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~institution:"Erasmus Research Institute of Management"
~institution:"INSEAD"
~institution:"Universitetet i Oslo / Økonomisk institutt"
~institution:"University of Exeter / Department of Economics"
~subject:"CAPM"
~subject:"Stochastic process"
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Post, Thierry
5
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Erasmus Research Institute of Management
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257
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10
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ECONIS (ZBW)
15
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1
Downside risk and asset pricing
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188466
Saved in:
2
Conditional downside risk and the CAPM
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190699
Saved in:
3
Taxation, uncertainty, and the cost of equity for a multinational firm
Lund, Diderik
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001599208
Saved in:
4
Maximum principle for stochastic control in continuous time with hard end constraints
Seierstad, Atle
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001699640
Saved in:
5
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
Saved in:
6
A stochastic dominance approach to spanning
Post, Thierry
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641675
Saved in:
7
Testing for third-order stochastic dominance with diversification possibilities
Post, Thierry
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641680
Saved in:
8
An explanation for bankruptcy's risk-return paradox
Mello-e-Souza, Carlos A.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001631782
Saved in:
9
Bankruptcy happens : a study of the mechanics of distress-driven CAPM anomalies
Mello-e-Souza, Carlos A.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001632944
Saved in:
10
A range-based multivariate model for exchange rate volatility
Tims, Ben
(
contributor
);
Mahieu, Ronald J.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765941
Saved in:
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