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Global convertible investing : the Gabelli way
Woodson, Hart - 2002
Persistent link: https://www.econbiz.de/10001664528
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The Nobel-Awarded Black Scholes Model : Key Characteristics and Its Applications to Option Valuation - Ultimate Collapse of LTCM Fund
Rajkowski, Michal - 2012
The aim of this paper is to present different views on Black-Scholes model. The Black-Scholes equation is one of the most significant equations in financial mathematics. It is commonly used to determine price of options. However its applications as well as modifications go far beyond this...
Persistent link: https://www.econbiz.de/10013100468
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Portfolio and welfare consequences of debt market dominance
Stepanchuk, Serhiy; Tsyrennikov, Viktor - In: Journal of monetary economics 74 (2015), pp. 89-101
Persistent link: https://www.econbiz.de/10011381765
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International capital flows, returns and world financial integration
Evans, Martin D. D.; Hnatkovska, Viktoria - In: Journal of international economics 92 (2014) 1, pp. 14-33
Persistent link: https://www.econbiz.de/10010438457
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Evaluating international financial integration in a center-periphery economy
Yu, Changhua - In: Journal of international economics 95 (2015) 1, pp. 129-144
Persistent link: https://www.econbiz.de/10011387620
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International portfolio choice and home bias : the effects of commodity market imperfections
Sercu, Piet (contributor); Uppal, Raman (contributor);  … - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777133
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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1998
Persistent link: https://www.econbiz.de/10000978825
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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1997
Persistent link: https://www.econbiz.de/10000969024
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Menschliches Verhalten, Kapitalmarktanomalien und ihre Ausnutzung durch kombinierte Momentum- und Trendfolgestrategien : eine empirische Analyse am internationalen Aktienmarkt
Kurz, Christian - 2017
Die vorliegende Forschungsarbeit widmet sich der Thematik verhaltensorientierter Handelsstrategien zur Erzielung von Überrenditen am internationalen Aktienmarkt. Marktanomalien, die nicht im Einklang mit der neoklassischen Kapitalmarkttheorie stehen, bilden den primären Ansatzpunkt...
Persistent link: https://www.econbiz.de/10011663583
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Strategic Asset Allocation in Stochastic Environment and Incomplete Markets : Evidence on Horizon and Hedging Effects
Telfah, Ahmad Ali - 2012
shows that inflation plays a significant role in forming investors' hedging demand through the correlation structure between … rather than the hedging demand. Empirically, the paper calibrates the optimal portfolio choice for different classes of …
Persistent link: https://www.econbiz.de/10013106258