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The relevance of the distributional form of common stock returns to the construction of optimal portfolios
Frankfurter, George M. - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 4, pp. 505-511
Persistent link: https://www.econbiz.de/10001043889
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A new linear programming approach to bond portfolio management
Ronn, Ehud I. - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 4, pp. 439-466
Persistent link: https://www.econbiz.de/10001043902
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A comparison of single and multifactor portfolio performance methodologies
Chen, Nai-fu - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 4, pp. 401-417
Persistent link: https://www.econbiz.de/10001043905
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Immunizing default-free bond portfolios with a duration vector
Chambers, Donald Robert - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 89-104
Persistent link: https://www.econbiz.de/10001047145
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A put option paradox
Grinblatt, Mark - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 23-26
Persistent link: https://www.econbiz.de/10001047155
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Performance incentive fees : an agency theoretic approach
Starks, Laura T. - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 1, pp. 17-32
Persistent link: https://www.econbiz.de/10001023055
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A log-transformed binomial numerical analysis method for valuing complex multi-option investments
Trigeorgis, Lenos - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 309-326
Persistent link: https://www.econbiz.de/10001113534
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A new linear programming approach to bond portfolio management: a comment
Ehrhardt, Michael C. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 4, pp. 533-537
Persistent link: https://www.econbiz.de/10001082067
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Producing derivative assets with forward contracts
Bick, Avi - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 2, pp. 153-160
Persistent link: https://www.econbiz.de/10001053429
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Some new filter rule tests : methods and results
Sweeney, Richard J. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 3, pp. 285-300
Persistent link: https://www.econbiz.de/10001056073