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w-MPS Risk Aversion and the CA...
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w-MPS risk aversion and the CAPM
Boyle, Phelim P.
;
Ma, Chenghu
- In:
Theoretical economics letters
3
(
2013
)
6
,
pp. 306-316
Persistent link: https://www.econbiz.de/10010257467
Saved in:
2
Positive weights on the efficient frontier
Boyle, Phelim P.
- In:
North American actuarial journal
18
(
2014
)
4
,
pp. 462-477
Persistent link: https://www.econbiz.de/10011338980
Saved in:
3
The quality option and timing option in futures contracts
Boyle, Phelim P.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 101-113
Persistent link: https://www.econbiz.de/10001063255
Saved in:
4
A lattice framework for option pricing with two state variables
Boyle, Phelim P.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10001047159
Saved in:
5
Options: a Monte Carlo approach
Boyle, Phelim P.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 233-248)
.
1999
Persistent link: https://www.econbiz.de/10001772457
Saved in:
6
Risk-based capital for financial institutions
Boyle, Phelim P.
- In:
Financial risk in insurance
,
(pp. 47-61)
.
1995
Persistent link: https://www.econbiz.de/10001288425
Saved in:
7
Applications of randomized low discrepancy sequences to the valuation of complex securities
Ken Seng Tan
;
Boyle, Phelim P.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1747-1782
Persistent link: https://www.econbiz.de/10001508772
Saved in:
8
Quadratic interest rate models as approximations to effective rate models
Boyle, Phelim P.
;
Tian, Wei Dong
- In:
The journal of fixed income
9
(
1999
)
3
,
pp. 69-80
Persistent link: https://www.econbiz.de/10001448124
Saved in:
9
Pricing lookback and barrier options under the CEV process
Boyle, Phelim P.
;
Tian, Yisong Sam
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10001436318
Saved in:
10
Implied volatility in option prices and the lead-lag relation between stock and option prices
Boyle, Phelim P.
;
Park, Hun Y.
-
1994
Persistent link: https://www.econbiz.de/10000952926
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