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~institution:"International Center for Financial Asset Management and Engineering"
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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
606
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
70
Institut für Schweizerisches Bankwesen <Zürich>
31
Springer Fachmedien Wiesbaden
27
OECD
22
Institute of Finance and Accounting <London>
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National Centre of Competence in Research North South <Bern>
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Centre for Analytical Finance <Århus>
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Erasmus Research Institute of Management
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Ekonomiska forskningsinstitutet <Stockholm>
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Rodney L. White Center for Financial Research
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Center for Economic Research <Tilburg>
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Fisher Investments Inc. <Woodside, Calif.>
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11
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Pensions Institute
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
10
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
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9
European University Institute / Department of Law
9
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9
FinanzBuch Verlag
8
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8
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8
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7
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7
Chambre de commerce et d'industrie de Paris
7
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
7
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7
Federal Reserve System / Division of Research and Statistics
7
Goethe-Universität Frankfurt am Main
7
Springer International Publishing
7
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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
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
Saved in:
3
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:
4
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:
5
Mutual fund flows and performance in rational markets
Berk, Jonathan B.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865022
Saved in:
6
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:
7
Portfolio optimization with concave transaction costs
Demchuk, Andriy
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865036
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8
The allocation of assets under higher moments
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791441
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9
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
Saved in:
10
Geographical versus industrial diversification : a mean variance spanning approach
Ehling, Paul
(
contributor
);
Ramos, Sofia B.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791454
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