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Fernández-Pérez, Adrián's
Scholarly Papers
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1,108 |
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Fuertes, Ana-Maria
Cass Business School, City University London Miffre, Joelle
EDHEC Business School Fernández-Pérez, Adrián
University of Las Palmas de Gran Canaria - Department of Quantitative Methods in Economics
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14 Dec 11
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Last Revised:
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20 Feb 13
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466
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commodity futures, momentum, term structure, idiosyncratic volatility
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2.
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Miffre, Joelle
EDHEC Business School Fernández-Pérez, Adrián
University of Las Palmas de Gran Canaria - Department of Quantitative Methods in Economics
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01 Sep 11
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Last Revised:
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11 Sep 12
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452
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Commodity futures, Conditional volatility, Conditional correlation, Long-short portfolios, Professional money managers, Financialization
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3.
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Miffre, Joelle
EDHEC Business School Fuertes, Ana-Maria
Cass Business School, City University London Fernández-Pérez, Adrián
University of Las Palmas de Gran Canaria - Department of Quantitative Methods in Economics
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01 Aug 12
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Last Revised:
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26 Oct 12
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139
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Commodity futures, Idiosyncratic volatility, Backwardation, Contango.
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4.
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Fernández-Pérez, Adrián
University of Las Palmas de Gran Canaria - Department of Quantitative Methods in Economics Fernández Rodríguez, Fernando
University of Las Palmas de Gran Canaria - Faculty of Economic Science Sosvilla Rivero, Simón
Complutense University of Madrid
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51
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arbitrage, foreign exchange market, genetic algorithm
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Records 1 -
4
of 4 matches
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