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No-arbitrage pricing for life insurance and annuities
Carriere, Jacques - In: Economics letters 64 (1999) 3, pp. 339-342
Persistent link: https://www.econbiz.de/10001399337
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The valuation of no-negative equity guarantees and equity release mortgages
Dowd, Kevin; Buckner, Dean; Blake, David; Fry, John - In: Economics letters 184 (2019), pp. 1-4
Persistent link: https://www.econbiz.de/10012304786
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Valuing an investment project using no-arbitrage and the alpha-maxmin criteria : from Knightian uncertainty to risk
Braouezec, Yann; Joliet, Robert - In: Economics letters 178 (2019), pp. 111-115
Persistent link: https://www.econbiz.de/10012121654
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A derivation of the Black-Litterman formula and its symmetry property
Wey, Matthew A. - In: Economics letters 231 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014461242
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Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns
Chen, Yuting; Potì, Valerio - In: Economics letters 235 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015071365
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A test of serial independence of deviations from cointegrating relations
Chigira, Hiroaki - In: Economics letters 92 (2006) 1, pp. 52-57
Persistent link: https://www.econbiz.de/10003336506
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Exact inference in diagnosing Value-at-Risk estimates : a Monte Carlo device
Herwartz, Helmut - In: Economics letters 103 (2009) 3, pp. 160-162
Persistent link: https://www.econbiz.de/10003854913
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A note on the performance of Bover-Arellano discrete choice dynamic estimators
Ostrovsky, Yuri - In: Economics letters 93 (2006) 2, pp. 272-277
Persistent link: https://www.econbiz.de/10003391942
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Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
Otero, Jesús G.; Smith, Jeremy; Giulietti, Monica - In: Economics letters 97 (2007) 2, pp. 179-184
Persistent link: https://www.econbiz.de/10003575447
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Small sample properties of alternative tests for martingale difference hypothesis
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Economics letters 110 (2011) 2, pp. 151-154
Persistent link: https://www.econbiz.de/10009241666