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Econometric specification of the risk neutral valuation model
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1997
Persistent link: https://www.econbiz.de/10000975624
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Econometric specification of the risk neutral valuation model
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1997
Persistent link: https://www.econbiz.de/10000976110
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Optimal dynamic hedging in incomplete futures markets
Lioui, Abraham - In: The Geneva papers on risk and insurance theory 21 (1996) 1, pp. 103-122
Persistent link: https://www.econbiz.de/10001334890
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Currency risk hedging : futures vs. forward
Lioui, Abraham - In: Journal of banking & finance 22 (1998) 1, pp. 61-81
Persistent link: https://www.econbiz.de/10001236710
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Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
Lioui, Abraham - In: Journal of economic dynamics & control 20 (1996) 6, pp. 1101-1113
Persistent link: https://www.econbiz.de/10001200764
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The tradability premium on the S&P 500 Index
Gouriéroux, Christian; Jasiak, Joann; Xu, Peng - In: Journal of financial econometrics : official journal of … 14 (2016) 3, pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
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Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick; Gouriéroux, Christian - In: Econometric theory 30 (2014) 5, pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
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Dynamic asset pricing with non-redundant forwards
Lioui, Abraham; Poncet, Patrice - In: Journal of economic dynamics & control 27 (2003) 7, pp. 1163-1180
Persistent link: https://www.econbiz.de/10001736089
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Dynamic asset pricing with non-redundant forwards
Lioui, Abraham (contributor); Poncet, Patrice (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675750
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Mean-variance efficiency of the market portfolio and futures trading
Lioui, Abraham; Poncet, Patrice - In: The journal of futures markets 21 (2001) 4, pp. 329-346
Persistent link: https://www.econbiz.de/10001567419