SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Weather Derivatives
6 references·1 citing·30 second hop
Weather Derivatives (2004)Weather DerivativesOn modelling and pricing weather derivatives (2002)On modelling and pricing weat…Market Efficiency and Natural Selection in a Commodity Futures Market (1998)Market Efficiency and Natural…Intertemporal Commodity Futures Hedging and the Production Decision (1984)Intertemporal Commodity Futur…Adjusting for Risk in Portfolio Performance Measurement (1975)Adjusting for Risk in Portfol…Mutual Fund Performance (1966)Mutual Fund PerformancePortfolio Selection (1952)Portfolio SelectionModelling and forecasting temperature based weather derivatives (2007)Modelling and forecasting tem…Stochastic Differential Equations: An Introduction with Applications. (1987)Arbitrage Theory in Continuous Time (1998)Stochastic Differential Equations (1998)Pricing Weather Derivatives (2004)Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives (2005)The volatility of temperature and pricing of weather derivatives (2007)Fractional Brownian Motions, Fractional Noises and Applications (1968)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Pricing Interest-Rate-Derivative Securities (1990)A Treatise on Money (1971)Optimum consumption and portfolio rules in a continuous-time model (1971)The relation between forward prices and futures prices (1981)On the Optimal Hedge of a Nontraded Cash Position (1988)Optimal hedging and equilibrium in a dynamic futures market (1990)Commodity futures markets: a survey (1999)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Judgment under Uncertainty (1982)Natural Selection and Market Efficiency in a Futures Market with Random Shocks (2001)A computational view of market efficiency (2011)Hedge Funds: A Dynamic Industry in Transition (2015)Comparing Sharpe ratios: So where are the p-values? (2007)The impact of total quality management adoption on small and medium enterprises’ financial performance (2011)The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting, and Non-Normality (2014)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)
this work references cited by second hop

References

  • 1952Portfolio Selection4,609 cited
  • 1966Mutual Fund Performance3,932 cited
  • 2002On modelling and pricing weather derivatives390 cited
  • 1975Adjusting for Risk in Portfolio Performance Measurement187 cited
  • 1984Intertemporal Commodity Futures Hedging and the Production Decision70 cited
  • 1998Market Efficiency and Natural Selection in a Commodity Futures Market67 cited

Cited by

  • 2007Modelling and forecasting temperature based weather derivatives31 cited

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