//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Kryzanowski, Lawrence"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Pricing Bermudan Swaptions in...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Capital income
20
Kapitaleinkommen
20
Canada
12
Kanada
12
Portfolio selection
11
Volatility
11
Volatilität
11
Investment Fund
8
Investmentfonds
8
Börsenkurs
7
Share price
7
Performance measurement
5
Performance-Messung
5
Block bootstrap
4
Estimation
4
Schätzung
4
Theorie
4
Theory
4
USA
4
United States
4
Anleihe
3
Bond
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Cross-listed
3
Idiosyncratic risk
3
Risiko
3
Risikoprämie
3
Risk
3
Risk premium
3
Aktienfonds
2
Arbitrage
2
Bond fund
2
CAPM
2
Concerns
2
Conditioning information
2
Corporate Governance
2
Corporate Social Responsibility
2
Corporate governance
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Kryzanowski, Lawrence
Zaremba, Adam
32
Hammoudeh, Shawkat
18
Auer, Benjamin R.
17
Kang, Sang Hoon
17
Mensi, Walid
17
Fabozzi, Frank J.
14
Grobys, Klaus
14
Guidolin, Massimo
14
Tiwari, Aviral Kumar
13
Clare, Andrew D.
12
Escobar, Marcos
12
Satchell, Stephen
12
Sehgal, Sanjay
12
Wang, Yudong
11
Wong, Wing Keung
11
Xuan Vinh Vo
11
Zhou, Guofu
11
Bali, Turan G.
10
Fletcher, Jonathan
10
McAleer, Michael
10
Nguyen, Duc Khuong
10
Schaub, Mark
10
Schuhmacher, Frank
10
Dai, Zhifeng
9
Kakushadze, Zura
9
Matallín-Sáez, Juan Carlos
9
Moskowitz, Tobias J.
9
O'Sullivan, Niall
9
Umutlu, Mehmet
9
Ur Rehman, Mobeen
9
Van Vuuren, Gary
9
Yoon, Seong-min
9
Zhang, Yaojie
9
Ang, Andrew
8
Bu, Qiang
8
Cakici, Nusret
8
Gallagher, David R.
8
Ma, Feng
8
Narayan, Paresh Kumar
8
more ...
less ...
Published in...
All
Journal of empirical finance
2
Applied financial economics
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
International journal of managerial finance : IJMF
1
International review of economics & finance : IREF
1
International review of financial analysis
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are idiosyncratic volatility and MAX priced in the Canadian market?
Aboulamer, Anas
;
Kryzanowski, Lawrence
- In:
Journal of empirical finance
37
(
2016
),
pp. 20-36
Persistent link: https://www.econbiz.de/10011662897
Saved in:
2
Stock market crash behavior of screen-sorted portfolios
Kryzanowski, Lawrence
- In:
International review of economics & finance : IREF
4
(
1995
)
3
,
pp. 227-244
Persistent link: https://www.econbiz.de/10001191677
Saved in:
3
Diversification benefits for bond portfolios
Dbouk, Wassim
;
Kryzanowski, Lawrence
- In:
The European journal of finance
15
(
2009
)
5/6
,
pp. 533-553
Persistent link: https://www.econbiz.de/10003886401
Saved in:
4
Portfolio performance sensitivity for various asset-pricing kernels
Ayadi, Mohamed A.
;
Kryzanowski, Lawrence
- In:
Computers & operations research : and their …
35
(
2008
)
1
,
pp. 171-185
Persistent link: https://www.econbiz.de/10003665904
Saved in:
5
Fixed-income fund performance : role of luck and ability in tail membership
Ayadi, Mohamed A.
;
Kryzanowski, Lawrence
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 379-392
Persistent link: https://www.econbiz.de/10009302108
Saved in:
6
Derivatives, short selling and US equity and bond mutual funds
Dezfouli, Kaveh Moradi
;
Kryzanowski, Lawrence
- In:
The quarterly journal of finance
6
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011452388
Saved in:
7
Robustness of selectivity and timing measures of performance based on quadratic and dummy variable regressions
Chung, Richard
- In:
International review of financial analysis
6
(
1997
)
3
,
pp. 257-262
Persistent link: https://www.econbiz.de/10001248791
Saved in:
8
Accuracy of consensus expectations for top-down earnings share forecasts for two S&P indexes
Chung, Richard
;
Kryzanowski, Lawrence
- In:
Applied financial economics
9
(
1999
)
3
,
pp. 233-238
Persistent link: https://www.econbiz.de/10001454461
Saved in:
9
Performance of Canadian hybrid mutual funds
Ayadi, Mohamed
;
Chaibi, Anis
;
Kryzanowski, Lawrence
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 124-147
Persistent link: https://www.econbiz.de/10011673351
Saved in:
10
Impact of sponsorship on fixed-income fund performance
Ayadi, Mohamed
;
Kryzanowski, Lawrence
;
Mohebshahedin, …
- In:
The quarterly review of economics and finance : journal …
67
(
2018
),
pp. 121-137
Persistent link: https://www.econbiz.de/10012034437
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->