Review of Futures Markets JournalThe quarterly journal publishes peer-reviewed, editor selected articles that expand the literature of futures, options, and derivatives research.
Forgot your password?
"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


To read these recent articles please Subscribe to Review of Futures Markets.
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...
News Archives

Last update: 27 Nov 2015 14:36