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~isPartOf:"The journal of futures markets"
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Hedging
331
Theorie
161
Theory
161
USA
146
United States
138
Derivat
105
Derivative
105
Portfolio selection
83
Portfolio-Management
83
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47
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47
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43
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43
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39
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39
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37
Index-Futures
37
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36
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36
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32
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32
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21
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Lien, Da-hsiang Donald
36
Kit, Pong Wong
12
Lai, Yu-Sheng
6
Kolb, Robert W.
5
Lee, Cheng F.
5
Shrestha, Keshab
5
Chance, Don M.
4
Gay, Gerald D.
4
Hayenga, Marvin L.
4
Herbst, Anthony F.
4
Lee, Hsiang-tai
4
Miller, Stephen Ernest
4
Sheu, Her-jiun
4
Alexander, Carol
3
Benet, Bruce A.
3
Braga, Francesco S.
3
Broll, Udo
3
Brooks, Robert
3
Chung, San-lin
3
Haigh, Michael S.
3
Harris, Richard D. F.
3
Hegde, Shantaram P.
3
Kawaller, Ira G.
3
Koppenhaver, Gary D.
3
Lee, Hsiang-Tai
3
Lioui, Abraham
3
Martin, Larry J.
3
Myers, Robert J.
3
Roon, Frans de
3
Shanker, Latha
3
Wang, Changyun
3
Adam-Müller, Axel F. A.
2
Bookstaber, Richard
2
Brorsen, B. Wade
2
Bryant, Henry L.
2
Caples, Stephen C.
2
Castelino, Mark G.
2
Chan, Wing Hong
2
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2
Chen, Sheng-syan
2
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
Published in...
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The journal of futures markets
NBER working paper series
1,069
IMF Working Papers
854
Working paper / National Bureau of Economic Research, Inc.
841
NBER Working Paper
798
Journal of banking & finance
685
Finance research letters
504
Applied economics
475
Discussion paper / Centre for Economic Policy Research
457
Insurance / Mathematics & economics
438
IMF Staff Country Reports
432
European journal of operational research : EJOR
425
IMF working papers
414
Economics letters
408
MPRA Paper
406
Economic modelling
387
Journal of economic dynamics & control
383
International review of financial analysis
354
Working paper
323
Journal of financial economics
319
International journal of theoretical and applied finance
309
International review of economics & finance : IREF
299
ECB Working Paper
298
The journal of finance : the journal of the American Finance Association
293
IMF working paper
287
Discussion papers / CEPR
278
Applied economics letters
270
The journal of portfolio management : a publication of Institutional Investor
266
Working paper series / European Central Bank
265
The journal of asset management
262
CESifo working papers
256
Working Paper
253
Research paper series / Swiss Finance Institute
250
Journal of money, credit and banking : JMCB
249
Finance and stochastics
247
SpringerLink / Bücher
247
The review of financial studies
245
Discussion paper
243
Energy economics
243
Journal of international money and finance
236
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ECONIS (ZBW)
389
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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
hedging
effectiveness of options and futures : a mean-Gini approach
Cheung, C. Sherman
- In:
The journal of futures markets
10
(
1990
)
1
,
pp. 61-73
Persistent link: https://www.econbiz.de/10001128107
Saved in:
5
Utility maximizing hedge ratios in the extended mean gini framework
Kolb, Robert W.
- In:
The journal of futures markets
13
(
1993
)
6
,
pp. 597-609
Persistent link: https://www.econbiz.de/10001149386
Saved in:
6
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:
7
Hedging
time-varying downside risk
Lien, Da-hsiang Donald
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
Saved in:
8
Hedging
ratios and cash futures market linkages
Theobald, Michael
- In:
The journal of futures markets
17
(
1997
)
1
,
pp. 101-115
Persistent link: https://www.econbiz.de/10001216340
Saved in:
9
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
Saved in:
10
Bivariate GARCH estimation of the optimal hedge ratios for stock index futures : a note
Park, Tae H.
- In:
The journal of futures markets
15
(
1995
)
1
,
pp. 61-67
Persistent link: https://www.econbiz.de/10001178117
Saved in:
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