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Improving the estimates of the risk premia : application in the UK financial market
Pitsillis, M.
;
Satchell, Stephen
-
2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593475
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Changing correlation and portfolio diversification failure in the presence of large market losses
Sancetta, Alessio
(
contributor
); …
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001764558
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3
Imitative learning, endogenous asset correlation and market crashes
Yang, J.-H. Steffi
(
contributor
); …
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766053
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4
Bayesian estimation of risk-premia in an APT context
Darsinos, Theofanis
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766123
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5
Bayesian forecasting of options prices : a natural framework for pooling historical and implied volatility information
Darsinos, Theofanis
(
contributor
); …
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001626634
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6
A loss aversion performance measure
Farah, Nathalie
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777903
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7
On the valuation of warrants and executive stock options : pricing formulae for firms with multiple warrants/executive options
Darsinos, Theofanis
(
contributor
); …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001687681
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8
The impact of technical analysis on asset price dynamics
Yang, J.-H. Steffi
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contributor
); …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001687687
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9
New test statistics for market timing with applications to emerging markets
Sancetta, A.
(
contributor
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Satchell, Stephen
(
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)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703644
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10
The implied distribution for stocks of companies with warrants and/or executive stock options
Darsinos, Theofanis
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001670960
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