|
Tijdschrift beschrijving
Alle jaargangen van het bijbehorende tijdschrift
Alle afleveringen van het bijbehorende jaargang
Alle artikelen van de bijbehorende aflevering
13 gevonden resultaten
| nr | titel | auteur | tijdschrift | jaar | jaarg. | afl. | pagina('s) | type |
| 1 | A learning-to-forecast experiment on the foreign exchange market with a classifier system |
Beltrametti, Luca |
1997 |
21 | 8-9 |
p. 1543-1575 33 p. |
artikel |
|
| 2 | A model for designing callable bonds and its solution using tabu search |
Consiglio, Andrea |
1997 |
21 | 8-9 |
p. 1445-1470 26 p. |
artikel |
|
| 3 | An integrated stock-bond portfolio optimization model |
Konno, Hiroshi |
1997 |
21 | 8-9 |
p. 1427-1444 18 p. |
artikel |
|
| 4 | Introduction |
Zenios, Stavros A. |
1997 |
21 | 8-9 |
p. 1263-1265 3 p. |
artikel |
|
| 5 | Maximum likelihood estimation of the nonlinear rational expectations asset pricing model |
Miranda, Mario J. |
1997 |
21 | 8-9 |
p. 1493-1510 18 p. |
artikel |
|
| 6 | Monte Carlo methods for security pricing |
Boyle, Phelim |
1997 |
21 | 8-9 |
p. 1267-1321 55 p. |
artikel |
|
| 7 | Optimal delta-hedging under transactions costs |
Clewlow, Les |
1997 |
21 | 8-9 |
p. 1353-1376 24 p. |
artikel |
|
| 8 | Order flow and the bid-ask spread: An empirical probability model of screen-based trading |
Bollerslev, Tim |
1997 |
21 | 8-9 |
p. 1471-1491 21 p. |
artikel |
|
| 9 | Precautionary portfolio behavior from a life-cycle perspective |
Bertaut, Carol C. |
1997 |
21 | 8-9 |
p. 1511-1542 32 p. |
artikel |
|
| 10 | Pricing American-style securities using simulation |
Broadie, Mark |
1997 |
21 | 8-9 |
p. 1323-1352 30 p. |
artikel |
|
| 11 | Solving long-term financial planning problems via global optimization |
Maranas, C.D. |
1997 |
21 | 8-9 |
p. 1405-1425 21 p. |
artikel |
|
| 12 | Special issue on computational aspects of complex securities |
1997 |
21 | 8-9 |
p. 1577- 1 p. |
artikel |
||
| 13 | Strategic asset allocation |
Brennan, Michael J. |
1997 |
21 | 8-9 |
p. 1377-1403 27 p. |
artikel |
13 gevonden resultaten