Narrow search
Showing 1 - 10 of 272
Cover Image
Pricing discrete double barrier options with a numerical method
Rostan, Pierre; Rostan, Alexandra; Racicot, François-Éric - In: The journal of asset management 16 (2015) 4, pp. 243-271
Persistent link: https://www.econbiz.de/10011413369
Cover Image
Expected utility and the non-normal returns of common portfolio rebalancing strategies
JOnes, Samuel Kyle; Stine, Joe Bert - In: The journal of asset management 10 (2009/10) 6, pp. 406-419
Persistent link: https://www.econbiz.de/10003924926
Cover Image
Optimisation in the presence of tail-dependence and tail risk: a heuristic approach for strategic asset allocation
Natale, Francesco Paolo - In: The journal of asset management 8 (2007/08) 6, pp. 374-400
Persistent link: https://www.econbiz.de/10003632526
Cover Image
Performance expectations of basic options strategies may be different than you think
Clark, Steven P.; Dickson, Mike - In: The journal of asset management 20 (2019) 2, pp. 91-102
Persistent link: https://www.econbiz.de/10012059761
Cover Image
Pricing options of security portfolio in cyclical economic environment
Mao, Hong; Wen, Zhongkai - In: The journal of asset management 20 (2019) 5, pp. 384-394
Persistent link: https://www.econbiz.de/10012117594
Cover Image
Sector-specific optimum asset allocation : an example for non-life insurers
Curtillet, Jean-Christophe; Dieudonné, Mathieu - In: The journal of asset management 7 (2007) 6, pp. 404-411
Persistent link: https://www.econbiz.de/10003439382
Cover Image
Managing ambiguity in asset allocation
Kaya, Hakan - In: The journal of asset management 18 (2017) 3, pp. 163-187
Persistent link: https://www.econbiz.de/10011704212
Cover Image
The value of stop-loss, stop-gain strategies in dynamic asset allocation
Shelton, Austin - In: The journal of asset management 18 (2017) 2, pp. 124-143
Persistent link: https://www.econbiz.de/10011695004
Cover Image
Correlation surprise
Kinlaw, Will; Turkington, David - In: The journal of asset management 14 (2013) 6, pp. 385-399
Persistent link: https://www.econbiz.de/10010258478
Cover Image
Russian-doll risk models
Kakushadze, Zura - In: The journal of asset management 16 (2015) 3, pp. 170-185
Persistent link: https://www.econbiz.de/10011413287