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result(s) -
Result(s) 1 to
9 |
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| 1. | An Improved Estimator for Black-Scholes-Merton Implied Volatility
Publishing author: HALLERBACH Winfried George
Co-author(s):
Working paper (2004 - Erasmus Research Institute of Management) - English
Online since 2004.07.06 at 14:43:48 -
135 download(s) - 1
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 214 KB) - Zip version (202 KB) |
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| 2. | Hedging: A Bird's Eye Perspective
Publishing author: HALLERBACH Winfried George
Co-author(s):
Journal article (2004 - FSR Forum) - English
Online since 2004.05.28 at 12:54:01 -
309 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 131 KB) - Zip version (122 KB) |
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| 3. | Duration & Dimension
Publishing author: HALLERBACH Winfried George
Co-author(s):
Working paper (2003 - Erasmus University Rotterdam) - English
Online since 2003.02.25 at 15:39:57 -
247 download(s) - 4
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 42 KB) - Zip version (32 KB) |
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| 4. | Holding Period Return-Risk Modeling: The Importance of Dividends
Publishing author: HALLERBACH Winfried George
Co-author(s):
Working paper (2003 - Erasmus Research Institute of Management) - English
Online since 2003.09.16 at 13:57:25 -
175 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 95 KB) - Zip version (77 KB) |
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| 5. | Holding Period Return-Risk Modeling: Ambiguity in Estimation
Publishing author: HALLERBACH Winfried George
Co-author(s):
Working paper (2003 - Erasmus Research Institute of Management) - English
Online since 2003.09.16 at 13:55:44 -
119 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 86 KB) - Zip version (71 KB) |
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| 6. | A Framework for Managing a Portfolio of Socially Responsible Investments
Publishing author: HALLERBACH Winfried George
Co-author(s): NING Haikun / SOPPE Aloy / SPRONK Jaap
Working paper (2002 - Erasmus Research Institute of Management) - English
Online since 2003.02.25 at 15:59:11 -
189 download(s) - 1
rating(s)
- Average rating (/5): 5
Abstract | Download (.pdf - 1038 KB) - Zip version (588 KB) |
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| 7. | Decomposing Portfolio Value-at-Risk: A General Analysis
Publishing author: HALLERBACH Winfried George
Co-author(s):
Working paper (2002 - Erasmus University Rotterdam) - English
Online since 2002.11.12 at 13:12:28 -
662 download(s) - 5
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 296 KB) - Zip version (273 KB) |
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| 8. | Capital Allocation, Portfolio Enhancement, and Performance Measurement; A Unified Approach
Publishing author: HALLERBACH Winfried George
Co-author(s):
Working paper (2001 - Erasmus University Rotterdam) - English
Online since 2002.11.12 at 13:06:45 -
355 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 232 KB) - Zip version (213 KB) |
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| 9. | Upgrading Value-at-Risk From Diagnostic Metric to Decision Variable: A Wise Thing To Do?
Publishing author: HALLERBACH Winfried George
Co-author(s): GfinanceVELD Henk
Working paper (2000 - Erasmus University Rotterdam) - English
Online since 2003.02.25 at 15:51:45 -
246 download(s) - 3
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 220 KB) - Zip version (178 KB) |
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