Narrow search
Showing 1 - 8 of 8
Cover Image
Equilibrium with new investment opportunities
Wang, Tan - In: Journal of economic dynamics & control 25 (2001) 11, pp. 1751-1773
Persistent link: https://www.econbiz.de/10001599255
Cover Image
Implications of the Sharpe ratio as a performance measure in multi-period settings
Cvitanić, Jakša; Lazrak, Ali; Wang, Tan - In: Journal of economic dynamics & control 32 (2008) 5, pp. 1622-1649
Persistent link: https://www.econbiz.de/10003732541
Cover Image
Applications of randomized low discrepancy sequences to the valuation of complex securities
Tan, Ken Seng; Boyle, Phelim P. - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1747-1782
Persistent link: https://www.econbiz.de/10001508772
Cover Image
Monte Carlo methods for security pricing
Boyle, Phelim P. - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1267-1321
Persistent link: https://www.econbiz.de/10001222048
Cover Image
Implications of the Sharpe ratio as a performance measure in multi-period settings
Cvitanić, Jakša; Lazrak, Ali; Wang, Tan - In: Journal of economic dynamics & control 32 (2008) 5, pp. 1622-1649
Persistent link: https://www.econbiz.de/10007995563
Cover Image
Equilibrium with new investment opportunities
Wang, Tan - In: Journal of economic dynamics & control 25 (2001) 11, pp. 1751-1774
Persistent link: https://www.econbiz.de/10006773547
Cover Image
Implications of the Sharpe ratio as a performance measure in multi-period settings
Cvitanić, Jakša; Lazrak, Ali; Wang, Tan - In: Journal of economic dynamics & control 32 (2008) 5, pp. 1622-1650
Persistent link: https://www.econbiz.de/10008883615
Cover Image
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Bhamra, Harjoat Singh; Uppal, Raman - In: Journal of economic dynamics & control 30 (2006) 6, pp. 967-991
Persistent link: https://www.econbiz.de/10003327662