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~isPartOf:"The journal of futures markets"
~isPartOf:"The journal of investing"
~isPartOf:"Working paper"
~subject:"Investment Fund"
~subject:"USA"
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349
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The journal of futures markets
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135
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ECONIS (ZBW)
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1
A note on estimating the minimum extended Gini hedge ratio
Lien, Donald
;
Shaffer, David R.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 101-113
Persistent link: https://www.econbiz.de/10001377604
Saved in:
2
Hedging foreign exchange risk with currency futures : portfolio effects
Lypny, Gregory J.
- In:
The journal of futures markets
8
(
1988
)
6
,
pp. 703-715
Persistent link: https://www.econbiz.de/10001134527
Saved in:
3
Portfolio insurance with stock index futures
Merrick, John J.
- In:
The journal of futures markets
8
(
1988
)
4
,
pp. 441-455
Persistent link: https://www.econbiz.de/10001134550
Saved in:
4
The economics of cash index alternatives
Harris, Lawrence E.
- In:
The journal of futures markets
10
(
1990
)
2
,
pp. 179-194
Persistent link: https://www.econbiz.de/10001128099
Saved in:
5
Options and investment strategies
Morard, Bernard
- In:
The journal of futures markets
10
(
1990
)
5
,
pp. 505-517
Persistent link: https://www.econbiz.de/10001094583
Saved in:
6
Using futures to improve Treasury bill portfolio performance
MacDonald, S. Scott
- In:
The journal of futures markets
8
(
1988
)
2
,
pp. 167-184
Persistent link: https://www.econbiz.de/10001048665
Saved in:
7
The rationality model revisited
Renshaw, Edward F.
- In:
The journal of futures markets
8
(
1988
)
2
,
pp. 157-166
Persistent link: https://www.econbiz.de/10001048666
Saved in:
8
Portfolio analysis of stocks, bonds, and managed futures using compromise stochastic dominance
Fischmar, Daniel
- In:
The journal of futures markets
11
(
1991
)
3
,
pp. 259-270
Persistent link: https://www.econbiz.de/10001104848
Saved in:
9
A statistical model for the relationship between futures contract hedging effectiveness and investment horizon length
Geppert, John M.
- In:
The journal of futures markets
15
(
1995
)
5
,
pp. 507-536
Persistent link: https://www.econbiz.de/10001186659
Saved in:
10
Competing derivative equity instruments : empirical evidence on hedged portfolio performance
Hancock, G. D.
- In:
The journal of futures markets
14
(
1994
)
4
,
pp. 421-436
Persistent link: https://www.econbiz.de/10001169792
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