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Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach JOURNAL ARTICLE published June 2015 in Journal of Futures Markets |
Currency Overlay for Global Equity Portfolios: Cross‐Hedging and Base Currency JOURNAL ARTICLE published February 2015 in Journal of Futures Markets |
JOURNAL ISSUE published April 2014 in Journal of Futures Markets |
Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market JOURNAL ARTICLE published September 2014 in Journal of Futures Markets |
The Demand for Warrants and Issuer Pricing Strategies JOURNAL ARTICLE published December 2015 in Journal of Futures Markets |
JOURNAL ISSUE published February 2015 in Journal of Futures Markets |
Equivalent delivery procedures for gnma futures contracts and options JOURNAL ARTICLE published March 1984 in Journal of Futures Markets |
A semi‐strong form test of the efficiency of the treasury bond futures market JOURNAL ARTICLE published September 1985 in Journal of Futures Markets |
Legal and regulatory developments JOURNAL ARTICLE published December 1986 in Journal of Futures Markets |
JOURNAL ISSUE published December 1988 in Journal of Futures Markets |
Spread volatility in commodity futures: The length effect JOURNAL ARTICLE published March 1984 in Journal of Futures Markets |
Masthead JOURNAL ARTICLE published August 1987 in Journal of Futures Markets |
JOURNAL ISSUE published June 1988 in Journal of Futures Markets |
Designing spreads in forward exchange contracts and foreign exchange futures JOURNAL ARTICLE published December 1983 in Journal of Futures Markets |
Macro versus micro futures hedges at commercial banks JOURNAL ARTICLE published March 1984 in Journal of Futures Markets |
Intertemporal price volatility of foreign currency futures contracts JOURNAL ARTICLE published June 1984 in Journal of Futures Markets |
Using futures to improve treasury bill portfolio performance JOURNAL ARTICLE published April 1988 in Journal of Futures Markets |
Hedging in the treasury bill futures market when the hedged instrument and the deliverable instrument are not matched JOURNAL ARTICLE published December 1989 in Journal of Futures Markets |
Masthead JOURNAL ARTICLE published April 1990 in Journal of Futures Markets |
Analyzing portfolios with derivative assets: A stochastic dominance approach using numerical integration JOURNAL ARTICLE published August 1991 in Journal of Futures Markets |