| | Corporate finance and investment policy. General Record 1 to 20 of 608 records The next 20 records
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The α-Beauty Contest:
Choosing Numbers, Thinkting Intervals
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Valuation in a simplified
Barndorff-Nielsen Shepard Model
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| 3. |
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Efficient Credit Risk Simulation by
Optimal Mean-Reversion Adjustment
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| 4. |
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Extreme value theory and Value-at-Risk : Relative performance in emerging markets
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| 5. |
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Financial Instruments with Sports Betting Components :
Marketing Gimmick or A Domain for Behavioral Finance?
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| 6. |
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Semiparametric Multivariate GARCH Models for
Volatility Asymmetries and Dynamic Correlations
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| 7. |
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"Real" Risk Management
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| 8. |
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A BEHAVIORAL FINANCE MODEL OF THE EXCHANGE RATE WITH MANY FORECASTING RULES
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| 9. |
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A Corporate Balance-Sheet Approach to Currency Crises
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| 10. |
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A Discrete Sine Transform for Multi-Scales Realized Volatility Measures
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| 11. |
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A Discrete Sine Transform for Multi-Scales Realized Volatility Measures
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| 12. |
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A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities
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| 13. |
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A Note on Portfolio Selection under Various Risk Measures
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| 14. |
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A Prediction Error Criterion for Choosing
the Lower Quantile in Pareto Index Estimation
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| 15. |
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A Principal-Agent View on Dividend Taxation and Investment Efficiency
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| 16. |
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A Scapegoat Model of Exchange Rate Fluctuations
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| 17. |
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A Simple Model of Credit Contagion
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| 18. |
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A Theoretical Explanation of the Firm's Hedging Policy
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| 19. |
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A Variance Decomposition for Swiss Stock Market Returns
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| 20. |
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A multivariate FGD technique to improve VaR computation in equity markets
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The next 20 records
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