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Optimal Hedging with Higher Mo...
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Brooks, Chris
54
Miffre, Joëlle
11
Persand, Gita
7
Li, Xiafei
6
Ward, Charles
5
Katsaris, Apostolos
4
Pavelin, Stephen
4
Bell, Adrian R.
3
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3
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3
Rew, Alistair G.
3
Anderson, Keith
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Basu, Devraj
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Henry, Olan T.
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BAILEY, MARK
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1
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Journal of banking & finance
8
Economic modelling
4
Applied financial economics
3
Computational economics
3
International journal of forecasting
3
Journal of business finance & accounting : JBFA
3
The journal of futures markets
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
2
Financial management
2
The journal of asset management
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Bulletin of economic research
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Economics letters
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Environment & planning / A
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Financial analysts' journal : FAJ
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International review of financial analysis
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Journal / The Capco Institute : journal of financial transformation
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Journal of applied econometrics
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Journal of economics and business
1
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Journal of mathematical economics
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Journal of multinational financial management
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Journal of the Royal Statistical Society / C
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Macroeconomic dynamics
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Research in international business and finance
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Review of derivatives research
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Risk : managing risk in the world's financial markets
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The European journal of finance
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Urban studies : an international journal for research in urban and regional studies
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The Value Premium and Time-Varying Volatility
Li, Xiafei
;
Brooks, Chris
;
Miffre, Joëlle
- In:
Journal of business finance & accounting : JBFA
36
(
2009
)
9
,
pp. 1252-1272
Persistent link: https://www.econbiz.de/10008330130
Saved in:
2
Optimal hedging with higher moments
Brooks, Chris
;
Černý, Alešs
;
Miffre, Joëlle
- In:
The journal of futures markets
32
(
2012
)
10
,
pp. 909-945
Persistent link: https://www.econbiz.de/10009999413
Saved in:
3
Momentum profits and time-varying unsystematic risk
Li, Xiafei
;
Miffre, Joëlle
;
Brooks, Chris
; …
- In:
Journal of banking & finance
32
(
2008
)
4
,
pp. 541-558
Persistent link: https://www.econbiz.de/10007988549
Saved in:
4
Momentum profits and time-varying unsystematic risk
Li, Xiafei
;
Miffre, Joëlle
;
Brooks, Chris
; …
- In:
Journal of banking & finance
32
(
2008
)
4
,
pp. 541-558
Persistent link: https://www.econbiz.de/10007990740
Saved in:
5
Momentum profits and time-varying unsystematic risk
Li, Xiafei
;
Miffre, Joëlle
;
Brooks, Chris
; …
- In:
Journal of banking & finance
32
(
2008
)
4
,
pp. 541-559
Persistent link: https://www.econbiz.de/10008879765
Saved in:
6
Preface
Bank, Peter
;
Černý, Aleš
- In:
Review of derivatives research
12
(
2009
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10008253794
Saved in:
7
On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility
Černý, Aleš
;
Maccheroni, Fabio
;
Marinacci, Massimo
; …
- In:
Journal of mathematical economics
48
(
2012
)
6
,
pp. 386-396
Persistent link: https://www.econbiz.de/10010034723
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8
Momentum profits, nonnormality risks and the business cycle
Fuertes, Ana-Maria
;
Miffre, Joëlle
;
Tan, Wooi-Hou
- In:
Applied financial economics
19
(
2009
)
12
,
pp. 935-954
Persistent link: https://www.econbiz.de/10008253584
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9
Momentum profits, nonnormality risks and the business cycle
Fuertes, Ana-Maria
;
Miffre, Joëlle
;
Tan, Wooi-Hou
- In:
Applied financial economics
19
(
2009
)
10-12
,
pp. 935-954
Persistent link: https://www.econbiz.de/10008272559
Saved in:
10
Momentum strategies in commodity futures markets
Miffre, Joëlle
;
Rallis, Georgios
- In:
Journal of banking & finance
31
(
2007
)
6
,
pp. 1863-1886
Persistent link: https://www.econbiz.de/10007727806
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