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Optimal dynamic hedging in incomplete futures markets
Lioui, Abraham - In: The Geneva papers on risk and insurance theory 21 (1996) 1, pp. 103-122
Persistent link: https://www.econbiz.de/10001334890
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Portfolio insurance : does it pay?
Brooks, Robert - In: Advances in futures and options research : a research annual 6 (1993), pp. 329-353
Persistent link: https://www.econbiz.de/10001145829
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Options on stocks versus index options : the portfolio effect
Brooks, Robert - In: Advances in futures and options research : a research annual 4 (1990), pp. 111-124
Persistent link: https://www.econbiz.de/10001101739
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Investment decision making with derivative securities
Brooks, Robert - In: The financial review : the official publication of the … 24 (1989) 4, pp. 511-527
Persistent link: https://www.econbiz.de/10001103535
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Forecast error and social loss approaches to testing the efficiency of Australian financial futures
Brooks, Robert - In: Australian economic papers 35 (1996) 66, pp. 132-140
Persistent link: https://www.econbiz.de/10001210680
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Anlage- und Portfolioeigenschaften von Commodities am Beispiel des GSCI
Rudolf, Markus - In: Finanzmarkt und Portfolio-Management 7 (1993) 3, pp. 339-359
Persistent link: https://www.econbiz.de/10001219147
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Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel; Brooks, Robert; Enders, Walter - In: Journal of empirical finance 38 (2016), pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
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An introduction to derivatives and risk management
Chance, Don M.; Brooks, Robert - 2016 - 10. ed.
Persistent link: https://www.econbiz.de/10011381328
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Analyzing portfolios with derivative assets : a stochastic dominance approach using numerical integration
Brooks, Robert - In: The journal of futures markets 11 (1991) 4, pp. 411-440
Persistent link: https://www.econbiz.de/10001109936
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Mean-variance efficiency of the market portfolio and futures trading
Lioui, Abraham; Poncet, Patrice - In: The journal of futures markets 21 (2001) 4, pp. 329-346
Persistent link: https://www.econbiz.de/10001567419