| 131. | Hedging Barrier Options: Current Methods and Alternatives
Publishing author: DUPONT Dominique Yves
Co-author(s):
Working paper (2001 - University of Twente) - English
Online since 2003.01.16 at 08:25:58 -
381 download(s) - 1
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Abstract | Download (.pdf - 302 KB) - Zip version (258 KB) |
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| 132. | 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 -
641 download(s) - 5
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Abstract | Download (.pdf - 296 KB) - Zip version (273 KB) |
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| 133. | Efficient asset liability portfolios using mean-ERC and mean-variance analysis
Publishing author: HÜRLIMANN Werner
Co-author(s):
Working paper (2001 - Winterthur Life and Pensions) - English
Online since 2002.11.03 at 10:33:16 -
209 download(s) - 2
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Abstract | Download (.pdf - 104 KB) - Zip version (90 KB) |
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| 134. | Optimal Portfolio Implementation with Transactions Costs and Capital Gains Taxes
Publishing author: LELAND Hayne Ellis
Co-author(s):
Working paper (2000 - Hass School of Business - University of California) - English
Online since 2002.10.22 at 08:15:56 -
221 download(s) - 0
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Abstract | Download (.pdf - 253 KB) - Zip version (223 KB) |
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| 135. | Etude de la diversification d'un portefeuille traditionnel par les fonds de futures
(Diversification brought by managed futures in a traditionnal portfolio)
Publishing author: GUENEE Thibault
Co-author(s):
Master's thesis (2000 - Euro Institut d'Actuariat) - French
Online since 2002.10.09 at 16:14:41 -
538 download(s) - 9
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Abstract (Abstract in English) | Download (.zip - 1248 KB) - Zip version (1248 KB) |
| | 6 download(s) during the current quarter |
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| 136. | EXTRA MILEAGE IN FOREIGN INVESTMENT
Publishing author: MARIAPPAN MUTHU GOPALAKRISHNAN
Co-author(s):
Project paper (2008 - T.john Institute of Management and Science) - English
Online since 2008.04.30 at 12:17:10 -
5 download(s) - 0
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Abstract | Download (.doc - 88 KB) - Zip version (22 KB) |
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| 137. | Exchange Option Presentation
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Presentation (2008 - Actuarial and Financial Mathematics (7 Feb 2008)) - English
Online since 2008.02.04 at 15:10:00 -
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Abstract | Download (.pdf - 168 KB) - Zip version (147 KB) |
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| 138. | The time to shut down
Publishing author: PHAM Thu Phuong
Co-author(s): BUI Anh Tuan
Journal article (2007 - Economics Bulletin) - English
Online since 2007.10.25 at 06:59:50 -
23 download(s) - 1
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Abstract | Download (.pdf - 105 KB) - Zip version (89 KB) |
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| 139. | Portefeuille optimal et marché avec frictions en temps discret
Publishing author: BENCHIMOL Jonathan
Co-author(s): COHEN Ludovic / MEUSBURGER Nicolas
Master's thesis (2004 - EISTI) - French
Online since 2007.10.11 at 01:54:38 -
38 download(s) - 1
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Abstract | Download (.pdf - 739 KB) - Zip version (618 KB) |
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| 140. | Models for Limits to Arbitrage and Herding in Stock Markets
Publishing author: R. Hariharan
Co-author(s): N. J. Rao
Working paper (2003) - English
Online since 2007.09.18 at 15:20:20 -
37 download(s) - 0
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Abstract | Download (.pdf - 136 KB) - Zip version (115 KB) |
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