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Option pricing with random volatilities in complete markets
Eisenberg, Laurence K. - In: Review of quantitative finance and accounting 4 (1994) 1, pp. 5-17
Persistent link: https://www.econbiz.de/10001166094
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Dynamic models of investment distortions
Tsai, Shih-Chuan - In: Review of quantitative finance and accounting 25 (2005) 4, pp. 357-381
Persistent link: https://www.econbiz.de/10003230328
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Alpha-beta-churn of equity picks by institutional investors and the robust superiority of hedge funds
Chung, Richard; Fung, Scott; Patel, Jayendu - In: Review of quantitative finance and accounting 45 (2015) 2, pp. 363-405
Persistent link: https://www.econbiz.de/10011333108
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Dynamic Models of Investment Distortions
Tsai, Shih-Chuan - In: Review of quantitative finance and accounting 25 (2005) 4, pp. 357-382
Persistent link: https://www.econbiz.de/10007147233
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A Unified Approach for Pricing Contingent Claims on Multiple Term Structures
Jarrow, Robert A.; Turnbull, Stuart M. - In: Review of quantitative finance and accounting 10 (1998) 1, pp. 5-20
Persistent link: https://www.econbiz.de/10007194157