| Convexity adjustment for constant maturity swaps in a multi-curve framework
|
2018 |
Karouzakis, Nikolaos |
| Recent advancements in robust optimization for investment management
|
2018 |
Kim, Jang Ho |
| Robust risk budgeting
|
2018 |
Kapsos, Michalis |
| Interdependencies between CDS spreads in the European Union : is Greece the black sheep or black swan?
|
2018 |
Koutmos, Dimitrios |
| Loan default prediction by combining soft information extracted from descriptive text in online peer-to-peer lending
|
2018 |
Jiang, Cuiqing |
| Corporate hedging : an answer to the "how" question
|
2018 |
Blomvall, Jörgen |
| Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk
|
2018 |
Gubareva, Mariya |
| Pricing derivatives on multiple assets : recombining multinomial trees based on Pascal's simplex
|
2018 |
Sierag, Dirk |
| On robust portfolio and naïve diversification : mixing ambiguous and unambiguous assets
|
2018 |
Paç, A. Burak |
| Risk minimization in multi-factor portfolios : what is the best strategy?
|
2018 |
Kremer, Philipp J. |
| Robust equity portfolio performance
|
2018 |
Kim, Jang Ho |
| Optimal decision for the market graph identification problem in a sign similarity network
|
2018 |
Kaljagin, Valerij Alekandrovič |
| Constant proportion portfolio insurance in defined contribution pension plan management
|
2018 |
Temocin, Busra Zeynep |
| Are financial ratios relevant for trading credit risk? : evidence from the CDS market
|
2018 |
Chalamandaris, George |
| On Chinese stock markets : how have they evolved over time?
|
2018 |
Cano-Berlanga, Sebastián |
| Assessing efficiency profiles of UK commercial banks : a DEA analysis with regression-based feedback
|
2018 |
Ouenniche, Jamal |
| Portfolio diversification in the sovereign credit swap markets
|
2018 |
Consiglio, Andrea |
| An analytical approximation for single barrier options under stochastic volatility models
|
2018 |
Funahashi, Hideharu |
| Tracking hedge funds returns using sparse clones
|
2018 |
Giuzio, Margherita |
| Portfolio management with benchmark related incentives under mean reverting processes
|
2018 |
Nicolosi, Marco |
Tag hinzufügen