Narrow search
Showing 1 - 10 of 119
Cover Image
Factors affecting investment decision-making in Pakistan stock exchange
Mumtaz, Adeel; Saeed, Tahir; Ramzan, M. - In: International journal of financial engineering 5 (2018) 4, pp. 1-14
Persistent link: https://www.econbiz.de/10012028807
Cover Image
The study of mixed assets allocation based on Black-Litterman model
Lin, Jianwu; Tang, Mengwei; Wang, Jiachang; He, Ping - In: International journal of financial engineering 8 (2021) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10012815103
Cover Image
Exploring factors influencing investment satisfaction : a study of women investors in Chennai city
Sushmitha, K.; Jayabal, A. - In: International journal of financial engineering 11 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10014521394
Cover Image
The semi-martingale equilibrium equity premium for risk-neutral investors
Mukupa, George M.; Offen, Elias R. - In: International journal of financial engineering 5 (2018) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10012028816
Cover Image
The study of dynamics for credit default risk by backward stochastic differential equation method
Tian, Kun; Xiong, Dewen; Yan, Wenchao; Yuan, George Xianzhi - In: International journal of financial engineering 5 (2018) 4, pp. 1-32
Persistent link: https://www.econbiz.de/10012028824
Cover Image
A hybrid Markov chain-tree valuation framework for stochastic volatility jump diffusion models
Nguyen, Duy - In: International journal of financial engineering 5 (2018) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10012028829
Cover Image
Reversing the negative skewness of value portfolios with power-log optimization and options, produces smaller drawdowns and higher risk-adjusted returns
Kale, Jivendra K.; Lim, Tee - In: International journal of financial engineering 6 (2019) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10012028870
Cover Image
Efficient and exact simulation of the Gaussian affine interest rate models
Ostrovski, Vladimir - In: International journal of financial engineering 3 (2016) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10011577107
Cover Image
Flexible-forward pricing through Leisen-Reimer trees : implementation and performance comparison with traditional Markov chains
Giribone, Pier Giuseppe; Ligato, Simone - In: International journal of financial engineering 3 (2016) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10011577108
Cover Image
A note on the valuation of CDS options and extension risk in a structural model with jumps
Hüttner, Amelie; Scherer, Matthias - In: International journal of financial engineering 3 (2016) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011577113