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Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions

Barua, Ronil; Sharma, Anil Kumar - In: Finance research letters 49 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10013479200

Role of hedging on crypto returns predictability : a new habit-based explanation

Dunbar, Kwamie; Owusu-Amoako, Johnson - In: Finance research letters 55 (2023) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10014473553

Integrated active asset management

Gartner, Martin; Loistl, Otto; Zellner, Stephan; … - In: Asset management in volatile markets, (pp. 41-89). 2008

Persistent link: https://www.econbiz.de/10003995537

Hedging demand and market intraday momentum

Baltussen, Guido; Da, Zhi; Lammers, Sten; Martens, Martin - In: Journal of financial economics 142 (2021) 1, pp. 377-403

Persistent link: https://www.econbiz.de/10012650726

Testing the martingale hypothesis for futures prices : implications for hedgers

De Ville de Goyet, Cédric; Dhaene, Geert; Sercu, Piet - In: The journal of futures markets 28 (2008) 11, pp. 1040-1065

Persistent link: https://www.econbiz.de/10003769967

Liquidity-induced dynamics in futures markets

Fagan, Stephen; Gençay, Ramazan - 2007

Futures contracts on the New York Mercantile Exchange are the most liquid instruments for trading crude oil, which is the world’s most actively traded physical commodity. Under normal market conditions, traders can easily find counterparties for their trades, resulting in an efficient market...

Persistent link: https://www.econbiz.de/10011523414