haku: @all futures / yhteensä: 1003
hakutulos viitteet: 21-30 / 1003
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 otsikkovuositekijä
21.
The effectiveness of dynamic hedging: evidence from selected European stock index futures
European Journal of Finance
2008 : JUL-SEP, VOL. 14:5-6, p. 469-488
 2008 Sultan, J.
Hasan, M.S.
22.
Trading futures spread portfolios: applications of higher order and recurrent networks
European Journal of Finance
2008 : JUL-SEP, VOL. 14:5-6, p. 503-521
 2008 Dunis, C.L.
Laws, J.
Evans, B.
23.
Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market
Journal of Financial Economics
2007 : FEB, VOL. 83:2, p. 397-412
 2007 Boudoukh, J. (et al.)
24.
Building futures or stealing secrets?
International Small Business Journal
2007 : VOL. 25:4, p. 361-382
 2007 McAdam, M.
Marlow, S.
25.
A new econometric model of index arbitrage
European Financial Management
2007 : JAN, VOL. 13:1, p. 159-183
 2007 Taylor, N.
26.
BRIC: The new world order
Accountancy
2007 : JUN, VOL. 139:1366, p. 27-28, 30-31, 33-34, 35-36
 2007
27.
Stochastic dominance bounds on American option prices in markets with frictions
Review of finance
2007 : MAR, VOL. 11:1, p. 71-115
 2007 Constantinides, G.M.
Perrakis, S.
28.
Sustainable futures: The rationale for the working group on modeling and evaluation for sustainability
Journal of industrial ecology
2007 : SUMMER, VOL. 11:3, p. 7-10
 2007 Huppes, G.
Ishikawa, M.
29.
Detecting market transitions and energy futures risk management using principal components
European Journal of Finance
2006 : SEP/OCT, VOL. 12:6-7, p. 495-512
 2006 Borovkova, S.
30.
Why smiles exist in foreign exchange options markets: Isolating components of the risk neutral process
European Journal of Finance
2006 : SEP/OCT, VOL. 12:6-7, p. 583-603
 2006 Tompkins, R.G.
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