Constrained dynamic futures portfolios with stochastic basis.
- Published in:
- Annals of Finance, 2022, v. 18, n. 1, p. 1, doi. 10.1007/s10436-021-00398-0
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- Publication type:
- Article
Works matching IS 16142446 AND DT 2022 AND VI 18 AND IP 1
Results: 5
1
2
Optimal group size in microlending.
- Published in:
- Annals of Finance, 2022, v. 18, n. 1, p. 121, doi. 10.1007/s10436-020-00382-0
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- Publication type:
- Article
3
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield.
- Published in:
- Annals of Finance, 2022, v. 18, n. 1, p. 35, doi. 10.1007/s10436-021-00402-7
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- Publication type:
- Article
4
Permutation-weighted portfolios and the efficiency of commodity futures markets.
- Published in:
- Annals of Finance, 2022, v. 18, n. 1, p. 81, doi. 10.1007/s10436-021-00401-8
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- Publication type:
- Article
5
Performance of advanced stock price models when it becomes exotic: an empirical study.
- Published in:
- Annals of Finance, 2022, v. 18, n. 1, p. 109, doi. 10.1007/s10436-021-00396-2
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- Publication type:
- Article