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Valuation of variance forecasts with simulated option markets
Engle, Robert F.; Hong, Che-hsiung T.; Kane, Alex - 1990
Persistent link: https://www.econbiz.de/10000790825
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The valuation of security analysis
Kane, Alex; Marcus, Alan J. - 1986
Persistent link: https://www.econbiz.de/10000712444
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The delivery of market timing services : newsletters versus market timing funds
Kane, Alex - In: Journal of financial intermediation 1 (1990) 2, pp. 150-166
Persistent link: https://www.econbiz.de/10001102551
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Investments
Bodie, Zvi; Kane, Alex; Marcus, Alan J. - 1996 - 3. ed
Persistent link: https://www.econbiz.de/10000926340
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A linear programming model for selection of sparse high-dimensional multiperiod portfolios
Pun, Chi Seng; Wong, Hoi Ying - In: European journal of operational research : EJOR 273 (2019) 2, pp. 754-771
Persistent link: https://www.econbiz.de/10011987586
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Essentials of investments
Bodie, Zvi; Kane, Alex; Marcus, Alan J. - 2017 - Tenth edition
Persistent link: https://www.econbiz.de/10011550712
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Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin; Wong, Hoi Ying - In: Insurance / Mathematics & economics 90 (2020), pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
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Robust dynamic pairs trading with cointegration
Chiu, Mei Choi; Wong, Hoi Ying - In: Operations research letters 46 (2018) 2, pp. 225-232
Persistent link: https://www.econbiz.de/10011824890
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Optimal investment for insurers with correlation risk : risk aversion and investment horizon
Chiu, Mei Choi; Wong, Hoi Ying - In: IMA journal of management mathematics 29 (2018) 2, pp. 207-227
Persistent link: https://www.econbiz.de/10011888612
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Essentials of investments
Bodie, Zvi; Kane, Alex; Marcus, Alan J. - 2019 - Eleventh edition, international student edition
Persistent link: https://www.econbiz.de/10011960209