Journal of Futures Markets

Cover image for Vol. 33 Issue 4

April 2013

Volume 33, Issue 4

Pages 299–395

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Risk Management of Nonstandard Basket Options with Different Underlying Assets (pages 299–326)

      Georges Dionne, Geneviève Gauthier and Nadia Ouertani

      Version of Record online: 7 FEB 2012 | DOI: 10.1002/fut.21546

    2. Dynamic Dependence Between Liquidity and the S&P 500 Index Futures-Cash Basis (pages 327–342)

      Donald Lien, Gerui Lim, Li Yang and Chunyang Zhou

      Version of Record online: 27 APR 2012 | DOI: 10.1002/fut.21554

    3. A Markowitz Optimization of Commodity Futures Portfolios (pages 343–368)

      Leyuan You and Robert T. Daigler

      Version of Record online: 27 MAR 2012 | DOI: 10.1002/fut.21553

    4. A Forward Monte Carlo Method for American Options Pricing (pages 369–395)

      Daniel Wei-Chung Miao and Yung-Hsin Lee

      Version of Record online: 7 FEB 2012 | DOI: 10.1002/fut.21549