| 301. | Do mutual funds specializing in German stocks herd?
Publishing author: OEHLER Andreas
Co-author(s):
Journal article (1998 - Finanzmarkt und Portfolio Management) - English
Online since 2003.06.09 at 10:57:55 -
131 download(s) - 2
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Abstract | Download (.pdf - 1992 KB) - Zip version (1974 KB) |
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| 302. | How To Measure Corporate Bond Liquidity?
Publishing author: HOUWELING Patrick
Co-author(s): MENTINK Albert / VORST Ton
Working paper (2003) - English
Online since 2003.06.08 at 16:41:53 -
247 download(s) - 0
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Abstract | Download (.pdf - 215 KB) - Zip version (191 KB) |
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| 303. | Ownership-Control Discrepancy and Firm Value: Evidence From France
Publishing author: BOUBAKER Sabri
Co-author(s):
Working paper (2003 - Institut de Recherche en Gestion (IRG-ESA ParisXII)) - English
Online since 2003.06.07 at 08:53:06 -
98 download(s) - 0
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Abstract | Download (.pdf - 562 KB) - Zip version (347 KB) |
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| 304. | PARAMETRIC ESTIMATION OF DIFFUSION PROCESSES SAMPLED AT FIRST EXIT TIMES
Publishing author: LONDONO Jaime Alberto
Co-author(s):
Journal article (2003 - International Journal of Pure and Applied Mathematics) - English
Online since 2003.06.04 at 18:00:12 -
41 download(s) - 2
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Abstract | Download (.pdf - 398 KB) - Zip version (306 KB) |
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| 305. | 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 -
236 download(s) - 3
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Abstract | Download (.pdf - 220 KB) - Zip version (178 KB) |
| | 2 download(s) during the current quarter |
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| 306. | 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 -
130 download(s) - 0
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Abstract | Download (.pdf - 370 KB) - Zip version (324 KB) |
| | 2 download(s) during the current quarter |
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| 307. | Explicit bond option and swaption formula in Heath-Jarrow-Morton one factor model
Publishing author: HENRARD Marc
Co-author(s):
Working paper (2002) - English
Online since 2003.01.28 at 11:42:58 -
301 download(s) - 1
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Abstract | Download (.pdf - 259 KB) - Zip version (181 KB) |
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| 308. | Pricing of Equities with Embedded Optional Clausis : Study of PPR's proposal on Gucci
Publishing author: BRUNEL Vivien
Co-author(s): SOUPE François
Working paper (2003) - English
Online since 2003.01.17 at 12:27:16 -
91 download(s) - 1
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Abstract | Download (.pdf - 1047 KB) - Zip version (219 KB) |
| | 2 download(s) during the current quarter |
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| 309. | On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation
Publishing author: PATTON Andrew
Co-author(s):
Working paper (2002 - London School of Economics) - English
Online since 2003.01.16 at 18:49:13 -
156 download(s) - 0
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Abstract | Download (.pdf - 573 KB) - Zip version (521 KB) |
| | 2 download(s) during the current quarter |
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| 310. | Stock Market Returns: A Temperature Anomaly
Publishing author: CAO Melanie
Co-author(s): WEI Jason
Working paper (2002 - University of Toronto and York University) - English
Online since 2003.01.06 at 17:55:13 -
247 download(s) - 0
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Abstract | Download (.pdf - 465 KB) - Zip version (428 KB) |
| | 2 download(s) during the current quarter |
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