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~subject:"Portfolio selection"
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Portfolio selection
Rohstoffderivat
4,386
Commodity derivative
4,364
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3,073
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2,711
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1,476
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1,473
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839
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764
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752
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748
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696
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691
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688
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682
Portfolio-Management
601
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551
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549
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518
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503
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Miffre, Joëlle
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11
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7
Sakemoto, Ryuta
7
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6
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6
Ooi, Yao Hua
6
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6
Blitz, David
5
Bouri, Elie
5
Chai, Daniel
5
Fan, John Hua
5
Levine, Ari
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Li, Kai
5
Chang, Chia-Lin
4
Cotter, John
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Daskalaki, Charoula
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Eyiah-Donkor, Emmanuel
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Hanauer, Matthias
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Kang, Sang Hoon
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Kočenda, Evžen
4
Leung, Tim
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Li, Bob
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Potì, Valerio
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Seaton, James
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Smith, Peter N.
4
Tse, Yiuman
4
Yang, Baochen
4
Adams, Zeno
3
Batten, Jonathan A.
3
Booth, G. Geoffrey
3
Brooks, Chris
3
Caporale, Guglielmo Maria
3
Chiarella, Carl
3
Clare, Andrew D.
3
Clewlow, Les
3
Daigler, Robert T.
3
Faff, Robert W.
3
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Fuertes, Ana-Maria
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Alternative Investment Partner AG <Burgdorf>
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1
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1
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1
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Weltbank / International Trade Division
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International review of financial analysis
24
Energy economics
17
Finance research letters
16
Journal of banking & finance
15
The journal of futures markets
14
Journal of empirical finance
12
Journal of financial economics
11
Economic modelling
9
The handbook of commodity investing
9
Applied economics
8
International review of economics & finance : IREF
8
Journal of investment management : JOIM
8
Pacific-Basin finance journal
8
Economics letters
7
Journal of commodity markets
7
Journal of financial markets
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics letters
6
Journal of risk and financial management : JRFM
6
Quantitative finance
6
The journal of alternative investments
6
Financial markets and portfolio management
5
Journal of international financial markets, institutions & money
5
Research in international business and finance
5
Review of quantitative finance and accounting
5
Annals of finance
4
Emerging markets review
4
Global finance journal
4
Investment management and financial innovations
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Research paper series / Swiss Finance Institute
4
Studies in economics and finance
4
Swiss Finance Institute Research Paper
4
The European journal of finance
4
Working papers on finance
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
American journal of agricultural economics
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Discussion paper / Tinbergen Institute
3
Financial analysts journal : FAJ
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
597
Showing
1
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10
of
597
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1
A trend factor in commodity futures markets : any economic gains from using information over investment horizons?
Han, Yufeng
;
Kong, Lingfei
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 803-822
Persistent link: https://www.econbiz.de/10013187602
Saved in:
2
Commodity premia and risk management
Fan, John Hua
;
Zhang, Tingxi
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1097-1116
Persistent link: https://www.econbiz.de/10014553950
Saved in:
3
Commodity
momentum
decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
Saved in:
4
Understanding
momentum
in commodity markets
Chevallier, Julien
;
Gatumel, Mathieu
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
Saved in:
5
Combining
momentum
with reversal in commodity futures
Bianchi, Robert
;
Drew, Michael E.
;
Fan, John Hua
- In:
Journal of banking & finance
59
(
2015
),
pp. 423-444
Persistent link: https://www.econbiz.de/10011544644
Saved in:
6
Factor based commodity investing
Sakkas, Athanasios
;
Tessaromatis, Nikolaos P.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489156
Saved in:
7
Memory-enhanced
momentum
in commodity futures markets
Mehlitz, Julia S.
;
Auer, Benjamin R.
- In:
The European journal of finance
30
(
2024
)
8
,
pp. 773-802
Persistent link: https://www.econbiz.de/10014547998
Saved in:
8
Commodity
momentum
: a tale of countries and sectors
Fan, John Hua
;
Qiao, Xiao
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014277613
Saved in:
9
Tracking speculative trading
Boos, Dominik
;
Grob, Linus
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466083
Saved in:
10
A portfolio insurance strategy for commodity futures
Lo, Chia Chun
;
Skindilias, Konstantinos
- In:
International journal of financial engineering and risk …
1
(
2013
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10010197980
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