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Tracking biased weights: asset pricing implications of value-weighted indexing
Jiang, Hao; Vayanos, Dimitri; Lu, Zheng - 2020
Persistent link: https://www.econbiz.de/10012487379
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Aktienindex-Terminkontrakte : destabilisierende Instrumente des Portfoliomanagements?
Wiebke, Harald - 1992
Persistent link: https://www.econbiz.de/10000832868
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Portfolio insurance with stock index futures
Merrick, John J. - 1987
Persistent link: https://www.econbiz.de/10000760593
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Volatilitätsschwankungen und DAX-Optionen : Auswirkungen auf Bewertung und Risikomanagement
Bolek, Adam - 1999
Persistent link: https://www.econbiz.de/10000682737
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Using stock index futures to adjust portfolio betas
Brown, Stewart L. - In: Akron business and economic review 18 (1987) 3, pp. 19-24
Persistent link: https://www.econbiz.de/10001045774
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Essays on asset allocation with derivatives and model estimation
Breuer, Beate - 2009
Persistent link: https://www.econbiz.de/10003823672
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The application of equity index futures in portfolio management strategies : an empirical study
Asal, Maher; Schäfer, Christian H. - 2007
Persistent link: https://www.econbiz.de/10003528037
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Strategic trading by index funds and liquidity provision around S&P 500 index additions
Green, Tracy Clifton; Jame, Russell - In: Journal of financial markets 14 (2011) 4, pp. 605-624
Persistent link: https://www.econbiz.de/10009260942
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A dynamic hedging model based on conditional higher moments
Jun, Dai - In: Investment management and financial innovations 12 (2015) 1, pp. 60-69
Persistent link: https://www.econbiz.de/10010515866