Narrow search
Showing 1 - 10 of 28,287
Cover Image
A Mathematical and Empirical Analysis of Rebalancing Alpha
Qian, Edward E. - 2015
Rebalancing alpha is the excess return of a fixed-weight portfolio, which is regularly rebalanced, over its buy-and-hold counterpart. Two kinds of effects, both results of portfolio rebalancing, contribute to rebalancing alpha. The first is a volatility effect that arises from randomness of...
Persistent link: https://www.econbiz.de/10013031203
Cover Image
The truncated multivariate normal distribution in finance and econometrics
Wilhelm, Stefan - 2014
Persistent link: https://www.econbiz.de/10010438565
Cover Image
Store performance optimization : demand and supply side implications
Mohr, Stefan - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001658278
Cover Image
Context effects as customer reaction on delisting of brands
Wiebach, Nicole; Hildebrandt, Lutz - 2010
resulting behavior are discussed. Various conditions are tested by taking into account context theory. The results reveal that …
Persistent link: https://www.econbiz.de/10008749823
Cover Image
Sortimentsdiversifikation aus Konsumentensicht : ein Erklärungsansatz zur Nutzungsabsicht neuer Angebotsbündel und empirische Befunde zu einem Pressesortiment bei Lebensmittel-Disc...
Schmitz, Gertrud - In: Theoretische Fundierung und praktische Relevanz der …, (pp. 193-215). 2007
Persistent link: https://www.econbiz.de/10003468153
Cover Image
Stochastic implied volatility : a factor-based model
Hafner, Reinhold - 2004
volatility derivatives. In the first part, the book develops a unifying theory for the analysis of contingent claims under both …
Persistent link: https://www.econbiz.de/10002063039
Cover Image
Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias - 2002
Persistent link: https://www.econbiz.de/10001607573
Cover Image
Testing the diffusion coefficient
Kleinow, Torsten - 2002
Persistent link: https://www.econbiz.de/10001684924
Cover Image
Completing input-output tables using partial information, with an application to Canadian data
Gilchrist, Donald A.; Saint Louis, Larry V. - In: Economic systems research : journal of the … 11 (1999) 2, pp. 185-193
Persistent link: https://www.econbiz.de/10001433134
Cover Image
Assets, beliefs, and equilibria in economic dynamics : essays in honor of Mordecai Kurz ; [presented in a special symposium co-hosted by the Stanford University Department of Econo...
Aliprantis, Charalambos D. (ed.); Kurz, Mordecai (honouree) - 2004
Persistent link: https://www.econbiz.de/10001782373