| 391. | Pricing the smile in a forward LIBOR market model
Publishing author: MERCURIO Fabio
Co-author(s):
Working paper (2002 - Banca IMI) - English
Online since 2002.11.15 at 15:50:06 -
167 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 375 KB) - Zip version (309 KB) |
| | 1 download(s) during the current quarter |
|
| 392. | A Universal Performance Measure
Publishing author: KEATING Con
Co-author(s): SHADWICK William F.
Working paper (2002 - Finance Development Centre) - English
Online since 2002.11.05 at 22:37:11 -
522 download(s) - 5
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 304 KB) - Zip version (276 KB) |
| | 1 download(s) during the current quarter |
|
| 393. | Solving the Portfolio Allocation Puzzle
Publishing author: SHALIT Haim
Co-author(s): YITZHAKI Shlomo
Working paper (2002 - Department of Economics, Ben Gurion University of the Negev) - English
Online since 2002.11.05 at 17:48:24 -
236 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 198 KB) - Zip version (184 KB) |
| | 1 download(s) during the current quarter |
|
| 394. | The Value of Durable Bank Relationships: Evidence from Korean banking shocks
Publishing author: BAE Kee-Hong
Co-author(s): KANG Jun-Koo / LIM Chan-Woo
Journal article (2002 - Journal of Financial Economics) - English
Online since 2002.10.29 at 05:18:13 -
79 download(s) - 2
rating(s)
- Average rating (/5): 5
Abstract | Download (.pdf - 231 KB) - Zip version (200 KB) |
| | 1 download(s) during the current quarter |
|
| 395. | Corporate Governance and Conditional Skewness in World Stock Market Indexes
Publishing author: BAE Kee-Hong
Co-author(s): WEI John
Working paper (2002 - Korea University) - English
Online since 2002.10.29 at 04:05:59 -
130 download(s) - 3
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 263 KB) - Zip version (247 KB) |
| | 1 download(s) during the current quarter |
|
| 396. | Reward-Risk Portfolio Selection and Stochastic Dominance
Publishing author: DE GIORGI Enrico
Co-author(s):
Working paper (2002 - Institute for Empirical Research in Economics, University of Zürich and RiskLab, ETH Zurich) - English
Online since 2002.10.22 at 15:14:29 -
165 download(s) - 2
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 317 KB) - Zip version (283 KB) |
| | 1 download(s) during the current quarter |
|
