Dynamic Asset Allocation with Forwards and Futures
Latest Publications

TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Published By Springer-Verlag

0387241078

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

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 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 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 ◽

Risk Hedging

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

Dynamic Asset Allocation with Forwards and FuturesLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer-Verlag

Optimal Dynamic Portfolio Choice in Complete Markets

Optimal Spreading

Pure Hedging

Optimal Currency Risk Hedging

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

Pricing and Hedging under Stochastic Dividend or Convenience Yield

Optimal Dynamic Portfolio Choice in Incomplete Markets

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

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

Standard Pricing Results under Deterministic and Stochastic Interest Rates

Dynamic Asset Allocation with Forwards and Futures
Latest Publications