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Wild Bootstrap Tests for IV Regression
Scaillet, Olivier; Topaloglou, Nikolas - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 128-145
Persistent link: https://www.econbiz.de/10008371881
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CVaR models with selective hedging for international asset allocation
Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, … - In: Journal of banking & finance 26 (2002) 7, pp. 1535
Persistent link: https://www.econbiz.de/10005889426
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A dynamic stochastic programming model for international portfolio management
Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, … - In: European journal of operational research : EJOR 185 (2008) 3, pp. 1501-1524
Persistent link: https://www.econbiz.de/10007895495
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Pricing options on scenario trees
Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, … - In: Journal of banking & finance 32 (2008) 2, pp. 283-298
Persistent link: https://www.econbiz.de/10007908341
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A new country risk index for emerging markets: A stochastic dominance approach
Agliardi, Elettra; Agliardi, Rossella; Pinar, Mehmet; … - In: Journal of empirical finance 19 (2012) 5, pp. 741-762
Persistent link: https://www.econbiz.de/10010040162
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Optimizing international portfolios with options and forwards
Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, … - In: Journal of banking & finance 35 (2011) 12, pp. 3188-3202
Persistent link: https://www.econbiz.de/10009333053
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Instrumental Models and Indirect Encompassing
Dhaene, Geert; Gourieroux, Christian; Scaillet, Olivier - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 3, pp. 673-688
Persistent link: https://www.econbiz.de/10006789118
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Optimal asset management for pension funds
Menoncin, Francesco; Scaillet, Olivier - In: Managerial finance 32 (2006) 4, pp. 347-374
Persistent link: https://www.econbiz.de/10006542827
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Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models
Guay, Alain; Scaillet, Olivier - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 122-132
Persistent link: https://www.econbiz.de/10008215777
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Path dependent options on yields in the affine term structure modely
Leblanc, Boris; Scaillet, Olivier - In: Finance and stochastics 2 (1998) 4, pp. 349-368
Persistent link: https://www.econbiz.de/10008218799