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Exchange rates, interest groups and commodity price (dis)-agreements
Kofman, Paul; Viaene, Jean-Marie - 1997
Persistent link: https://www.econbiz.de/10000976092
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Theory of dynamic portfolio choice for maximization of survival probability
Roy, Santanu - 1992
Persistent link: https://www.econbiz.de/10000122474
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A real options perspective on R&D portfolio diversification
Bekkum, Sjoerd van; Pennings, Enrico; Smit, Han T. J. - 2008
Persistent link: https://www.econbiz.de/10003645082
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Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S. - 2008
Persistent link: https://www.econbiz.de/10003645209
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A comparison of biased simulation schemes for stochastic volatility models
Lord, Roger; Koekkoek, Remmert; Dijk, Dick van - 2006
Persistent link: https://www.econbiz.de/10003332143
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Relating stochastic volatility estimation methods
Bos, Charles S. - 2011
Persistent link: https://www.econbiz.de/10008907815
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Retirement flexibility and portfolio choice in general equilibrium
Adema, Yvonne; Bonenkamp, Jan; Meijdam, Lex - 2011
Persistent link: https://www.econbiz.de/10008907844
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Dynamic correlation or tail dependence hedging for portfolio selection
Elkamhi, Redouane; Stefanova, Denitsa - 2011
Persistent link: https://www.econbiz.de/10008907847
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Modeling portfolio defaults using hidden Markov models with covariates
Banachewicz, Konrad; Vaart, Aad W. van der; Lucas, André - 2006
Persistent link: https://www.econbiz.de/10003392203
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The downside risk of heavy tails induces low diversification
Hyung, Namwon; Vries, Casper G. de - 2010
Persistent link: https://www.econbiz.de/10008655194