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340 result(s) - Result(s) 251 to 260

 
251. 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 - 181 download(s) - 1 rating(s) - Average rating (/5): 5
Abstract | Download (.pdf - 1038 KB) - Zip version (588 KB)

 
252. 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 - 241 download(s) - 3 rating(s) - Average rating (/5): 3
Abstract | Download (.pdf - 220 KB) - Zip version (178 KB)

 
253. 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 - 243 download(s) - 4 rating(s) - Average rating (/5): 4
Abstract | Download (.pdf - 42 KB) - Zip version (32 KB)

 
254. Estimating and Predicting Multivariate Volatility Thresholds in Global Stock Markets
Publishing author: AUDRINO Francesco 
Co-author(s): TROJANI Fabio
Working paper (2003) - English
Online since 2003.02.13 at 14:46:51 - 173 download(s) - 3 rating(s) - Average rating (/5): 4
Abstract | Download (.pdf - 613 KB) - Zip version (534 KB)

 
255. Synchronizing Multivariate Financial Time Series
Publishing author: AUDRINO Francesco 
Co-author(s): BUHLMANN Peter
Working paper (2001) - English
Online since 2003.02.13 at 14:45:03 - 129 download(s) - 3 rating(s) - Average rating (/5): 3
Abstract | Download (.pdf - 451 KB) - Zip version (376 KB)

 
256. Local Likelihood for non-parametric ARCH(1) Models
Publishing author: AUDRINO Francesco 
Co-author(s): 
Working paper (2002) - English
Online since 2003.02.13 at 14:42:45 - 54 download(s) - 0 rating(s) - Average rating (/5): 
Abstract | Download (.pdf - 357 KB) - Zip version (308 KB)

 
257. A multivariate FGD technique to improve VaR computation in equity markets
Publishing author: AUDRINO Francesco 
Co-author(s): BARONE-ADESI Giovanni
Working paper (2002) - English
Online since 2003.02.13 at 14:39:48 - 121 download(s) - 0 rating(s) - Average rating (/5): 
Abstract | Download (.pdf - 416 KB) - Zip version (356 KB)

 
258. Options Prices with Uncertain Fundamentals: Theory and Evidence on the Dynamics of Implied Volatilities
Publishing author: DAVID Alexander 
Co-author(s): VERONESI Pietro
Working paper (2002 - Olin School of Business - Washington University in St. Louis) - English
Online since 2003.02.12 at 01:52:41 - 387 download(s) - 3 rating(s) - Average rating (/5): 4
Abstract | Download (.pdf - 706 KB) - Zip version (536 KB)

 
259. Empirical Tests for Stochastic Dominance Efficiency
Publishing author: POST Thierry 
Co-author(s): 
Journal article (2003 - Journal of Finance) - English
Online since 2003.02.10 at 15:29:51 - 152 download(s) - 7 rating(s) - Average rating (/5): 4
Abstract | Download (.pdf - 161 KB) - Zip version (139 KB)

 
260. Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs
Publishing author: POST Thierry 
Co-author(s): LEVY Haim
Working paper (2002 - Erasmus Research Institute of Management ) - English
Online since 2003.02.10 at 15:09:40 - 244 download(s) - 3 rating(s) - Average rating (/5): 5
Abstract | Download (.pdf - 222 KB) - Zip version (194 KB)

 

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