The European Journal of Finance

Markowitz versus Michaud: portfolio optimization strategies reconsidered
pp. 269-291(23)
Authors: Becker, Franziska; Gürtler, Marc; Hibbeln, Martin

Modeling electricity spot prices: combining mean reversion, spikes, and stochastic volatility
pp. 292-315(24)
Authors: Mayer, Klaus; Schmid, Thomas; Weber, Florian

Modelling commodity value at risk with Psi Sigma neural networks using open–high–low–close data
pp. 316-336(21)
Authors: Sermpinis, Georgios; Laws, Jason; Dunis, Christian L.

Adaptive universal portfolios
pp. 337-351(15)
Authors: O'Sullivan, Patrick; Edelman, David

Trading and hedging the corn/ethanol crush spread using time-varying leverage and nonlinear models
pp. 352-375(24)
Authors: Dunis, Christian L.; Laws, Jason; Middleton, Peter W.; Karathanasopoulos, Andreas

Forecasting the daily dynamic hedge ratios by GARCH models: evidence from the agricultural futures markets
pp. 376-399(24)
Authors: Zhang, Yuanyuan; Choudhry, Taufiq