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The predictive power of value-at-risk models in commodity futures markets
Füss, Roland; Adams, Zeno; Kaiser, Dieter G. - In: The journal of asset management 11 (2010/11) 4, pp. 261-285
Persistent link: https://www.econbiz.de/10008728708
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Dynamic jump intensites and news arrival in oil futures markets
Ensor, Katherine Bennett; Han, Yu; Ostdiek, Barbara; … - In: The journal of asset management 21 (2020) 4, pp. 292-325
Persistent link: https://www.econbiz.de/10012292798
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A fundamental bond index including solvency criteria
Jong, Marielle de; Stagnol, Lauren - In: The journal of asset management 17 (2016) 4, pp. 280-294
Persistent link: https://www.econbiz.de/10011504263
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Forecasting index changes in the German DAX family
Franz, Friedrich-Carl - In: The journal of asset management 21 (2020) 2, pp. 135-153
Persistent link: https://www.econbiz.de/10012292758
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The diminished effect of index rebalances
Kappou, Konstantina - In: The journal of asset management 19 (2018) 4, pp. 235-244
Persistent link: https://www.econbiz.de/10011891181
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Sector-specific optimum asset allocation : an example for non-life insurers
Curtillet, Jean-Christophe; Dieudonné, Mathieu - In: The journal of asset management 7 (2007) 6, pp. 404-411
Persistent link: https://www.econbiz.de/10003439382
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Performance expectations of basic options strategies may be different than you think
Clark, Steven P.; Dickson, Mike - In: The journal of asset management 20 (2019) 2, pp. 91-102
Persistent link: https://www.econbiz.de/10012059761
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Pricing options of security portfolio in cyclical economic environment
Mao, Hong; Wen, Zhongkai - In: The journal of asset management 20 (2019) 5, pp. 384-394
Persistent link: https://www.econbiz.de/10012117594
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Implications of futures trading volume : hedgers versus speculators
Yung, Kenneth K.; Liu, Yen-chih - In: The journal of asset management 10 (2009/10) 5, pp. 318-337
Persistent link: https://www.econbiz.de/10003916947
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Evaluating the hedging effectiveness in crude palm oil futures market during financial crises
Go, You-How; Lau, Wee-Yeap - In: The journal of asset management 16 (2015) 1, pp. 52-69
Persistent link: https://www.econbiz.de/10010528217