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Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
8 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | DISTRIBUTION-INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY |
Weber, Stefan |
2006 |
16 | 2 |
p. 419-441 |
article |
|
| 2 | MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS |
Muthuraman, Kumar |
2006 |
16 | 2 |
p. 301-335 |
article |
|
| 3 | NONPARAMETRIC KERNEL-BASED SEQUENTIAL INVESTMENT STRATEGIES |
Györfi, László |
2006 |
16 | 2 |
p. 337-357 |
article |
|
| 4 | OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS |
İlhan, Aytaç |
2006 |
16 | 2 |
p. 359-385 |
article |
|
| 5 | PORTFOLIO INSURANCE AND VOLATILITY REGIME SWITCHING |
Vanden, Joel M. |
2006 |
16 | 2 |
p. 387-417 |
article |
|
| 6 | PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS |
Lakner, Peter |
2006 |
16 | 2 |
p. 283-299 |
article |
|
| 7 | PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY |
Linetsky, Vadim |
2006 |
16 | 2 |
p. 255-282 |
article |
|
| 8 | VALUATION OF FLOATING RANGE NOTES IN LÉVY TERM-STRUCTURE MODELS |
Eberlein, Ernst |
2006 |
16 | 2 |
p. 237-254 |
article |
8 results found