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Pricing innovations in consumption growth : a re-evaluation of the recursive utility model
Xiao, Yuchao; Faff, Robert W.; Gharghori, Philip; Min, … - In: Journal of banking & finance 37 (2013) 11, pp. 4465-4475
Persistent link: https://www.econbiz.de/10010246994
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Portfolio optimization with stochastic dominance constraints
Dentcheva, Darinka; Ruszczyński, Andrzej P. - In: Journal of banking & finance 30 (2006) 2, pp. 433-451
Persistent link: https://www.econbiz.de/10003291283
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A note on market-neutral portfolio selection
Kwan, Clarence C. Y. - In: Journal of banking & finance 23 (1999) 5, pp. 773-799
Persistent link: https://www.econbiz.de/10001379065
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A note on an interest rate immunization strategy
Okunev, John - In: Journal of banking & finance 16 (1992) 4, pp. 791-797
Persistent link: https://www.econbiz.de/10001126190
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Durations for portfolios of bonds priced on different term structures
Bierwag, Gerald O. - In: Journal of banking & finance 16 (1992) 4, pp. 705-714
Persistent link: https://www.econbiz.de/10001126196
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Interest-rate risk and the pricing of depository financial intermediary common stock : empirical evidence
Yourougou, Pierre - In: Journal of banking & finance 14 (1990) 4, pp. 803-820
Persistent link: https://www.econbiz.de/10001096373
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The identification of stochastic dominance efficient sets by moment combination orderings
Jean, William H. - In: Journal of banking & finance 12 (1988) 2, pp. 243-253
Persistent link: https://www.econbiz.de/10001048589
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Non-marketable assets and households' portfolio choice : a case study of Italy
Giraldi, Claudio - In: Journal of banking & finance 17 (1993) 6, pp. 1171-1190
Persistent link: https://www.econbiz.de/10001156857
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Designing an immunized portfolio : is M-squared the key?
Bierwag, Gerald O. - In: Journal of banking & finance 17 (1993) 6, pp. 1147-1170
Persistent link: https://www.econbiz.de/10001156858
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On flexibility, capital structure and investment decisions for the insured bank
Ritchken, Peter H. (contributor) - In: Journal of banking & finance 17 (1993) 6, pp. 1133-1146
Persistent link: https://www.econbiz.de/10001156859