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There are 18206 results for: content related to: Foundations of Portfolio Theory

  1. Hedging Industrial Metals With Stochastic Volatility Models

    Journal of Futures Markets

    Volume 34, Issue 8, August 2014, Pages: 704–730, Qingfu Liu, Michael T. Chng and Dongxia Xu

    Article first published online : 3 APR 2014, DOI: 10.1002/fut.21671

  2. Intraday Volatility in Interest-Rate and Foreign-Exchange Markets: ARCH, Announcement, and Seasonality Effects

    Journal of Futures Markets

    Volume 21, Issue 6, June 2001, Pages: 517–552, Louis Ederington and Jae Ha Lee

    Article first published online : 25 APR 2001, DOI: 10.1002/fut.1602

  3. The Hedging Performance of the New Futures Markets: Comment

    The Journal of Finance

    Volume 35, Issue 5, December 1980, Pages: 1273–1279, CHARLES T. FRANCKLE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02211.x

  4. Volatility trade design

    Journal of Futures Markets

    Volume 25, Issue 3, March 2005, Pages: 243–279, J. Scott Chaput and Louis H. Ederington

    Article first published online : 11 JAN 2005, DOI: 10.1002/fut.20142

  5. INTEREST RATE HEDGING: AN EMPIRICAL TEST OF ALTERNATIVE STRATEGIES

    Journal of Financial Research

    Volume 6, Issue 3, Fall 1983, Pages: 187–197, Gerald D. Gay, Robert W. Kolb and Raymond Chiang

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1983.tb00327.x

  6. Hedge performance of SPX index options and S&P 500 futures

    Journal of Futures Markets

    Volume 15, Issue 6, September 1995, Pages: 691–717, Bruce A. Benet and Carl F. Luft

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990150607

  7. Futures, spots, stocks and bonds: Multi-asset portfolio analysis

    Journal of Futures Markets

    Volume 7, Issue 4, August 1987, Pages: 383–395, Haim Levy

    Article first published online : 25 AUG 2006, DOI: 10.1002/fut.3990070404

  8. Hedging effectiveness and minimum risk hedge ratios in the presence of autocorrelation: Foreign currency futures

    Journal of Futures Markets

    Volume 9, Issue 3, June 1989, Pages: 185–197, A. F. Herbst, D. D. Kare and S. C. Caples

    Article first published online : 25 AUG 2006, DOI: 10.1002/fut.3990090302

  9. Empirical Tests of the Pollution Haven Hypothesis When Environmental Regulation is Endogenous

    Journal of Applied Econometrics

    Daniel L. Millimet and Jayjit Roy

    Article first published online : 24 FEB 2015, DOI: 10.1002/jae.2451

  10. The hedging performance in new agricultural futures markets: A note

    Agribusiness

    Volume 13, Issue 3, May/June 1997, Pages: 295–300, Joost M. E. Pennings and Matthew T. G. Meulenberg

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1520-6297(199705/06)13:3<295::AID-AGR4>3.0.CO;2-W

  11. A measure of hedging's performance

    Journal of Futures Markets

    Volume 5, Issue 1, Spring 1985, Pages: 45–55, Ray D. Nelson and Robert A. Collins

    Article first published online : 25 AUG 2006, DOI: 10.1002/fut.3990050106

  12. The risk management effectiveness of multivariate hedging models in the U.S. soy complex

    Journal of Futures Markets

    Volume 20, Issue 2, February 2000, Pages: 189–204, Robert A. Collins

    Article first published online : 21 JAN 2000, DOI: 10.1002/(SICI)1096-9934(200002)20:2<189::AID-FUT5>3.0.CO;2-V

  13. Usefulness of treasury bill futures as hedging instruments

    Journal of Futures Markets

    Volume 1, Issue 3, Autumn (Fall) 1981, Pages: 379–387, Paul Cicchetti, Charles Dale and Anthony J. Vignola

    Article first published online : 25 AUG 2006, DOI: 10.1002/fut.3990010310

  14. LIQUIDITY AND MATURITY EFFECTS AROUND NEWS RELEASES

    Journal of Financial Research

    Volume 22, Issue 1, Spring 1999, Pages: 47–67, Rohan Christie-David and Mukesh Chaudhry

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1999.tb00714.x

  15. Hedging efficiency: A futures exchange management approach

    Journal of Futures Markets

    Volume 17, Issue 5, August 1997, Pages: 599–615, Joost M.E. Pennings and Matthew T.G. Meulenberg

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199708)17:5<599::AID-FUT5>3.0.CO;2-A

  16. Measuring implied volatility: Is an average better? Which average?

    Journal of Futures Markets

    Volume 22, Issue 9, September 2002, Pages: 811–837, Louis H. Ederington and Wei Guan

    Article first published online : 10 JUL 2002, DOI: 10.1002/fut.10034

  17. Risk-return measures of hedging effectiveness: The case of multiple cash and futures markets

    Managerial and Decision Economics

    Volume 14, Issue 1, January/February 1993, Pages: 71–74, Da-Hsiang Donald Lien

    Article first published online : 10 NOV 2006, DOI: 10.1002/mde.4090140109

  18. Stock Price Response to Calls of Convertible Bonds: Still a Puzzle?

    Financial Management

    Volume 36, Issue 2, July 2007, Pages: 1–21, Ivan E. Brick, Oded Palmon and Dilip K. Patro

    Article first published online : 27 OCT 2008, DOI: 10.1111/j.1755-053X.2007.tb00087.x

  19. Moody's and S&P Ratings: Are They Equivalent? Conservative Ratings and Split Rated Bond Yields

    Journal of Money, Credit and Banking

    Volume 42, Issue 7, October 2010, Pages: 1267–1293, MILES LIVINGSTON, JIE (DIANA) WEI and LEI ZHOU

    Article first published online : 6 SEP 2010, DOI: 10.1111/j.1538-4616.2010.00341.x

  20. ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION

    Journal of Financial Research

    Volume 34, Issue 4, Winter 2011, Pages: 617–640, Howard Chan, Robert Faff, Paula Hill and Harald Scheule

    Article first published online : 2 DEC 2011, DOI: 10.1111/j.1475-6803.2011.01304.x