| Procyclicality and diversification in the hedge fund industry in the aftermath of the subprime crisis
|
2014 |
Racicot, François-Éric |
| Trading in option contracts before large price changes : a comparative study of US and UK markets
|
2014 |
Galariotis, Emilios |
| Option pricing : very simple formulas
|
2014 |
Alghalith, Moawia |
| A probabilistic Monte Carlo model for pricing discrete barrier and compound real options
|
2014 |
Rostan, Pierre |
| Option pricing with a dynamic fat-tailed model
|
2014 |
Aboura, Sofiane |
| Can turnover go to zero?
|
2014 |
Kakushadze, Zura |
| Novel no-arbitrage conditions for options written on defaultable assets
|
2014 |
Orosi, Greg |
| Persistence of volatility of sovereign credit risk in presence of structural breaks
|
2014 |
Ngene, Geoffrey |
| Evaluation of the effectiveness of methods of the imperfect hedging of financial options on the Russian forward market
|
2014 |
Nazarova, Varvara |
| The relation between manager description and fund performance : evidence from emerging market hedge funds
|
2014 |
Peltomäki, Jarkko |
| How many managers? : the impact of manager selection skill and fund size
|
2014 |
Wintner, Barry A. |
| On the liquidity of CAC 40 index options market
|
2014 |
François-Heude, Alain |
| Dual directional structured products
|
2014 |
|
| Improved lower bounds of call options written on defaultable assets
|
2014 |
Orosi, Greg |
| Risk aversion, bank funding risk and futures hedging
|
2014 |
Raju, Sudhakar |
| Guaranteed stop orders as portfolio insurance : an analysis for the German stock market
|
2014 |
Leicht, Jonathan Josef |
| Pairs trading : a copula approach
|
2013 |
Rong Qi Liew |
| Delivering Alpha 2013 Conference : invited editorial
|
2013 |
Gregoriou, Greg N. |
| Factors that affect the performance of distressed securities hedge funds
|
2013 |
Bontschev, Georgi |
| A simple and precise method for pricing convertible bond with credit risk
|
2013 |
Xiao, Tim |
Tag hinzufügen