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What a delta hedge really does : a theoretical and pedagogical note
Howell, Sydney D. - In: The European journal of finance 14 (2008) 1/2, pp. 33-47
Persistent link: https://www.econbiz.de/10003744671
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Investor timing behaviour under imperfect timing information in the factor model
Howell, Sydney D.; Armada, Manuel José da Rocha - 1992
Persistent link: https://www.econbiz.de/10000837948
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The reasonable expectations of rational investors, and the ex post, ex ante distinction
Howell, Sydney D.; Newton, David P. - 1992
Persistent link: https://www.econbiz.de/10000838241
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Correlation between market timing performance and stock selection performance in the Henriksson-Merton model
Howell, Sydney D.; Armada, Manuel José da Rocha - 1992
Persistent link: https://www.econbiz.de/10000838243
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Variation and covariation between market timing and selectivity : an alternative to traditional meta-analysis
Howell, Sydney D.; Armada, Manuel J. Rocha - In: International journal of business 5 (2000) 2, pp. 57-96
Persistent link: https://www.econbiz.de/10001522449
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Trading constraints and illiquidity discounts
Hou, Wenxuan; Howell, Sydney D. - In: The European journal of finance 18 (2012) 1/2, pp. 1-27
Persistent link: https://www.econbiz.de/10009565261
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A partial differential equation system for modelling stochastic storage in physical systems with applications to wind power generation
Howell, Sydney D.; Duck, Peter W.; Hazel, Andrew; … - In: IMA journal of management mathematics 22 (2011) 3, pp. 231-252
Persistent link: https://www.econbiz.de/10009297144
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Patent now or later? : corporate financing decisions, agency costs and social benefits
Correia, Ricardo; Howell, Sydney D.; Duck, Peter - In: The European journal of finance 20 (2014) 4/6, pp. 419-445
Persistent link: https://www.econbiz.de/10010462016
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The optimal interaction between a hedge fund manager and investor
Ramirez, Hugo Eduardo; Johnson, Paul; Duck, Peter; … - In: Applied mathematical finance 25 (2018) 5/6, pp. 483-510
Persistent link: https://www.econbiz.de/10012129178