| Stochastic modelling of stock markets to assessing trading efficiency
|
1999 |
Loistl, Otto |
| How to determine large log-optimal portfolios
|
1999 |
Cremers, Armin B. |
| Portfolio selection using contract based utility functions
|
1999 |
Francos-Rodriguez, Juan-Carlos |
| Stochastic dominance relation and linear risk measures
|
1999 |
Ogryczak, Włodzimierz |
| Pricing constant maturity floaters with embedded options using Monte-Carlo simulation
|
1999 |
Dockner, Engelbert J. |
| Needs and possibilities of financing Slovenian enterprises
|
1999 |
Mramor, Dušan |
| The influence of trend strength on directional probabilistic currency predictions
|
1999 |
|
| Operational model for analysing and visualisation of the interesting and suspicious financial transactions
|
1999 |
Šimovic, Vladimir |
| Testing nonlinear relationships betwenn excess rate of return on equity and financial ratios
|
1999 |
Mramor, Dušan |
| Portfolio selection based on the multivariate skew normal distribution
|
1999 |
Adcock, Chris J. |
| Classification stock market investment projects by multivalued stochastic dominance
|
1999 |
Trzpiot, Grażyna |
| Fuzzy insurance premium principles
|
1999 |
Simonelli, Maria Rosaria |
| Globalization, stabilization and the collapse of the national company
|
1999 |
Furtado, João Eduardo de Morais Pinto |
| Note on asset proportions stochastic dominance and 50 % rule
|
1999 |
Clark, Ephraim |
| Investment break-even point
|
1999 |
Pietrzak, Tomasz |
| Tracking indices of fixed-income securities for the Italian market
|
1999 |
D'Ecclesia, Rita Laura |
| The specialist's role and its effect on thin stock prices: the Italian case
|
1999 |
Castellano, Rosella |
| Pareto optimal financial trades with risky and not risky assets
|
1999 |
Falbo, Paolo |
| A discrete-control-system model of order-driven capital markets
|
1999 |
Skulimowski, Andrzej M. J. |
| The Aurora financial management system: from model design to parallel implementation
|
1999 |
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