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Optimal portfolios under the threat of a crash
Korn, Ralf; Wilmott, Paul - In: International journal of theoretical and applied finance 5 (2002) 2, pp. 171-187
Persistent link: https://www.econbiz.de/10001662970
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A note on the pricing of index amortising rate swaps in a worst-case scenario
Epstein, D.; Wilmott, Paul - In: International journal of theoretical and applied finance 5 (2002) 5, pp. 447-454
Persistent link: https://www.econbiz.de/10001687123
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A model for market closure and international portfolio management within incomplete information
Bellalah, Mondher; Wu, Zhen - In: International journal of theoretical and applied finance 5 (2002) 5, pp. 479-495
Persistent link: https://www.econbiz.de/10001687132
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American options with regime switching
Buffington, John; Elliott, Robert J. - In: International journal of theoretical and applied finance 5 (2002) 5, pp. 497-514
Persistent link: https://www.econbiz.de/10001687141
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A note on portfolio management under non-Gaussian logreturns
Benth, Fred Espen; Hvistendahl Karlsen, Kenneth; … - In: International journal of theoretical and applied finance 4 (2001) 5, pp. 711-731
Persistent link: https://www.econbiz.de/10001612203
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Coherent risk measures for derivates under Black-Scholes economy
Yang, Hai; Siu, T. K. - In: International journal of theoretical and applied finance 4 (2001) 5, pp. 819-835
Persistent link: https://www.econbiz.de/10001612278
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Minimal cost index tracking under nonlinear transaction costs and minimal transaction unit constraints
Konno, Hiroshi; Wijayanayake, Annista - In: International journal of theoretical and applied finance 4 (2001) 6, pp. 939-957
Persistent link: https://www.econbiz.de/10001632658
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Portfolio optimization of small scale fund using mean-absolute deviation model
Konno, Hiroshi - In: International journal of theoretical and applied finance 6 (2003) 4, pp. 403-418
Persistent link: https://www.econbiz.de/10001779826
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Ambiguity and portfolio inertia
Basili, Marcello; Fontini, Fulvio - In: International journal of theoretical and applied finance 5 (2002) 8, pp. 785-795
Persistent link: https://www.econbiz.de/10001763182
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From rages to riches : on constant proportions investment strategies
Evstigneev, Igor V.; Schenk-Hoppé, Klaus Reiner - In: International journal of theoretical and applied finance 5 (2002) 6, pp. 563-573
Persistent link: https://www.econbiz.de/10001743182