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~isPartOf:"The journal of futures markets"
~person:"Bookstaber, Richard"
~person:"Casals, José"
~person:"Young, Virginia R."
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Bookstaber, Richard
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Finance research letters
The journal of futures markets
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Sample dependency during unconditional credit capital estimation
Ferrer, Alex
;
Casals, José
;
Sotoca, Sonia
- In:
Finance research letters
15
(
2015
),
pp. 175-186
Persistent link: https://www.econbiz.de/10011553172
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2
Capital cyclicality, conditional coverage and long-term capital assessment
Ferrer, Alex
;
Casals, José
;
Sotoca, Sonia
- In:
Finance research letters
15
(
2015
),
pp. 246-256
Persistent link: https://www.econbiz.de/10011553239
Saved in:
3
Efficient estimation of unconditional capital by Monte Carlo simulation
Ferrer, Alex
;
Casals, José
;
Sotoca, Sonia
- In:
Finance research letters
16
(
2016
),
pp. 75-84
Persistent link: https://www.econbiz.de/10011655082
Saved in:
4
Maximizing utility of consumption subject to a constraint on the probability of lifetime ruin
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance research letters
5
(
2008
)
4
,
pp. 204-212
Persistent link: https://www.econbiz.de/10003786342
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5
Portfolio insurance trading rules
Bookstaber, Richard
;
Langsam, Joseph A.
- In:
The journal of futures markets
8
(
1988
)
1
,
pp. 15-31
Persistent link: https://www.econbiz.de/10003498712
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6
Minimizing the expected lifetime spent in drawdown under proportional consumption
Angoshtari, Bahman
;
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance research letters
15
(
2015
),
pp. 106-114
Persistent link: https://www.econbiz.de/10011552995
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7
Mutual fund theorems when minimizing the probability of lifetime ruin
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance research letters
5
(
2008
)
2
,
pp. 69-78
Persistent link: https://www.econbiz.de/10003751291
Saved in:
8
Portfolio insurance trading rules
Bookstaber, Richard
;
Langsam, Joseph A.
- In:
The journal of futures markets
20
(
2000
)
1
,
pp. 41-57
Persistent link: https://www.econbiz.de/10001447794
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