A Markowitz Optimization of Commodity Futures Portfolios.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 4, p. 343, doi. 10.1002/fut.21553
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2013 AND VI 33 AND IP 4
Results: 4
1
2
Risk Management of Nonstandard Basket Options with Different Underlying Assets.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 4, p. 299, doi. 10.1002/fut.21546
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- Publication type:
- Article
3
A Forward Monte Carlo Method for American Options Pricing.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 4, p. 369, doi. 10.1002/fut.21549
- By:
- Publication type:
- Article
4
Dynamic Dependence Between Liquidity and the S&P 500 Index Futures-Cash Basis.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 4, p. 327, doi. 10.1002/fut.21554
- By:
- Publication type:
- Article