Similar Search Results - EconBiz

Using economic and financial information for stock selection

Roko, Ilir; Gilli, Manfred - In: Computational Management Science : CMS 5 (2008) 4, pp. 317-335

Persistent link: https://www.econbiz.de/10003758296

Using economic and financial information for stock selection

Roko, Ilir (contributor); Gilli, Manfred (contributor) - 2006

A major inconvenience of the traditional approach in portfolio choice, based upon historical information, is its inability to anticipate sudden changes of price tendencies. Introducing information about future behavior of the assets fundamentals may help to make more appropiate choices. However...

Persistent link: https://www.econbiz.de/10003394276

Alternative numerical approaches to portfolio construction and complex option pricing

Roko, Ilir - 2006

Persistent link: https://www.econbiz.de/10008653032

Solving finite difference schemes arising in trivariate option pricing

Gilli, Manfred - In: Journal of economic dynamics & control 26 (2002) 9/10, pp. 1499-1515

Persistent link: https://www.econbiz.de/10001668434

High performance computing in economics : SP1 for macroeconomic model simulation

Gilli, Manfred; Pauletto, Giorgio - 1994

Persistent link: https://www.econbiz.de/10000906384

Using catastrophe-linked securities to diversify insurance risk : a financial analysis of cat bonds

Loubergé, Henri; Kellezi, Evis; Gilli, Manfred - 1999

Persistent link: https://www.econbiz.de/10001350637

Sparse direct methods for model simulation

Gilli, Manfred - In: Journal of economic dynamics & control 21 (1997) 6, pp. 1093-1111

Persistent link: https://www.econbiz.de/10001335977

Krylov methods for solving models with forward-looking variables

Gilli, Manfred - In: Journal of economic dynamics & control 22 (1998) 8, pp. 1275-1289

Persistent link: https://www.econbiz.de/10001250765

Matchings, covers, and Jacobian matrices

Gilli, Manfred - In: Journal of economic dynamics & control 20 (1996) 9, pp. 1541-1556

Persistent link: https://www.econbiz.de/10001209470

Causal ordering and beyond

Gilli, Manfred - In: International economic review 33 (1992) 4, pp. 957-971

Persistent link: https://www.econbiz.de/10001133621

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