Narrow search
Showing 1 - 10 of 78
Cover Image
Performance evaluation of portfolio insurance strategies using stochastic dominance criteria
Annaert, Jan; Van Osselaer, Sofieke; Verstraete, Bert - In: Journal of banking & finance 33 (2009) 2, pp. 272-280
Persistent link: https://www.econbiz.de/10003803079
Cover Image
Performance Evaluation of Portfolio Insurance Strategies Using Stochastic Dominance Criteria
Annaert, Jan - 2007
The continuing creation of portfolio insurance applications as well as the mixed research evidence suggests that so far no consensus has been reached about the effectiveness of portfolio insurance. Therefore, this paper provides a performance evaluation of the stop-loss, synthetic put and...
Persistent link: https://www.econbiz.de/10012730274
Cover Image
Hedging international bond portfolios : evidence from a European perspective
Annaert, Jan - In: Revue de la banque 60 (1996) 7, pp. 434-443
Persistent link: https://www.econbiz.de/10001209223
Cover Image
Het nieuwe reglement betreffende het eigen vermogen van kredietinstellingen
Annaert, Jan - In: Revue de la banque 55 (1991) 9, pp. 487-498
Persistent link: https://www.econbiz.de/10001114759
Cover Image
Globalisation of financial markets
Annaert, Jan - In: Globalisation and the nation-state, (pp. 37-68). 1999
Persistent link: https://www.econbiz.de/10001555835
Cover Image
Small sample tests for normality
Annaert, Jan; De Ceuster, Marc J. - 1991
Persistent link: https://www.econbiz.de/10000811272
Cover Image
The information content of interest rate and stock market volatility for predicting business cycles in probit models
Annaert, Jan; De Ceuster, Marc J.; Valckx, Nico - 1998
Persistent link: https://www.econbiz.de/10000992646
Cover Image
Modelling time-varying risk premia in the forward exchange market : evidence from the Japanese point of view
Annaert, Jan - 1994
Persistent link: https://www.econbiz.de/10001340256
Cover Image
The Big Mac : more than a junk asset allocator?
Annaert, Jan - In: International review of financial analysis 6 (1997) 3, pp. 179-192
Persistent link: https://www.econbiz.de/10001248797
Cover Image
Invloed van optienoteringen op de volatiliteit van de aandelenmarkt
Annaert, Jan - In: Economisch en sociaal tijdschrift : een driemaandelijke … 50 (1996) 3, pp. 483-500
Persistent link: https://www.econbiz.de/10001213600