Narrow search
Showing 1 - 10 of 440
Cover Image
Optimal investment with undiversifiable income risk
Duffie, Darrell - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 135-148
Persistent link: https://www.econbiz.de/10001333349
Cover Image
A note on market-neutral portfolio selection
Kwan, Clarence C. Y. - In: Journal of banking & finance 23 (1999) 5, pp. 773-799
Persistent link: https://www.econbiz.de/10001379065
Cover Image
Step options
Linetsky, Vadim - In: Mathematical finance : an international journal of … 9 (1999) 1, pp. 55-96
Persistent link: https://www.econbiz.de/10001363486
Cover Image
Optimal consumption-portfolio policies with habit formation
Detemple, Jérôme B. - In: Mathematical finance : an international journal of … 2 (1992) 4, pp. 251-274
Persistent link: https://www.econbiz.de/10001143972
Cover Image
Tax arbitrage, existence of equilibrium, and bounded tax rebates
Jones, Chris - In: Mathematical finance : an international journal of … 2 (1992) 3, pp. 189-196
Persistent link: https://www.econbiz.de/10001143992
Cover Image
A note on an interest rate immunization strategy
Okunev, John - In: Journal of banking & finance 16 (1992) 4, pp. 791-797
Persistent link: https://www.econbiz.de/10001126190
Cover Image
Durations for portfolios of bonds priced on different term structures
Bierwag, Gerald O. - In: Journal of banking & finance 16 (1992) 4, pp. 705-714
Persistent link: https://www.econbiz.de/10001126196
Cover Image
Interest-rate risk and the pricing of depository financial intermediary common stock : empirical evidence
Yourougou, Pierre - In: Journal of banking & finance 14 (1990) 4, pp. 803-820
Persistent link: https://www.econbiz.de/10001096373
Cover Image
The identification of stochastic dominance efficient sets by moment combination orderings
Jean, William H. - In: Journal of banking & finance 12 (1988) 2, pp. 243-253
Persistent link: https://www.econbiz.de/10001048589
Cover Image
Non-marketable assets and households' portfolio choice : a case study of Italy
Giraldi, Claudio - In: Journal of banking & finance 17 (1993) 6, pp. 1171-1190
Persistent link: https://www.econbiz.de/10001156857