| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A conditional-SGT-VaR approach with alternative GARCH models
|
Bali, Turan G.
|
|
2006
|
151 |
1 |
p. 241-267
|
article
|
| 2 |
Adapting support vector machine methods for horserace odds prediction
|
Edelman, David
|
|
2006
|
151 |
1 |
p. 325-336
|
article
|
| 3 |
A portfolio-based evaluation of affine term structure models
|
Beltratti, Andrea
|
|
2006
|
151 |
1 |
p. 193-222
|
article
|
| 4 |
Bounds for in-progress floating-strike Asian options using symmetry
|
Henderson, Vicky
|
|
2006
|
151 |
1 |
p. 81-98
|
article
|
| 5 |
Estimating parameters in diffusion processes using an approximate maximum likelihood approach
|
Lindström, Erik
|
|
2006
|
151 |
1 |
p. 269-288
|
article
|
| 6 |
Incomplete information equilibria: Separation theorems and other myths
|
Feldman, David
|
|
2006
|
151 |
1 |
p. 119-149
|
article
|
| 7 |
Interest rate options valuation under incomplete information
|
Mellios, Constantin
|
|
2006
|
151 |
1 |
p. 99-117
|
article
|
| 8 |
Macaulay durations for nonparallel shifts
|
Zheng, Harry
|
|
2006
|
151 |
1 |
p. 179-191
|
article
|
| 9 |
Model combination for credit risk assessment: A stacked generalization approach
|
Doumpos, Michael
|
|
2006
|
151 |
1 |
p. 289-306
|
article
|
| 10 |
Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions
|
Bali, Turan G.
|
|
2006
|
151 |
1 |
p. 151-178
|
article
|
| 11 |
Portfolio selection with probabilistic utility
|
Marschinski, Robert
|
|
2006
|
151 |
1 |
p. 223-239
|
article
|
| 12 |
Preemptive patenting under uncertainty and asymmetric information
|
Hsu, Yao-Wen
|
|
2006
|
151 |
1 |
p. 5-28
|
article
|
| 13 |
Preface
|
Vladimirou, Hercules
|
|
2006
|
151 |
1 |
p. 1-4
|
article
|
| 14 |
Real R&D options with time-to-learn and learning-by-doing
|
Koussis, Nicos
|
|
2006
|
151 |
1 |
p. 29-55
|
article
|
| 15 |
Return distributions of strategic growth options
|
Haanappel, Hans
|
|
2006
|
151 |
1 |
p. 57-80
|
article
|
| 16 |
The effect of depreciation allowances on the timing of investment and government tax revenue
|
Arkin, Vadim I.
|
|
2006
|
151 |
1 |
p. 307-323
|
article
|
Journal description