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On the consistent use of VaR in portfolio performance evaluation : a cautionary note
Zakamouline, Valeri - In: The journal of portfolio management : a publication of … 37 (2010/11) 1, pp. 92-104
Persistent link: https://www.econbiz.de/10008737992
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The best hedging strategy in the presence of transaction costs
Zakamouline, Valeri - In: International journal of theoretical and applied finance 12 (2009) 6, pp. 833-860
Persistent link: https://www.econbiz.de/10003911245
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Option pricing and hedging in the presence of transaction costs and nonlinear partial differential equations
Zakamouline, Valeri - In: Nonlinear models in mathematical finance : new research …, (pp. 23-65). 2008
Persistent link: https://www.econbiz.de/10011954415
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Option pricing and hedging in the presence of transaction costs and nonlinear partial differential equations
Zakamouline, Valeri - In: Financial hedging, (pp. 199-241). 2009
Persistent link: https://www.econbiz.de/10008799126
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Portfolio performance evaluation with generalized Sharpe ratios : beyond the mean and variance
Zakamouline, Valeri; Koekebakker, Steen - In: Journal of banking & finance 33 (2009) 7, pp. 1242-1254
Persistent link: https://www.econbiz.de/10003842258
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A generalisation of the mean-variance analysis
Zakamouline, Valeri; Koekebakker, Steen - In: European financial management : the journal of the … 15 (2009) 5, pp. 934-970
Persistent link: https://www.econbiz.de/10003909974