Screen based trading, the cost of carry, and futures market efficiency

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Risk and decision analysis
1. Verfasser: Switzer, Lorne N. (VerfasserIn)
Weitere Verfasser: Fan, Haibo (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2009
Schlagworte:
Terminbörse > Index-Futures > Effizienzmarkthypothese > Elektronisches Handelssystem > Kanada > Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
A note on the recursive joint moments of discounted compound dependent renewal sums 2023 Adékambi, Franck
Reinforcement learning paycheck optimization for multivariate financial goals 2023 Alaluf, Melda
Identifying the factors influencing digital marketing and brand-consumer relationship 2023 Aancy, H. Mickle
Weighted Shapley values of efficient portfolios 2023 Shalit, Haim
Some systemic risk indicators 2023 El Qalli, Yassine
Discrete bismut formula : conditional integration by parts and a representation for delta hedging process 2023 Akiyama, Naho
Return volatility transmission among Asian stock exchanges : evidence from a heterogeneous market outlook 2023 Mishra, Amritkant
New risks in the new beta coefficient : behavioral approach 2021 Bogatyrev, S. Yu.
Ruin probability in the delayed renewal risk model perturbed by a diffusion process 2021 Adékambi, Franck
LGD and RR modeling : comparison of models 2021 Tuysuz, Sukriye
Multi-attribute decision making based on novel generalized parametric exponential intuitionistic fuzzy divergence measure 2021 Parkash, Om
Bitcoin spot and derivatives markets : searching for completeness 2021 Geman, Hélyette
The construction of a quadratic predictor of the discounted renewal claims with dependence 2020 Adékambi, Franck
Appropriate machine learning techniques for credit scoring and bankruptcy prediction in banking and finance : a comparative study 2020 Boughaci, Dalila
Implementing enterprise risk management in road organizations : considerations and a proposed roadmap 2020 Benekos, I.
A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing 2020 Arku, Dennis
An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black-Scholes model 2018 Kilianová, Soňa
Optimization under supplier portfolio risk considering breach of contract and market risks 2018 Wu, Qi
Merton's financial multi-agent consumption 2018 Kogan, Konstantin
Overfitting of Hurst estimators for multifractional Brownian motion : a fitting test advocating simple models 2018 Bertrand, Pierre Raphaël
Alle Artikel auflisten