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A Simulation of Economic Effec...
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ECONIS (ZBW)
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BASE
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EconStor
1
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131
Derivative portfolio hedging based on CVaR
Alexander, Siddharth
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Risk measures for the 21st century
,
(pp. 339-363)
.
2004
Persistent link: https://www.econbiz.de/10002081633
Saved in:
132
Residential investment and interest rates : an empirical test of land development as a real option
Capozza, Dennis R.
;
Li, Yuming
- In:
Real estate economics : journal of the American Real …
29
(
2001
)
3
,
pp. 503-519
Persistent link: https://www.econbiz.de/10001715349
Saved in:
133
Reconstructing the unknown local volatility function
Coleman, Thomas F.
;
Li, Yuying
;
Verma, Arun
- In:
The journal of computational finance
2
(
1999
)
3
,
pp. 77-102
Persistent link: https://www.econbiz.de/10001638601
Saved in:
134
The wealth-consumption ratio and the consumption-habit ratio
Li, Yuming
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
2
,
pp. 226-241
Persistent link: https://www.econbiz.de/10002781729
Saved in:
135
Heterogeneity, profitability and autocorrelations
He, Xue-zhong
;
Li, Youwei
-
2005
Persistent link: https://www.econbiz.de/10002721594
Saved in:
136
Long memory, heterogeneity and trend chasing
He, Xue-zhong
;
Li, Youwei
-
2005
Persistent link: https://www.econbiz.de/10002721654
Saved in:
137
Grain marketing in Hopei Province : an interim report
Li, Y.
;
Tayler, John B.
-
1933
Persistent link: https://www.econbiz.de/10002373495
Saved in:
138
Consumption habit and international stock returns
Li, Yuming
;
Zhong, Maosen
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 579-601
Persistent link: https://www.econbiz.de/10002516925
Saved in:
139
Expected returns and habit persistence
Li, Yuming
- In:
The review of financial studies
14
(
2001
)
3
,
pp. 861-899
Persistent link: https://www.econbiz.de/10001602981
Saved in:
140
A Newton method for American option pricing
Coleman, Thomas F.
;
Li, Yuying
;
Verma, Arun
- In:
The journal of computational finance
5
(
2002
)
3
,
pp. 51-78
Persistent link: https://www.econbiz.de/10001695279
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