| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A simple model of corporate international investment under incomplete information and taxes
|
Bellalah, Mondher
|
|
2008
|
165 |
1 |
p. 123-143
|
article
|
| 2 |
Asset-liability management for Czech pension funds using stochastic programming
|
Dupačová, Jitka
|
|
2008
|
165 |
1 |
p. 5-28
|
article
|
| 3 |
Moment based approaches to value the risk of contingent claim portfolios
|
Iaquinta, Gaetano
|
|
2008
|
165 |
1 |
p. 97-121
|
article
|
| 4 |
Pooling, pricing and trading of risks
|
Flåm, Sjur Didrik
|
|
2008
|
165 |
1 |
p. 145-160
|
article
|
| 5 |
Preface
|
Bertocchi, Marida
|
|
2008
|
165 |
1 |
p. 1-4
|
article
|
| 6 |
Risk preference modeling with conditional average: an application to portfolio optimization
|
Krzemienowski, Adam
|
|
2008
|
165 |
1 |
p. 67-95
|
article
|
| 7 |
Standardized versus customized portfolio: a compensating variation approach
|
Palma, André de
|
|
2008
|
165 |
1 |
p. 161-185
|
article
|
| 8 |
The Expected loss in the discretization of multistage stochastic programming problems—estimation and convergence rate
|
Šmíd, Martin
|
|
2008
|
165 |
1 |
p. 29-45
|
article
|
| 9 |
Tracking error: a multistage portfolio model
|
Barro, Diana
|
|
2008
|
165 |
1 |
p. 47-66
|
article
|
Journal description