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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Review of derivatives research"
~subject:"Portfolio selection"
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Discussion paper / Centre for Economic Policy Research
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Review of derivatives research
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Principle or opportunism? : discretion, capital, and incentives
Falkinger, Josef
;
Habib, Michel Antoine
-
2018
Persistent link: https://www.econbiz.de/10011884306
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2
Technical analysis compared to mathematical models based methods under parameters mis-specification
Blanchet-Scalliet, Christophette
;
Diop, Awa
;
Gibson, Rajna
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1351-1373
Persistent link: https://www.econbiz.de/10003461165
Saved in:
3
Model misspecification analysis for bond options and Markovian hedging strategies
Bossy, Mireille
;
Gibson, Rajna
;
Lhabitant, François-Serge
- In:
Review of derivatives research
9
(
2006
)
2
,
pp. 109-135
Persistent link: https://www.econbiz.de/10003608131
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