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There are 12902 results for: content related to: Hedging Performance and Basis Risk in Stock Index Futures

  1. Estimation and Evaluation of Conditional Asset Pricing Models

    The Journal of Finance

    Volume 66, Issue 3, June 2011, Pages: 873–909, STEFAN NAGEL and KENNETH J. SINGLETON

    Version of Record online : 23 MAY 2011, DOI: 10.1111/j.1540-6261.2011.01654.x

  2. Options Arbitrage in Imperfect Markets

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1289–1311, STEPHEN FIGLEWSKI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02654.x

  3. A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis

    The Journal of Finance

    Volume 36, Issue 3, June 1981, Pages: 697–703, ROBERT E. CUMBY and MAURICE OBSTFELD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb00654.x

  4. A Test for the Number of Factors in an Approximate Factor Model

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1263–1291, GREGORY CONNOR and ROBERT A. KORAJCZYK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04754.x

  5. Diameter constrained reliability: Complexity, distinguished topologies and asymptotic behavior

    Networks

    Volume 66, Issue 4, December 2015, Pages: 296–305, Eduardo Canale, Héctor Cancela, Franco Robledo, Pablo Romero and Pablo Sartor

    Version of Record online : 30 SEP 2015, DOI: 10.1002/net.21654

  6. Real Options, Volatility, and Stock Returns

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1499–1537, GUSTAVO GRULLON, EVGENY LYANDRES and ALEXEI ZHDANOV

    Version of Record online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01754.x

  7. Trading and Returns under Periodic Market Closures

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 297–354, Harrison Hong and Jiang Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  8. Hesitant Fuzzy Sets: State of the Art and Future Directions

    International Journal of Intelligent Systems

    Volume 29, Issue 6, June 2014, Pages: 495–524, R. M. Rodríguez, L. Martínez, V. Torra, Z. S. Xu and F. Herrera

    Version of Record online : 15 APR 2014, DOI: 10.1002/int.21654

  9. INFORMATION-PRODUCTION AND CAPITAL MARKET EQUILIBRIUM

    The Journal of Finance

    Volume 30, Issue 3, June 1975, Pages: 841–864, Nicholas J. Gonedes

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb01854.x

  10. Range-Based Estimation of Stochastic Volatility Models

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1047–1091, Sassan Alizadeh, Michael W. Brandt and Francis X. Diebold

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00454

  11. Payout Policy and Tax Deferral

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 357–368, HARRY DeANGELO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03754.x

  12. Induced Decompositions of Graphs

    Journal of Graph Theory

    Volume 72, Issue 4, April 2013, Pages: 462–477, J. Adrian Bondy and Jayme L. Szwarcfiter

    Version of Record online : 29 MAR 2012, DOI: 10.1002/jgt.21654

  13. A Bernoulli mean estimate with known relative error distribution

    Random Structures & Algorithms

    Volume 50, Issue 2, March 2017, Pages: 173–182, Mark Huber

    Version of Record online : 30 MAR 2016, DOI: 10.1002/rsa.20654

  14. Multiple criteria decision making method based on normal interval-valued intuitionistic fuzzy generalized aggregation operator

    Complexity

    Volume 21, Issue 5, May/June 2016, Pages: 277–290, Peide Liu and Fei Teng

    Version of Record online : 12 JAN 2015, DOI: 10.1002/cplx.21654

  15. Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1279–1304, NEIL D. PEARSON and TONG-SHENG SUN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02454.x

  16. A Random Field LIBOR Market Model

    Journal of Futures Markets

    Volume 34, Issue 6, June 2014, Pages: 580–606, Tao L. Wu and Shengqiang Xu

    Version of Record online : 19 MAR 2014, DOI: 10.1002/fut.21654

  17. Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 871–895, EHUD I. RONN and AVINASH K. VERMA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04554.x

  18. Single Factor Duration Models in a Discrete General Equilibrium Framework

    The Journal of Finance

    Volume 37, Issue 2, May 1982, Pages: 325–338, G. O. BIERWAG, GEORGE G. KAUFMAN and ALDEN L. TOEVS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03554.x

  19. Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2075–2112, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00489

  20. LDC Debt: Forgiveness, Indexation, and Investment Incentives

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1335–1350, KENNETH A. FROOT, DAVID S. SCHARFSTEIN and JEREMY C. STEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02656.x