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Reward-risk portfolio selection and stochastic dominance
De Giorgi, Enrico - In: Journal of banking & finance 29 (2005) 4, pp. 895-926
Persistent link: https://www.econbiz.de/10002600375
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A concave security market line
De Giorgi, Enrico; Post, Thierry; Yalçın, Atakan - In: Journal of banking & finance 106 (2019), pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
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Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco; Fengler, Matthias - In: Journal of banking & finance 61 (2015), pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
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Functional gradient descent for financial time series with an application to the measurement of market risk
Audrino, Francesco; Barone-Adesi, Giovanni - In: Journal of banking & finance 29 (2005) 4, pp. 959-977
Persistent link: https://www.econbiz.de/10002601077
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Sentiment spillover effects for US and European companies
Audrino, Francesco; Tetereva, Anastasija - In: Journal of banking & finance 106 (2019), pp. 542-567
Persistent link: https://www.econbiz.de/10012224348
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Functional gradient descent for financial time series with an application to the measurement of market risk
Audrino, Francesco; Barone-Adesi, Giovanni - In: Journal of banking & finance 29 (2005) 4, pp. 959-978
Persistent link: https://www.econbiz.de/10005879003
Cover Image
Reward-risk portfolio selection and stochastic dominance
De Giorgi, Enrico - In: Journal of banking & finance 29 (2005) 4, pp. 895-926
Persistent link: https://www.econbiz.de/10005879005