| Can commodities dominate stock and bond portfolios?
|
2019 |
Henriksen, Tom Erik Sønsteng |
| Hilbert transform, spectral filters and option pricingh
|
2019 |
Phelan, Carolyn E. |
| A composition between risk and deviation measures
|
2019 |
Righi, Marcelo Brutti |
| Did long-memory of liquidity signal the European sovereign debt crisis?
|
2019 |
Sun, Z. |
| Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
|
2019 |
Valladão, Davi |
| Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany
|
2019 |
Wegener, Christoph |
| Forecasting government bond spreads with heuristic models : evidence from the Eurozone periphery
|
2019 |
Fernandes, Filipa Da Silva |
| High frequency trading strategies, market fragility and price spikes : an agent based model perspective
|
2019 |
McGroarty, Frank |
| Understanding time-inconsistent heterogeneous preferences in economics and finance: a practice theory approach
|
2019 |
Andrikopoulos, Panagiotis |
| Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
|
2019 |
Andrikopoulos, Alexandru |
| Quantization meets Fourier : a new technology for pricing options
|
2019 |
Callegaro, Giorgia |
| Intraday forecasts of a volatility index : functional time series methods with dynamic updating
|
2019 |
Shang, Han Lin |
| Preface: application of operations research to financial markets
|
2019 |
Kyriakou, Ioannis |
| On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter
|
2019 |
Ewald, Christian-Oliver |
| The financial crisis and the shadow price of bank capital
|
2019 |
Hasannasab, Maryam |
| Is stock liquidity transferred and upgraded in acquisitions? : evidence from liquidity synergies in US freeze-outs
|
2019 |
Konstantaras, Konstantinos |
| Multi-period portfolio selection with drawdown control
|
2019 |
Nystrup, Peter |
| Managing portfolio diversity within the mean variance theory
|
2019 |
Schmidt, Anatoly B. |
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