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Tijdschrift beschrijving
Alle jaargangen van het bijbehorende tijdschrift
Alle afleveringen van het bijbehorende jaargang
Alle artikelen van de bijbehorende aflevering
16 gevonden resultaten
| nr | titel | auteur | tijdschrift | jaar | jaarg. | afl. | pagina('s) | type |
| 1 | A dynamic model of active portfolio management with benchmark orientation |
Zhao, Yonggan |
2007 |
31 | 11 |
p. 3336-3356 21 p. |
artikel |
|
| 2 | A model for tax advantages of portfolios with many assets |
Birge, John R. |
2007 |
31 | 11 |
p. 3269-3290 22 p. |
artikel |
|
| 3 | A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model |
Ballestra, Luca Vincenzo |
2007 |
31 | 11 |
p. 3420-3437 18 p. |
artikel |
|
| 4 | Conditions on option prices for absence of arbitrage and exact calibration |
Cousot, Laurent |
2007 |
31 | 11 |
p. 3377-3397 21 p. |
artikel |
|
| 5 | Covariance complexity and rates of return on assets |
MacLean, Leonard C. |
2007 |
31 | 11 |
p. 3503-3523 21 p. |
artikel |
|
| 6 | Discrete hedging of American-type options using local risk minimization |
Coleman, Thomas F. |
2007 |
31 | 11 |
p. 3398-3419 22 p. |
artikel |
|
| 7 | Editorial Board |
2007 |
31 | 11 |
p. IFC- 1 p. |
artikel |
||
| 8 | Equilibrium with investors using a diversity of deviation measures |
Rockafellar, R. Tyrrell |
2007 |
31 | 11 |
p. 3251-3268 18 p. |
artikel |
|
| 9 | Financial prediction with constrained tail risk |
Trindade, A. Alexandre |
2007 |
31 | 11 |
p. 3524-3538 15 p. |
artikel |
|
| 10 | Fundamental indexation via smoothed cap weights |
Chen, Chen |
2007 |
31 | 11 |
p. 3486-3502 17 p. |
artikel |
|
| 11 | Generalized DEA model of fundamental analysis and its application to portfolio optimization |
Edirisinghe, N.C.P. |
2007 |
31 | 11 |
p. 3311-3335 25 p. |
artikel |
|
| 12 | Incentives and risk taking in hedge funds |
Kouwenberg, Roy |
2007 |
31 | 11 |
p. 3291-3310 20 p. |
artikel |
|
| 13 | [No title] |
AitSahlia, Farid |
2007 |
31 | 11 |
p. v-vi nvt p. |
artikel |
|
| 14 | Pricing exotic options with L-stable Padé schemes |
Khaliq, A.Q.M. |
2007 |
31 | 11 |
p. 3438-3461 24 p. |
artikel |
|
| 15 | Spot and derivative pricing in the EEX power market |
Bierbrauer, Michael |
2007 |
31 | 11 |
p. 3462-3485 24 p. |
artikel |
|
| 16 | Valuation of synthetic CDOs |
Iscoe, Ian |
2007 |
31 | 11 |
p. 3357-3376 20 p. |
artikel |
16 gevonden resultaten