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Investors facing risk

Rengifo, Erick W. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003487479

Loss aversion and wealth allocation when utility is derived from consumption and narrowly framed financial investments

Rengifo, Erick W. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003487490

Multivariate modelling of time series count data : an autoregressive conditional poisson model

Heinen, Andréas; Rengifo, Erick W. - 2003

Persistent link: https://www.econbiz.de/10001791283

Trading activity and liquidity supply in a pure limit order book market : an empirical analysis using a multivariate count data model

Grammig, Joachim; Heinen, Andréas; Rengifo, Erick W. - 2004

Persistent link: https://www.econbiz.de/10002390653

Illusionary finance and trading behavior

Hamadi, Malika (contributor); Rengifo, Erick W. (contributor) - 2005

Persistent link: https://www.econbiz.de/10002793117

Multivariate reduced rank regression in non-Gaussian contexts, using copulas

Heinen, Andréas; Rengifo, Erick W. - 2004

Persistent link: https://www.econbiz.de/10002344130

Dynamic optimal portfolio selection in a VaR framework

Rengifo, Erick W.; Rombouts, Jeroen V. K. - 2004

Persistent link: https://www.econbiz.de/10002347876

Intra-daily FX optimal portfolio allocation

Bauwens, Luc (contributor); Ben Omrane, Walid (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003326698

Illusionary finance and trading behavior

Hamadi, Malika (contributor); Rengifo, Erick W. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003273223

Foreign Currency Lending and Banking System Stability - New Evidence from Turkey

Kutan, Ali Mustafa - 2012

Regulators in developing countries have started to strict banks' foreign currency (FC) lending. Following others, in June 2009, in what is considered "a surprise development" the Turkish Government removed a provision from its existing laws that had allowed Turkish residents to borrow in foreign...

Persistent link: https://www.econbiz.de/10013096515