Narrow search
Showing 1 - 9 of 9
Cover Image
Decomposing and simulating the movements of term structures of interest rates in emerging Eurobond markets
Almeida, Caio - In: The journal of fixed income 8 (1998) 1, pp. 21-31
Persistent link: https://www.econbiz.de/10001246660
Cover Image
State space models for dynamic style analysis of portfolios
Pizzinga, Adrian; Fernandes, Cristiano Augusto Coelho - In: Brazilian review of econometrics : the review of the … 26 (2006) 1, pp. 31-66
Persistent link: https://www.econbiz.de/10003590515
Cover Image
Forecasting longevity gains using a seemingly unrelated time series model
Neves, César da Rocha; Fernandes, Cristiano Augusto Coelho - In: Journal of forecasting 34 (2015) 8, pp. 661-674
Persistent link: https://www.econbiz.de/10011397657
Cover Image
Forecasting surrender rates using elliptical copulas and financial variables
Neves, César; Fernandes, Cristiano Augusto Coelho; … - In: North American actuarial journal 18 (2014) 2, pp. 343-362
Persistent link: https://www.econbiz.de/10011338999
Cover Image
On an adaptive Black-Litterman investment strategy using conditional fundamentalist information : a Brazilian case study
Fernandes, Betina; Street, Alexandre; Fernandes, … - In: Finance research letters 27 (2018), pp. 201-207
Persistent link: https://www.econbiz.de/10012006856
Cover Image
Time series models for count or qualitative observations
Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 4, pp. 407-417
Persistent link: https://www.econbiz.de/10001075379
Cover Image
Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming
Sant'Anna, Leonardo Riegel; Filomena, Tiago Pascoal; … - 2017
Persistent link: https://www.econbiz.de/10011778629
Cover Image
Investigating the use of statistical process control charts for index tracking portfolios
Sant'Anna, Leonardo Riegel; Filomena, Tiago Pascoal; … - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1622-1638
Persistent link: https://www.econbiz.de/10012214352
Cover Image
A simulation comparison of risk measures for portfolio optimization
Righi, Marcelo Brutti; Borenstein, Denis - In: Finance research letters 24 (2018), pp. 105-112
Persistent link: https://www.econbiz.de/10011982511