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~subject:"Capital income"
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Capital income
Theorie
115
Theory
115
Portfolio selection
43
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43
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34
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33
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30
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22
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Vanduffel, Steven
7
Bernard, Carole
3
Boudt, Kris
2
Chernih, Andrew
2
Schoutens, Wim
2
Ye, Jiang
2
Algaba, Andres
1
Cui, Zhenyu
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ECONIS (ZBW)
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A note on the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven
;
Chernih, Andrew
;
Maj, Matheusz
; …
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 315-330
Persistent link: https://www.econbiz.de/10003916188
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2
On the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven
;
Chernih, Andrew
;
Schoutens, Wim
-
2007
Persistent link: https://www.econbiz.de/10003613733
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3
Impact of flexible periodic premiums on variable annuity guarantees
Bernard, Carole
;
Cui, Zhenyu
;
Vanduffel, Steven
- In:
North American actuarial journal
21
(
2017
)
1
,
pp. 63-86
Persistent link: https://www.econbiz.de/10011857977
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4
The variance implied conditional correlation
Algaba, Andres
;
Boudt, Kris
;
Vanduffel, Steven
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
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5
A new efficiency test for ranking investments : application to hedge fund performance
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
Economics letters
181
(
2019
),
pp. 203-207
Persistent link: https://www.econbiz.de/10012121794
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6
Beta-adjusted covariance estimation
Boudt, Kris
;
Dragun, Kirill
;
Sauri, Orimar
;
Vanduffel, …
-
2021
Persistent link: https://www.econbiz.de/10012432948
Saved in:
7
Optimal strategies under Omega ratio
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
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