Narrow search
Showing 1 - 9 of 9
Cover Image
Can a habit formation model really explain the forward premium anomaly?
Costa, Carlos E. da; Vasconcelos, Jivago X. - 2009
Persistent link: https://www.econbiz.de/10003891286
Cover Image
Downside risk and asset pricing
Post, Thierry (contributor); Vliet, Pim van (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188466
Cover Image
Conditional downside risk and the CAPM
Post, Thierry (contributor); Vliet, Pim van (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190699
Cover Image
Endogenous collateral
Araújo, Aloísio Barboza de (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002166301
Cover Image
On certain geometric aspects of portfolio optimisation with higher moments
Athayde, Gustavo M. de (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703180
Cover Image
A note on ending inventory valuation in multiperiod production scheduling
Heuvel, Wilco van den (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001694437
Cover Image
Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?
Post, Thierry (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765957
Cover Image
On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825768
Cover Image
A stochastic discount factor approach to asset pricing using panel data asymptotics
Araújo, Fabio; Issler, João Victor - 2011
Persistent link: https://www.econbiz.de/10009151814