Review of Futures Markets JournalThe quarterly journal publishes peer-reviewed, editor selected articles that expand the literature of futures, options, and derivatives research.
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"Our goal in republishing Review of Futures Markets is to provide an academic research journal that brings a unique balance of theory and practice to the derivatives trading and futures market industry."> Mark Holder, Editor


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The Importance of Skewness on HedgingWe derive an Optimal Hedge Ratio (OHR) under the mean-variance-skewness framework, where investors are allowed to have a preference for skewness.more...
Regime Dependent Information Contents of Model-Free VolatilityWe assess the information efficiency of the Eurodollar options markets and find that model-free volatility is more informative than model-dependent volatilitiesmore...
Response to Public Information in futures MarketsThis paper examines the impact of macroeconomic news announcements on the Australian stock index futures market during the financial crisis of 2007-2008more...
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Last update: 22 Feb 2017 03:07