| Do stock market anomalies disappear?: The example of small size and market-to-book premia at the London stock exchange
|
2000 |
Becchetti, Leonardo |
| Improving portfolio performances using options strategies
|
2000 |
Castellano, Rosella |
| Towards a coherent volatility pricing model: an empirical comparison
|
2000 |
Figà-Talamanca, Gianna |
| Direction indicators in financial modelling
|
2000 |
Giles, Ronald L. |
| Fuzzy mathematical programming for portfolio management
|
2000 |
León, Teresa |
| A portfolio problem with uncertainty
|
2000 |
Mocholí, Manuel |
| Pricing seats as barrier options: implications for the future markets
|
2000 |
Paris, Francesco M. |
| European banks and the creditmetrics model: can we make its implementation easier?
|
2000 |
Resti, Andrea |
| Forecasting exchange rates volatilities using artificial neural networks
|
2000 |
Bonilla, María |
| An application of hybrid models in credit scoring
|
2000 |
Bonilla, María |
| ARCH factor: a new methodology to estimate value at risk
|
2000 |
Cabedo, J. David |
| A problem of optimization in a case of foreign investment
|
2000 |
Casasús, Trinidad |
| An X-efficiency analysis of different banking organizational types in Europa
|
2000 |
Cavallo, Laura |
| Approximation properties of the neuro-fuzzy minimum function
|
2000 |
Gottschling, Andreas |
| Business investment and financial constraints: evidence of Spanish case by using company level panel data
|
2000 |
Melle, Mónica |
| Incentive contracts and performance measures based on accrual accounting numbers
|
2000 |
Pfeiffer, Thomas |
| Immunization of portfolios with liabilities
|
2000 |
Uberti, Mariacristina |
| Testing independence : a new approach
|
2000 |
Belaire, Jorge |
| Portfolio selection via goal programming
|
2000 |
|
| A stakeholder approach to the valuation of corporate cash flows
|
2000 |
Hellwig, Klaus |
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