;
Zhuang, Xintian
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 148-159
Persistent link: https://www.econbiz.de/10011878807
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