| Multi-period portfolio optimisation with alpha decay
|
2018 |
Sivaramakrishnan, Kartik |
| Why your smart beta portfolio might not work
|
2018 |
Lee, Yongjae |
| Asset-liability management and goal-based investing for retail business
|
2018 |
Consigli, Giorgio |
| Factor-based optimisation and the creation/redemption mechanism of fixed income exchange-traded funds
|
2018 |
Golub, Bennett W. |
| Machine learning, economic regimes and portfolio optimisation
|
2018 |
Mulvey, John M. |
| Criteria of optimal portfolio selection : evidence from private investors in Greece and Poland
|
2016 |
Diakomihalis, Mihail |
| A use of Black-Scholes model in market risk
|
2016 |
Xidonas, Panos |
| Accounting treatment of research and development expenditures and firms performance : evidence from Greek listed firms in the Athens Stock Exchange
|
2016 |
Kalantonis, Petros |
| Forecasting volatility of tanker freight rates based on asymmetric regime-switching GARCH models
|
2016 |
Lauenstein, Philipp |
| Generation of scenarios for the interest rates under the arbitrage-free dynamic Nelson-Siegel model
|
2016 |
Dang-Nguyen, Stéphane |
| Liquidity volatility and spillover effects : evidence from the UK-USA and East Asian countries
|
2015 |
Lim, Sung |
| Interest rate forecasting and the financial crisis : a turning point in more than just one way
|
2015 |
Kunze, Frederik |
| Computational intelligence for gas imports forecasting
|
2015 |
Atsalakis, George |
| Efficiency, capital and risk in banking industry : the case of Middle East and North Africa (MENA) countries
|
2015 |
Lemonakis, Christos |
| The quantification and aggregation of model risk : perspectives on potential approaches
|
2015 |
Jacobs, Michael |
| Mutual fund performance benchmarking using a quadratic directional distance function approach
|
2015 |
Pendaraki, Konstantina |
| The pricing of convertible bonds in the presence of structured conversion clauses : the case of Cashes
|
2015 |
Bertocchi, Marida |
| Optimal dynamic asset allocation with lower partial moments criteria and affine policies
|
2015 |
Calafiore, Giuseppe Carlo |
| Computational dynamic market risk measures in discrete time setting
|
2014 |
Seck, Babacar |
| Flexible Bayesian modelling of implied volatility surfaces
|
2014 |
Uhl, Björn |
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