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Perpetual options on multiple underlyings
Duck, Peter W.; Evatt, Geoffrey W.; Johnson, Paul V. - In: Applied mathematical finance 21 (2014) 1/2, pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
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Investor timing behaviour under imperfect timing information in the factor model
Howell, Sydney D.; Armada, Manuel José da Rocha - 1992
Persistent link: https://www.econbiz.de/10000837948
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The reasonable expectations of rational investors, and the ex post, ex ante distinction
Howell, Sydney D.; Newton, David P. - 1992
Persistent link: https://www.econbiz.de/10000838241
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An instance of local community and class conflict : Spanningdale playgroup
Howell, Sydney D. - 1992
Persistent link: https://www.econbiz.de/10000838242
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Correlation between market timing performance and stock selection performance in the Henriksson-Merton model
Howell, Sydney D.; Armada, Manuel José da Rocha - 1992
Persistent link: https://www.econbiz.de/10000838243
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The optimal interaction between a hedge fund manager and investor
Ramirez, Hugo Eduardo; Johnson, Paul; Duck, Peter; … - In: Applied mathematical finance 25 (2018) 5/6, pp. 483-510
Persistent link: https://www.econbiz.de/10012129178
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The benefits of integrating European electricity markets
Newbery, David M. G.; Strbac, Goran; Viehoff, Ivan - 2015
Persistent link: https://www.econbiz.de/10011285992
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A system operator's utility function for the frequency response market
Greve, Thomas; Teng, Fei; Pollitt, Michael G.; Strbac, Goran - 2017
Persistent link: https://www.econbiz.de/10011741673