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Forecasting value-at-risk under temporal and portfolio aggregation
Kole, Erik, (2015)
Kole, Erik, (2017)
The Solvency II Standard Formula, linear geometry, and diversification
Paulusch, Joachim, (2017)
The value of early exercise in option prices : an empirical investigation
Zivney, Terry L., (1991)
A reexamination of the investment performance of junk bonds
Zivney, Terry L., (1993)
Publish or perish : what the competition is really doing
Zivney, Terry L., (1992)