Similar Search Results

Carbon pricing and electricity markets : the case of the Australian Clean Energy Bill

Maryniak, Paweł; Trück, Stefan; Weron, Rafał - In: Energy economics 79 (2019), pp. 45-58

Persistent link: https://www.econbiz.de/10012172256

Mahanama, Thilini; Shirvani, Abootaleb; Račev, Svetlozar T. - In: Environmental economics and policy studies : the … 24 (2022) 2, pp. 263-284

Persistent link: https://www.econbiz.de/10013199401

Pricing derivatives in hermite markets

Stoyanov, Stoyan V.; Račev, Svetlozar T.; Mittnik, Stefan - In: International journal of theoretical and applied finance 22 (2019) 6, pp. 1-27

Persistent link: https://www.econbiz.de/10012153100

Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion

Kim, Young Shin; Stoyanov, Stoyan V.; Račev, Svetlozar T. - In: Economics letters 145 (2016), pp. 225-229

Persistent link: https://www.econbiz.de/10011618437

Advanced REIT Portfolio Optimization : Innovative Tools for Risk Management

Lindquist, W. Brent; Račev, Svetlozar T.; Hu, Yuan; … - 2022

Chapter 1. The Real Estate Investment Market: The Current State and Why Advances Are Needed -- Chapter 2. The Data -- Chapter 3. Modern Portfolio Theory -- Chapter 4. Historical Portfolio Optimization – Domestic REITs -- Chapter 5. Diversification with International REITs -- Chapter 6....

Persistent link: https://www.econbiz.de/10013447388

Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis

Hu, Yuan; Lindquist, W. Brent; Račev, Svetlozar T.; … - In: Journal of economic dynamics & control 137 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013464578