Financial modelling recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]

Enth. 22 Beitr.

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Bibliographische Detailangaben
Körperschaft: Association of European Operational Research Societies Working Group on Financial Modelling (BerichterstatterIn)
Weitere Verfasser: Peccati, Lorenzo (HerausgeberIn), Virén, Matti E. E. (BerichterstatterIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: Heidelberg u.a. Physica-Verl 1994
Schriftenreihe:Contributions to management science
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Titel Jahr Verfasser
Linear models for portfolio selection and their application to the Milano stock market 1994 Speranza, Maria Grazia
Risk measurement and size effect on the Dutch stock market 1994 Corhay, Albert
Expectations and news in an imitative stock-market 1994 Battistini, Egidio
Asset liability matching for pension funds : a one-period model 1994 Aalst, Paul C. van
A multicriteria classification : an application to Italian mutual funds 1994 Tibiletti, Luisa
Solvency-simulation in non-life insurance 1994 Kramer, Bert
Currency forecasting : an investigation into probability judgement accuracy 1994 Wilkie, Mary E.
Conditional risk and predictability of Finnish stock returns 1994 Malkamäki, Markku R. J.
Pure capital rationing problems : how to bury them and why 1994 De Giuli, Maria Elena
Valuation of the embedded prepayment option of mortgage-backed securities 1994 D'Ecclesia, Rita Laura
Asset risk in a liability context : an empirical study for the Netherlands 1994
Bond pricing through bargaining 1994 Luciano, Elisa
APV sensitivity with respect to interest rates fluctuations 1994 Gota, Maria Luisa
An artificial adaptive speculative stock market 1994 Beltratti, Andrea
Single and periodic premiums for guaranteed equity-linked life insurance under interest-rate risk : the "lognormal + Vasicek" case 1994 Bacinello, Anna Rita
When to use currency swaps : determining the expected profit and variance 1994 Coppes, Robert Christopher
A note on the existence of equilibrium price measures 1994 Li Calzi, Marco
A decision support system for the evaluation of bond options in imperfects markets 1994 Daenen, Benoît
Corporate investment and dividend decisions under differential personal taxation : a note to Masulis and Trueman's model 1994 Bosco, Stefano
The effects on optimal portfolios of shifts on a risky asset : the case of dependent risky returns 1994 Tibiletti, Luisa
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