Dynamic Asset Allocation with Forwards and Futures
Latest Publications

TOTAL DOCUMENTS

11

(FIVE YEARS 0)

H-INDEX

0

(FIVE YEARS 0)

Published By Springer-Verlag

0387241078

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Optimal Spreading

Dynamic Asset Allocation with Forwards and Futures ◽

10.1007/0-387-24106-x_7 ◽

2005 ◽

pp. 117-142

Download Full-text

Pure Hedging

Dynamic Asset Allocation with Forwards and Futures ◽

10.1007/0-387-24106-x_3 ◽

2005 ◽

pp. 37-58

Download Full-text

Optimal Dynamic Portfolio Choice in Complete Markets

Dynamic Asset Allocation with Forwards and Futures ◽

10.1007/0-387-24106-x_4 ◽

2005 ◽

pp. 59-79

Keyword(s):

Portfolio Choice ◽

Complete Markets ◽

Dynamic Portfolio ◽

Optimal Dynamic ◽

Dynamic Portfolio Choice

Download Full-text

Optimal Currency Risk Hedging

Dynamic Asset Allocation with Forwards and Futures ◽

10.1007/0-387-24106-x_6 ◽

2005 ◽

pp. 93-116

Keyword(s):

Currency Risk ◽

Download Full-text

General Equilibrium Pricing of Futures and Forward Contracts Written on the CPI

Dynamic Asset Allocation with Forwards and Futures ◽

10.1007/0-387-24106-x_11 ◽

2005 ◽

pp. 221-249

Keyword(s):

General Equilibrium ◽

Forward Contracts ◽

Equilibrium Pricing

Download Full-text

Pricing and Hedging under Stochastic Dividend or Convenience Yield

Dynamic Asset Allocation with Forwards and Futures ◽

10.1007/0-387-24106-x_8 ◽

2005 ◽

pp. 143-161

Keyword(s):

Convenience Yield

Download Full-text

Optimal Dynamic Portfolio Choice in Incomplete Markets

Dynamic Asset Allocation with Forwards and Futures ◽

10.1007/0-387-24106-x_5 ◽

2005 ◽

pp. 81-91

Keyword(s):

Portfolio Choice ◽

Incomplete Markets ◽

Dynamic Portfolio ◽

Optimal Dynamic ◽

Dynamic Portfolio Choice

Download Full-text

Equilibrium Asset Pricing in an Endowment Economy with Non-Redundant Forward or Futures Contracts

Dynamic Asset Allocation with Forwards and Futures ◽

10.1007/0-387-24106-x_9 ◽

2005 ◽

pp. 165-196

Keyword(s):

Asset Pricing ◽

Futures Contracts ◽

Equilibrium Asset Pricing

Download Full-text

Equilibrium Asset Pricing in a Production Economy with Non-Redundant Forward or Futures Contracts

Dynamic Asset Allocation with Forwards and Futures ◽

10.1007/0-387-24106-x_10 ◽

2005 ◽

pp. 197-219

Keyword(s):

Asset Pricing ◽

Futures Contracts ◽

Production Economy ◽

Equilibrium Asset Pricing

Download Full-text

Standard Pricing Results under Deterministic and Stochastic Interest Rates

Dynamic Asset Allocation with Forwards and Futures ◽

10.1007/0-387-24106-x_2 ◽

2005 ◽

pp. 23-34

Keyword(s):

Interest Rates ◽

Stochastic Interest Rates ◽

Stochastic Interest

Download Full-text