Optimal futures heading: Quadratic versus exponential utility functions.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 2, p. 208, doi. 10.1002/fut.20274
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2008 AND VI 28 AND IP 2
Results: 5
1
2
Interdealer inference and price discovery.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 2, p. 131, doi. 10.1002/fut.20292
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- Publication type:
- Article
3
Value at risk and conditional extreme value theory via markov regime switching models.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 2, p. 155, doi. 10.1002/fut.20293
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- Publication type:
- Article
4
Multi-period hedge ratios for a multi-asset portfolio when accounting for returns co-movement.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 2, p. 182, doi. 10.1002/fut.20294
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- Publication type:
- Article
5
The compatibility of one-factor market models in caps and swaptions markets: Evidence from their dynamic hedging performance.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 2, p. 109, doi. 10.1002/fut.20301
- By:
- Publication type:
- Article