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Theorie 4 Theory 4 Portfolio selection 2 Portfolio-Management 2 Correlation 1 Credit rating 1 Credit risk 1 Cybernetics 1 Institutional investor 1 Institutioneller Investor 1 Korrelation 1 Kreditrisiko 1 Kreditwürdigkeit 1 Kybernetik 1 Option pricing theory 1 Optionspreistheorie 1 Pension fund 1 Pensionskasse 1

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Article in journal 3 Aufsatz in Zeitschrift 3 Graue Literatur 1 Non-commercial literature 1

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Lagnado, Ronald 7 Delianedis, Gordon 6 Osher, Stanley 3 Brennan, Michael J. 2 Geske, Robert 2 Geske, Robert L. 2 Schwartz, Eduardo S. 2 Geske, Robert Leonard 1 Taleb, Nassim Nicholas 1

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Anderson Graduate School of Management, University of California-Los Angeles (UCLA) 2 Bank of England 1 Society for Computational Economics - SCE 1

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University of California at Los Angeles, Anderson Graduate School of Management 2 Computing in Economics and Finance 1997 1 Journal of Economic Dynamics and Control 1 Journal of economic dynamics & control 1 Risk : managing risk in the world's financial markets 1 The journal of alternative investments : JAI 1 The journal of computational finance 1 The journal of fixed income 1

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ECONIS (ZBW) 6 RePEc 4 OLC EcoSci 2

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RECONCILING DIFFERENCES - How to calibrate an option pricing model to the volatility smile.

Lagnado, Ronald; Osher, Stanley - In: Risk : managing risk in the world's financial markets 10 (1997) 4, pp. 79-83

Persistent link: https://www.econbiz.de/10007070440

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Strategic asset allocation

Brennan, Michael J.; Schwartz, Eduardo S.; Lagnado, Ronald - In: Journal of Economic Dynamics and Control 21 (1997) 8-9, pp. 1377-1403

Persistent link: https://www.econbiz.de/10005229604

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