| 488
result(s) -
Result(s) 401 to
410 |
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| 401. | 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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| 402. | Stochastic Dominance Approach to Spanning: With an Application to the January Effect
Publishing author: POST Thierry
Co-author(s):
Working paper (2003 - Erasmus Research Institute of Management ) - English
Online since 2003.02.10 at 15:06:45 -
68 download(s) - 1
rating(s)
- Average rating (/5): 5
Abstract | Download (.pdf - 98 KB) - Zip version (82 KB) |
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| 403. | Optimal portfolio choice under loss aversion
Publishing author: POST Thierry
Co-author(s): BERKELAAR Arjan / KOUWENBERG Roy
Working paper (2003 - Tinbergen Institute) - English
Online since 2003.02.10 at 15:03:22 -
347 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 1098 KB) - Zip version (322 KB) |
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| 404. | Optimal Convergence Trading
Publishing author: KARGUINE Vladislav
Co-author(s):
Working paper (2003 - Cornerstone Research) - English
Online since 2003.02.10 at 15:00:00 -
136 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 370 KB) - Zip version (324 KB) |
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| 405. | Risk Aversion and Skewness Preference
Publishing author: POST Thierry
Co-author(s): VAN VLIET Pim
Working paper (2003 - Erasmus Research Institute of Management ) - English
Online since 2003.02.10 at 14:56:58 -
196 download(s) - 1
rating(s)
- Average rating (/5): 5
Abstract | Download (.pdf - 129 KB) - Zip version (110 KB) |
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| 406. | L'analyse de performance dans la gestion alternative & la contribution des méthodes quantitatives : Cas du Hedge Fund "Dexia Money + Risk Arbitrage"
(Alternative investment performance analysis & contribution of quantitative methods: case study of the Hedge Fund "Dexia Money + Risk Arbitrage")
Publishing author: BOUMLOUKA Makrem
Co-author(s):
Master's thesis (2002 - CERAM Sophia Antipolis) - French
Online since 2003.02.06 at 15:49:46 -
1226 download(s) - 11
rating(s)
- Average rating (/5): 3
Abstract (Abstract in English) | Download (.zip - 2370 KB) - Zip version (2370 KB) |
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| 407. | IGARCH models and structural breaks
Publishing author: CAPORALE Guglielmo Maria
Co-author(s): PITTIS Nikitas / SPAGNOLO Nicola
Working paper (2002) - English
Online since 2003.02.06 at 11:14:02 -
105 download(s) - 2
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 203 KB) - Zip version (188 KB) |
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| 408. | Long range dependence in daily stock returns
Publishing author: CAPORALE Guglielmo Maria
Co-author(s): GIL-ALANA Luis Alberiko
Working paper (2002) - English
Online since 2003.02.06 at 10:23:45 -
150 download(s) - 2
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 107 KB) - Zip version (85 KB) |
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| 409. | Volatility transmission and financial crises
Publishing author: CAPORALE Guglielmo Maria
Co-author(s): PITTIS Nikitas/ SPAGNOLO Nicola
Working paper (2002) - English
Online since 2003.02.05 at 09:16:51 -
177 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 325 KB) - Zip version (303 KB) |
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| 410. | An extension of the Jarrow-Lando-Turnbull model to random recovery rate
Publishing author: MILLOSSOVICH Pietro
Co-author(s):
Working paper (2002 - Dipartimento di Matematica Applicata, Università di Trieste) - English
Online since 2003.02.04 at 16:02:22 -
72 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 239 KB) - Zip version (210 KB) |
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