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Asset allocation with time var...
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Theorie
74
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Yang, Hailiang
124
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120
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15
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13
Gerber, Hans U.
13
Tan, Ken Seng
11
Zhang, Lihong
9
Chen, Ping
8
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8
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8
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8
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8
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7
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6
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6
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6
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5
Park, Hun Y.
5
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5
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5
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5
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5
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4
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4
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4
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4
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4
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3
Elliott, Robert J.
3
Guo, Danqiao
3
Ma, Chenghu
3
Meng, Hui
3
TAN, KEN SENG
3
Tian, Yisong Sam
3
Wei, Jiaqin
3
Weng, Chengguo
3
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3
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3
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2
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Insurance / Mathematics & economics
39
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24
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8
European journal of operational research : EJOR
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
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An integrated risk management method : VaR approach
Yang, Hailiang
- In:
Multinational finance journal : MF ; quarterly …
4
(
2000
)
3/4
,
pp. 201-219
Persistent link: https://www.econbiz.de/10001636382
Saved in:
2
Introduction: The interplay between finance and actuarial science
Yang, Hailiang
- In:
Risk and decision analysis
3
(
2012
)
1/2
,
pp. 1
Persistent link: https://www.econbiz.de/10009657225
Saved in:
3
A lattice framework for option pricing with two state variables
Boyle, Phelim P.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10001047159
Saved in:
4
Options : a Monte Carlo approach
Boyle, Phelim P.
- In:
Journal of financial economics
4
(
1977
)
3
,
pp. 323-332
Persistent link: https://www.econbiz.de/10002017375
Saved in:
5
Rates of return as random variables
Boyle, Phelim P.
- In:
The journal of risk and insurance : the journal of the …
43
(
1976
)
4
,
pp. 693-713
Persistent link: https://www.econbiz.de/10002017381
Saved in:
6
Recent models of the term structure of interest rates with actuarial applications
Boyle, Phelim P.
- In:
Transactions of the International Congress of Actuaries
21
(
1980
)
4
,
pp. 95-104
Persistent link: https://www.econbiz.de/10002017386
Saved in:
7
The quality option and timing option in futures contracts
Boyle, Phelim P.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 101-113
Persistent link: https://www.econbiz.de/10001063255
Saved in:
8
Prices instead of yields to model the term structure
Boyle, Phelim P.
- In:
Finance : revue de l'Association Française de Finance
6
(
1985
)
2
,
pp. 217-229
Persistent link: https://www.econbiz.de/10001022637
Saved in:
9
Risk-based capital for financial institutions
Boyle, Phelim P.
- In:
Financial risk in insurance
,
(pp. 47-61)
.
1995
Persistent link: https://www.econbiz.de/10001288425
Saved in:
10
Options: a Monte Carlo approach
Boyle, Phelim P.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 233-248)
.
1999
Persistent link: https://www.econbiz.de/10001772457
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