nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A comparative study of portfolio insurance
|
Basak, Suleyman |
|
2002 |
26 |
7-8 |
p. 1217-1241 25 p. |
artikel |
2 |
A correlation pricing formula
|
Luenberger, David G. |
|
2002 |
26 |
7-8 |
p. 1113-1126 14 p. |
artikel |
3 |
A direct test for the mean variance efficiency of a portfolio
|
Basak, Gopal |
|
2002 |
26 |
7-8 |
p. 1195-1215 21 p. |
artikel |
4 |
An exploration of the effects of pessimism and doubt on asset returns
|
Abel, Andrew B. |
|
2002 |
26 |
7-8 |
p. 1075-1092 18 p. |
artikel |
5 |
Bank capital regulation with random audits
|
Bhattacharya, Sudipto |
|
2002 |
26 |
7-8 |
p. 1301-1321 21 p. |
artikel |
6 |
Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics?
|
Hodrick, Robert |
|
2002 |
26 |
7-8 |
p. 1275-1299 25 p. |
artikel |
7 |
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis
|
Alexander, Gordon J. |
|
2002 |
26 |
7-8 |
p. 1159-1193 35 p. |
artikel |
8 |
Finance
|
Mehra, Rajnish |
|
2002 |
26 |
7-8 |
p. 1069-1074 6 p. |
artikel |
9 |
Prices as factors: Approximate aggregation with incomplete markets
|
Telmer, Chris I. |
|
2002 |
26 |
7-8 |
p. 1127-1157 31 p. |
artikel |
10 |
Short rate nonlinearities and regime switches
|
Ang, Andrew |
|
2002 |
26 |
7-8 |
p. 1243-1274 32 p. |
artikel |
11 |
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs
|
Constantinides, George M. |
|
2002 |
26 |
7-8 |
p. 1323-1352 30 p. |
artikel |
12 |
The CAPM in thin experimental financial markets
|
Bossaerts, Peter |
|
2002 |
26 |
7-8 |
p. 1093-1112 20 p. |
artikel |