Optimal portfolio allocation using option‐implied information.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 2, p. 266, doi. 10.1002/fut.22177
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2021 AND VI 41 AND IP 2
Results: 7
1
2
Stock market reactions to different types of oil shocks: Evidence from China.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 2, p. 179, doi. 10.1002/fut.22176
- By:
- Publication type:
- Article
3
Volatility‐managed commodity futures portfolios.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 2, p. 159, doi. 10.1002/fut.22175
- By:
- Publication type:
- Article
4
Information transmission under increasing political tensions—Evidence from the Berlin Produce Exchange 1887–1896.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 2, p. 226, doi. 10.1002/fut.22172
- By:
- Publication type:
- Article
5
Volatility‐of‐volatility risk in the crude oil market.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 2, p. 245, doi. 10.1002/fut.22166
- By:
- Publication type:
- Article
6
Bitcoin spot and futures market microstructure.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 2, p. 194, doi. 10.1002/fut.22163
- By:
- Publication type:
- Article
7
Journal of Futures Markets: Volume 41, Number 2, February 2021.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 2, p. 157, doi. 10.1002/fut.22133
- Publication type:
- Article