Narrow search
Showing 50,251 - 50,260 of 727,206
Cover Image
Capital allocation
Cuthbertson, Keith; Nitzsche, Dirk - In: The professional risk managers' guide to finance theory …, (pp. 103-128). 2008
Persistent link: https://www.econbiz.de/10003677820
Cover Image
A Bayesian approach to testing portfolio efficiency
Shanken, Jay - In: Journal of financial economics 19 (1988) 2, pp. 195-215
Persistent link: https://www.econbiz.de/10003678852
Cover Image
Optimality and state pricing in constrained financial markets with recursive utility under continuous and discontinuous information
Schroder, Mark D.; Skiadas, Costis - In: Mathematical finance : an international journal of … 18 (2008) 2, pp. 199-238
Persistent link: https://www.econbiz.de/10003683215
Cover Image
Optimal portfolios with lower partial moment constraints and LPM-risk-optimal martingale measures
Leitner, Johannes - In: Mathematical finance : an international journal of … 18 (2008) 2, pp. 317-331
Persistent link: https://www.econbiz.de/10003683293
Cover Image
The pricing and hedging of barrier options and their applications in finance and life insurance
Suchanecki, Michael - 2008
Persistent link: https://www.econbiz.de/10003685182
Cover Image
Optimal VWAP trading strategy and relative volume
McCulloch, James; Kazakov, Vladimir - 2007
Persistent link: https://www.econbiz.de/10003685190
Cover Image
Pricing under the real-world probability measure for jump-diffusion term structure models
Bruti-Liberati, Nicola; Nikitopoulos, Christina Sklibosios - 2007
Persistent link: https://www.econbiz.de/10003685202
Cover Image
Equilibrium in financial markets with market frictions
Hahn, Guangsug; Won, Dongchul - In: The Korean economic review 23 (2007) 2, pp. 267-302
Persistent link: https://www.econbiz.de/10003727123
Cover Image
Rating migration and asset correlation : structured versus corporate portfolios
Van Landschoot, Astrid; Jobst, Norbert - In: The handbook of structured finance, (pp. 217-238). 2007
Persistent link: https://www.econbiz.de/10003727135
Cover Image
Stock picking via nonsymmetrically pruned binary decision trees
Andriyashin, Anton V. (contributor) - 2008
Stock picking is the field of financial analysis that is of particular interest for many professional investors and researchers. In this study stock picking is implemented via binary classification trees. Optimal tree size is believed to be the crucial factor in forecasting performance of the...
Persistent link: https://www.econbiz.de/10003727376