SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Introducing new futures contracts: reinforcement versus cannibalism
16 references·0 citing·42 second hop
Introducing new futures contracts: reinforcement versus cannibalism (2001)Introducing new futures contracts: reinfo…The Sampling Error in Estimates of Mean‐Variance Efficient Portfolio Weights (1999)The Sampling Error in Estimat…Financial innovation and the management and regulation of financial institutions (1995)Financial innovation and the …Risk Aversion and Price Risk in Duality Models of Production: A Linear Mean‐Variance Approach (1992)Risk Aversion and Price Risk …Requiem for a Market: An Analysis of the Rise and Fall of a Financial Futures Contract (1989)Requiem for a Market: An Anal…Optimal Innovation of Futures Contracts (1989)Optimal Innovation of Futures…Generalized Optimal Hedge Ratio Estimation (1989)Generalized Optimal Hedge Rat…Success and failure of futures contracts : theory and empirical evidence (1986)Success and failure of future…Issues in futures markets: A survey (1982)Issues in futures markets: A …Innovation, competition, and new contract design in futures markets (1981)Innovation, competition, and …Cross Hedging (1981)Cross HedgingA General Mean-Variance Approximation to Expected Utility for Short Holding Periods (1981)A General Mean-Variance Appro…Hedging and Joint Production: Theory and Illustrations (1980)Hedging and Joint Production:…The Hedging Performance of the New Futures Markets (1979)The Hedging Performance of th…Composite Measures for the Evaluation of Investment Performance (1979)Composite Measures for the Ev…Futures trading and hedging (1978)Futures trading and hedgingFutures Trading and Hedging (1976)Futures Trading and HedgingCapitalism, Socialism and Democracy. (1943)Industrial Market Structure and Economic Performance. (1971)Marketmaker Behavior in an Auction Market: An Analysis of Scalpers in Futures Markets (1984)Capitalism, Socialism and Democracy (1997)The Econometric Analysis of Time Series. (1983)Unit Roots in Time Series Models: Tests and Implications (1986)Estimating time‐varying optimal hedge ratios on futures markets (1991)Hedging with stock index futures: Estimation and forecasting with error correction model (1993)Some Recent Developments in Futures Hedging (2002)The Process of Financial Innovation (1983)Financial Innovation: The Last Twenty Years and the Next (1986)Optimal Security Design (1988)An introduction to general equilibrium with incomplete asset markets (1990)Arbitrage, Short Sales, and Financial Innovation (1991)Effects of financial innovations on market volatility when beliefs are heterogeneous (1998)A Test of the Efficiency of a Given Portfolio (1989)Handbooks in operations research and management science (1989)Global Portfolio Optimization (1992)Systemic Risk and International Portfolio Choice (2004)PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES (2009)Accounting anomalies and fundamental analysis: A review of recent research advances (2010)Aspects of the Theory of Risk-Bearing. (1966)The Role of Securities in the Optimal Allocation of Risk-bearing (1973)Risk Aversion in the Small and in the Large (1976)Mean—Variance Analysis (1989)The efficient set mathematics when mean-variance problems are subject to general linear constraints (1990)Positively Weighted Minimum-Variance Portfolios and the Structure of Asset Expected Returns (1992)Credit Rationing in Markets with Imperfect Information (1981)A Theory of the Term Structure of Interest Rates (1985)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Bank Risk, Capitalization, and Operating Efficiency (1997)CAPITAL REQUIREMENTS AND BANK BEHAVIOUR: THE IMPACT OF THE BASLE ACCORD (1999)Financial Innovation and Endogenous Growth (2013)Bivariate garch estimation of the optimal commodity futures Hedge (1991)Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers (2000)Asymmetric effect of basis on dynamic futures hedging: Empirical evidence from commodity markets (2007)The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing? (2010)Facts and Fantasies about Commodity Futures Ten Years Later (2015)Hedging Performance and Basis Risk in Stock Index Futures (1984)Currency Hedging for International Portfolios (1993)The relationship between volume and price variability in futures markets (1981)
this work references cited by second hop

References

  • 1979The Hedging Performance of the New Futures Markets1,566 cited
  • 1999The Sampling Error in Estimates of Mean‐Variance Efficient Portfolio Weights472 cited
  • 1995Financial innovation and the management and regulation of financial institutions411 cited
  • 1989Generalized Optimal Hedge Ratio Estimation381 cited
  • 1981Cross Hedging283 cited
  • 1978Futures trading and hedging238 cited
  • 1981Innovation, competition, and new contract design in futures markets161 cited
  • 1976Futures Trading and Hedging152 cited
  • 1981A General Mean-Variance Approximation to Expected Utility for Short Holding Periods146 cited
  • 1989Optimal Innovation of Futures Contracts128 cited
  • 1986Success and failure of futures contracts : theory and empirical evidence124 cited
  • 1992Risk Aversion and Price Risk in Duality Models of Production: A Linear Mean‐Variance Approach115 cited
  • 1989Requiem for a Market: An Analysis of the Rise and Fall of a Financial Futures Contract113 cited
  • 1982Issues in futures markets: A survey111 cited
  • 1980Hedging and Joint Production: Theory and Illustrations109 cited
  • 1979

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Composite Measures for the Evaluation of Investment Performance
104 cited

Cited by

No citing works inside the corpus for this window.