| 201. | SOUTIEN DES COURS ET SOUS-EVALUATION DES INTRODUCTIONS SUR LE NOUVEAU MARCHE
(Underwriter price support and the IPO underpricing in The French New Market)
Publishing author: BEN NACEUR Samy
Co-author(s): GHAZOUANI Samir
Working paper (2003 - ULT and ISCAE) - French
Online since 2003.08.27 at 13:48:39 -
167 download(s) - 1
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Abstract | Download (.doc - 320 KB) - Zip version (57 KB) |
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| 202. | COST OF EQUITY IN THE TUNISIAN BANKING SECTOR : A PANEL DATA EVIDENCE
Publishing author: BEN NACEUR Samy
Co-author(s): GHAZOUANI Samir
Working paper (2003 - ULT and ISCAE) - English
Online since 2003.08.27 at 13:24:21 -
157 download(s) - 4
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Abstract | Download (.doc - 361 KB) - Zip version (88 KB) |
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| 203. | Prospect Theory and the CAPM: A contradiction or coexistence?
Publishing author: DE GIORGI Enrico
Co-author(s): HENS Thorsten / LEVY Haim
Working paper (2003 - Jerusalem School of Business Administration, Hebrew University of Jerusalem AND Institute for Empirical Economic Research, University of Zurich) - English
Online since 2003.06.25 at 10:08:58 -
208 download(s) - 2
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Abstract | Download (.pdf - 287 KB) - Zip version (256 KB) |
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| 204. | Behavioral Finance, verhaltenswissenschaftliche Finanzmarktforschung und Portfoliomanagement
Publishing author: OEHLER Andreas
Co-author(s):
Journal article (2002 - Handbuch des Portfoliomanagement, 2nd ed., Bad Soden 2002) - German
Online since 2003.06.09 at 12:24:06 -
151 download(s) - 0
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Abstract | Download (.pdf - 493 KB) - Zip version (318 KB) |
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| 205. | Prévision de la détresse financière par les algorithmes génétiques et les réseaux de neurones
(Financial distress prediction using neural networks and Genetic algorithm)
Publishing author: ABID Fathi
Co-author(s): ZOUARI Anis
Working paper (2003) - French
Online since 2003.06.06 at 11:44:52 -
301 download(s) - 3
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Abstract (Abstract in English) | Download (.pdf - 299 KB) - Zip version (188 KB) |
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| 206. | 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 -
168 download(s) - 2
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Abstract | Download (.pdf - 613 KB) - Zip version (534 KB) |
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| 207. | 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 -
335 download(s) - 0
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Abstract | Download (.pdf - 1098 KB) - Zip version (322 KB) |
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| 208. | Smart Monte Carlo: various tricks using Malliavin calculus
Publishing author: BENHAMOU Eric
Co-author(s):
Working paper (2002 - Final form in Quantitative Finance, Vol 2, No5, October 2002) - English
Online since 2002.12.03 at 22:32:02 -
405 download(s) - 0
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Abstract | Download (.pdf - 215 KB) - Zip version (160 KB) |
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| 209. | An Empirical Comparison of Default Swap Pricing Models
Publishing author: HOUWELING Patrick
Co-author(s): VORST Ton
Working paper (2002 - Erasmus University Rotterdam) - English
Online since 2002.10.28 at 21:10:57 -
276 download(s) - 1
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Abstract | Download (.pdf - 453 KB) - Zip version (402 KB) |
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| 210. | Analyse du risque de défaut d’un portefeuille d’obligations à taux fixe
(Default risk analysis of a credit portfolio)
Publishing author: BUTEL Benoit
Co-author(s):
Working paper (2000) - French
Online since 2002.10.03 at 17:35:04 -
695 download(s) - 15
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- Average rating (/5): 4
Abstract | Download (.doc - 569 KB) - Zip version (193 KB) |
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