Narrow search
Showing 1 - 4 of 4
Cover Image
The efficient frontier of long-short portfolios
Charpin, Françoise; Lacaze, Dominique - In: International journal of theoretical and applied finance 5 (2002) 7, pp. 737-756
Persistent link: https://www.econbiz.de/10001743245
Cover Image
Long-short strategies : an extension
Charpin, Françoise; Lacaze, Dominique - In: International journal of theoretical and applied finance 7 (2004) 1, pp. 25-29
Persistent link: https://www.econbiz.de/10001946348
Cover Image
Factor copula model for portfolio credit risk
Kim, Sung Ik; Kim, Young Shin - In: International journal of theoretical and applied finance 24 (2021) 4, pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Cover Image
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang; Kim, Young Shin - In: International journal of theoretical and applied finance 24 (2021) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10012652709