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Boyle, Phelim P.
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ASTIN BULLETIN - Vol.33 - No.2 - 2003; 125-152
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81
PORTFOLIO MANAGEMENT WITH CONSTRAINTS
Boyle, Phelim
;
Tian, Weidong
- In:
Mathematical finance : an international journal of …
17
(
2007
)
3
,
pp. 319-344
Persistent link: https://www.econbiz.de/10008221750
Saved in:
82
Prices and sensitivities of Asian options: A survey
Boyle, Phelim
;
Potapchik, Alexander
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10007905832
Saved in:
83
Robust Stochastic Discount Factors
Boyle, Phelim
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2013
)
3
,
pp. 1077-1076
Persistent link: https://www.econbiz.de/10010113790
Saved in:
84
Designing a Countercyclical Insurance Program for Systemic Risk
Boyle, Phelim
;
Kim, Joseph H. T.
- In:
The journal of risk and insurance : the journal of the …
79
(
2012
)
4
,
pp. 963-993
Persistent link: https://www.econbiz.de/10010045375
Saved in:
85
Market risk: Risk and probability measures - VAR and alternative risk measures are evaluated using objective and subjective probability measures
Boyle, Phelim
;
Siu, Talk Kuen
;
Yang, Hailiang
- In:
Risk : managing risk in the world's financial markets
15
(
2002
)
7
,
pp. 53-58
Persistent link: https://www.econbiz.de/10007036013
Saved in:
86
Robust Stochastic Discount Factors
Boyle, Phelim
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1077-1122
Persistent link: https://www.econbiz.de/10008055483
Saved in:
87
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification
Boyle, Phelim
;
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
- In:
Management science : journal of the Institute for …
58
(
2012
)
2
,
pp. 253-273
Persistent link: https://www.econbiz.de/10009833252
Saved in:
88
Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole
;
Boyle, Phelim
- In:
The European journal of finance
17
(
2011
)
3
,
pp. 169-197
Persistent link: https://www.econbiz.de/10008881322
Saved in:
89
Prices and sensitivities of Asian options: A survey
Boyle, Phelim
;
Potapchik, Alexander
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 189-212
Persistent link: https://www.econbiz.de/10008886702
Saved in:
90
Computation of optimal portfolios using simulation-based dimension reduction
Boyle, Phelim
;
Imai, Junichi
;
Tan, Ken Seng
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 327-339
Persistent link: https://www.econbiz.de/10008893162
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