Narrow search
Showing 1 - 10 of 81
Cover Image
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S. - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Cover Image
Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime; Collin-Dufresne, Pierre - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
Cover Image
[Rezension von: Hull, John, Options, futures, and other derivative securities]
Gay, Gerald D. - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 312-316
Persistent link: https://www.econbiz.de/10001344121
Cover Image
Expected option returns
Coval, Joshua; Shumway, Tyler - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 983-1009
Persistent link: https://www.econbiz.de/10001593017
Cover Image
Market risk and model risk for a financial institution writing options
Green, Tracy Clifton; Figlewski, Stephen - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1465-1499
Persistent link: https://www.econbiz.de/10001395780
Cover Image
Option momentum
Heston, Steven L.; Jones, Christopher S.; Khorram, Mehdi; … - In: The journal of finance : the journal of the American … 78 (2023) 6, pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Cover Image
Late to recessions : stocks and the business cycle
Cram, Roberto Gómez - In: The journal of finance : the journal of the American … 77 (2022) 2, pp. 923-966
Persistent link: https://www.econbiz.de/10013190466
Cover Image
Who manages risk? : An empirical examination of risk management practices in the gold mining industry
Tufano, Peter - In: The journal of finance : the journal of the American … 51 (1996) 4, pp. 1097-1137
Persistent link: https://www.econbiz.de/10001209059
Cover Image
The determinants of stock price exposure : financial engineering and the gold mining industry
Tufano, Peter - In: The journal of finance : the journal of the American … 53 (1998) 3, pp. 1015-1052
Persistent link: https://www.econbiz.de/10001243947
Cover Image
Default premiums in commodity markets : theory and evidence
Bailey, Warren - In: The journal of finance : the journal of the American … 46 (1991) 3, pp. 1071-1093
Persistent link: https://www.econbiz.de/10001110296