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Ulibarri, Carlos A.; Anselmo, Peter C.; Trabatti, Mauro X. - In: Journal of International Financial Markets, … 15 (2005) 5, pp. 425-436

Persistent link: https://www.econbiz.de/10005403384

'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?

Ulibarri, Carlos A.; Anselmo, Peter C.; Hovsepian, Karen; … - In: International Journal of Finance & Economics 14 (2009) 3, pp. i-i

The above article (DOI: <DOI HREF="10.1002/ijfe.373">10.1002|ijfe.373</DOI>) was published online in Early View on 25 July 2008. <P>On page 1 of the initial online publication of this article, the third author's surname was incorrectly spelled. The correct spelling should be: KAREN HOVSEPIAN.

Persistent link: https://www.econbiz.de/10005040078

'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?

Ulibarri, Carlos A.; Anselmo, Peter C.; Hovespian, Karen; … - In: International Journal of Finance & Economics 14 (2009) 3, pp. 268-279

This paper develops and simulates a model of a Bayesian market maker who transacts with noise and position traders in derivative markets. The impact of noise trading is examined relative to price determination in FX futures, noise transmission from futures to options, and risk-management...

Persistent link: https://www.econbiz.de/10005040080

'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?

Ulibarri, Carlos A.; Anselmo, Peter C.; Hovespian, Karen; … - In: International journal of finance & economics : IJFE 14 (2009) 3, pp. 268-279

Persistent link: https://www.econbiz.de/10008271252

'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?

Ulibarri, Carlos A.; Anselmo, Peter C.; Hovsepian, Karen; … - In: International journal of finance & economics : IJFE 14 (2009) 3, pp. i

Persistent link: https://www.econbiz.de/10008271257

Cournot model of brokered FX trading

Ulibarri, Carlos A.; Anselmo, Peter C.; Trabatti, Mauro X. - In: Journal of international financial markets, … 15 (2005) 5, pp. 425-436

Persistent link: https://www.econbiz.de/10007097023

Constrained regression median for measuring possible salary discrimination

Sueyoshi, T. - In: European journal of operational research : EJOR 77 (1994) 2, pp. 253-271

Persistent link: https://www.econbiz.de/10006685677

Stochastic frontier production analysis: Measuring performance of public telecommunications in 24 OECD countries

Sueyoshi, T. - In: European journal of operational research : EJOR 74 (1994) 3, pp. 466-478

Persistent link: https://www.econbiz.de/10006685811

Models and Measures for Efficiency Dominance in DEA -- Pan II: Free Disposal Hull (FDH) and Russel Measure (RM) Approaches

Bardhan, I.; Bowlin, W.F.; Cooper, W.W.; Sueyoshi, T. - In: Journal of the Operations Research Society of Japan : JORSJ 39 (1996) 3, pp. 333-344

Persistent link: https://www.econbiz.de/10006739110

Models and Measures for Efficiency Dominance in DEA -- Pan I: Additive Models and MED Measures

Bardhan, I.; Bowlin, W.F.; Cooper, W.W.; Sueyoshi, T. - In: Journal of the Operations Research Society of Japan : JORSJ 39 (1996) 3, pp. 322-332

Persistent link: https://www.econbiz.de/10006739111