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Equity portfolio trading with volatility and dividend derivatives

Tunaru, Radu - In: The journal of derivatives : JOD 29 (2022) 3, pp. 46-64

Persistent link: https://www.econbiz.de/10013174821

A Bayesian view on autocallable pricing and risk management

Paletta, Tommaso; Tunaru, Radu - In: The journal of derivatives : JOD 29 (2022) 5, pp. 40-59

Persistent link: https://www.econbiz.de/10014231072

Green-adjusted share prices : a comparison between standard investors and investors with green preferences

Quaye, Enoch Nii Boi; Tunaru, Diana; Tunaru, Radu - In: Journal of financial stability 74 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10015083513

Measures of model risk for continuous-time finance models

Lazar, Emese; Qi, Shuyuan; Tunaru, Radu - 2024

Persistent link: https://www.econbiz.de/10015338808

Momentum profits and conditional time-varying systematic risk

Morelli, David - In: Journal of international financial markets, … 29 (2014), pp. 242-255

Persistent link: https://www.econbiz.de/10010412145

Coherent risk measures under filtered historical simulation

Giannopoulos, Kostas; Tunaru, Radu - In: Journal of banking & finance 29 (2005) 4, pp. 979-996

Persistent link: https://www.econbiz.de/10002601087

Investment Strategies with VIX and VSTOXX Futures

Stanescu, Silvia - 2013

This study examines historical data on S&P500 and EURO STOXX 50, VIX and VSTOXX, VIX and VSTOXX futures, to reveal linkages between these important series that can be used by equity investors to generate alpha and protect their investments during turbulent times. A comparative portfolio...

Persistent link: https://www.econbiz.de/10013073281

Commercial real estate risk management with derivatives

Fabozzi, Frank J.; Stanescu, Silvia; Tunaru, Radu - In: The journal of portfolio management : a publication of … 39 (2013) 5, pp. 111-119

Persistent link: https://www.econbiz.de/10010209637

Investment strategies with VIX and VSTOXX

Stanescu, Silvia; Tunaru, Radu - 2012

Persistent link: https://www.econbiz.de/10010354452

On some inconsistencies in modeling credit portfolio products

Fabozzi, Frank J.; Tunaru, Radu - In: International journal of theoretical and applied finance 10 (2007) 8, pp. 1305-1321

Persistent link: https://www.econbiz.de/10003632081