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Loss Functions in Option Valua...
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Lehnert, Thorsten
15
Bams, Dennis
8
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6
Wolff, Christian C.P.
4
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2
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2
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European financial management : the journal of the European Financial Management Association
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An evaluation framework for alternative VaR-models
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christian C.P.
- In:
Journal of international money and finance
24
(
2005
)
6
,
pp. 944-958
Persistent link: https://www.econbiz.de/10006873817
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2
Loss Functions in Option Valuation: A Framework for Selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christian C.P.
- In:
Management science : journal of the Institute for …
55
(
2009
)
5
,
pp. 853-862
Persistent link: https://www.econbiz.de/10008252144
Saved in:
3
Introduction to the special issue on behavioral finance
De Bondt, Werner
;
Palm, Franz
;
Wolff, Christian
- In:
Journal of empirical finance
11
(
2004
)
4
,
pp. 423-428
Persistent link: https://www.econbiz.de/10007229915
Saved in:
4
More evidence on the dollar risk premium in the foreign exchange market
Bams, Dennis
;
Walkowiak, Kim
;
Wolff, Christian C.P.
- In:
Journal of international money and finance
23
(
2004
)
2
,
pp. 271-282
Persistent link: https://www.econbiz.de/10006883674
Saved in:
5
How to measure mutual fund performance: economic versus statistical relevance
Otten, Rogér
;
Bams, Dennis
- In:
Accounting and finance : journal of the Accounting …
44
(
2004
)
2
,
pp. 203-222
Persistent link: https://www.econbiz.de/10006247047
Saved in:
6
EXECUTIVE SUMMARIES - European Mutual Fund Performance
Otten, Roger
;
Bams, Dennis
- In:
European financial management : the journal of the …
8
(
2002
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10005944379
Saved in:
7
The Performance of Local versus Foreign Mutual Fund Managers
Otten, Rogér
;
Bams, Dennis
- In:
European financial management : the journal of the …
13
(
2007
)
4
,
pp. 702-720
Persistent link: https://www.econbiz.de/10007761348
Saved in:
8
Risk premia in the term structure of interest rates: a panel data approach
Bams, Dennis
;
Wolff, Christian C.P.
- In:
Journal of international financial markets, …
13
(
2003
)
3
,
pp. 211-236
Persistent link: https://www.econbiz.de/10007106369
Saved in:
9
Direct estimation of the risk neutral factor dynamics of Gaussian term structure models
Bams, Dennis
;
Schotman, Peter C.
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 179
Persistent link: https://www.econbiz.de/10006761303
Saved in:
10
Option-based compensation: a survey
Muurling, Rutger
;
Lehnert, Thorsten
- In:
The international journal of accounting : TIJA
39
(
2004
)
4
,
pp. 365-402
Persistent link: https://www.econbiz.de/10006608353
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