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~institution:"International Center for Financial Asset Management and Engineering"
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Option valuation, optimization...
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Scaillet, Olivier
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Menoncin, Francesco
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International Center for Financial Asset Management and Engineering
National Bureau of Economic Research
681
OECD
97
Institut für Schweizerisches Bankwesen <Zürich>
43
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
28
Springer Fachmedien Wiesbaden
25
Centre for Analytical Finance <Århus>
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Ekonomiska forskningsinstitutet <Stockholm>
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Institute of Finance and Accounting <London>
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Center for Economic Research <Tilburg>
19
National Centre of Competence in Research North South <Bern>
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World Bank
18
Frank J. Fabozzi Associates <New Hope, Pa.>
16
Chambre de commerce et d'industrie de Paris
14
Weltwirtschaftsforum
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International Energy Agency
13
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
13
Svenska Handelshögskolan <Helsinki>
13
Basel Committee on Banking Supervision
12
Fisher Investments Inc. <Woodside, Calif.>
12
Fraser Institute
12
International Monetary Fund
12
Rodney L. White Center for Financial Research
12
UNCTAD / Secretariat
12
Verlag Dr. Kovač
12
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11
FinanzBuch Verlag
11
Frankfurt School of Finance & Management
11
Universität Zürich / Institut für Schweizerisches Bankwesen
11
World Bank Group
11
Erasmus Research Institute of Management
10
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
10
Pensions Institute
10
Federal Reserve Bank of St. Louis
9
Manchester Business School
9
Oxford Poverty & Human Development Initiative
9
Universitat Pompeu Fabra / Departament d'Economia i Empresa
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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ECONIS (ZBW)
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A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864584
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2
Irreversible investment with regime shifts
Guo, Xin
(
contributor
);
Miao, Jianjun
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865012
Saved in:
3
Start-ups defined as portfolios of embedded options
Botteron, Pascal
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791456
Saved in:
4
Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
Saved in:
5
Quantitative selection of long-short hedge funds
Chen, Kaifeng
(
contributor
);
Passow, Alexander
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864630
Saved in:
6
Mutual fund flows and performance in rational markets
Berk, Jonathan B.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865022
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7
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
Saved in:
8
Portfolio optimization with concave transaction costs
Demchuk, Andriy
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865036
Saved in:
9
The allocation of assets under higher moments
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791441
Saved in:
10
International evidence on real estate as a portfolio diversifier
Hoesli, Martin
(
contributor
);
Lekander, Jon
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791443
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