The efficiency of financial futures markets: tests of prediction accuracy
Article Abstract:
The prices of financial futures contracts can be interpreted as forecasts of the spot rates, which would apply at the final delivery date of that contract. A relative efficiency of the markets for the three time horizons is examined and finally trading strategies are simulated to see whether excess profits can be achieved.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2004
Europe, Evaluation, Financial futures, Financial markets
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2004
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Extending Fare and Zelenyuk (2003)
Article Abstract:
A study on works of Fare and Zelenyuk with relation to optimization behaviour is presented.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2007
United States, Analysis, Criticism and interpretation, Works, Mathematical optimization, Optimization theory, Fare, Rolf, Zelenyuk, Valentin
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2007
User Contributions:
Comment about this article or add new information about this topic:
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