Narrow search
Showing 191 - 200 of 258
Cover Image
A Bayesian Analysis of Return Dynamics with Levy Jumps
Li, Haitao; Wells, Martin T.; Yu, Cindy L. - In: The review of financial studies 21 (2008) 5, pp. 2345
Persistent link: https://www.econbiz.de/10008103842
Cover Image
Interest Rate Caps "Smile" Too! But Can the LIBOR Market Models Capture the Smile?
Jarrow, Robert; Li, Haitao; Zhao, Feng - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 345-382
Persistent link: https://www.econbiz.de/10007396566
Cover Image
Optimizing the supply chain configuration for make-to-order manufacturing
Li, Haitao; Womer, Keith - In: European journal of operational research : EJOR 221 (2012) 1, pp. 118-129
Persistent link: https://www.econbiz.de/10009964196
Cover Image
A hybrid optimisation approach to configure a supply chain for new product diffusion: a case study of multiple-sourcing strategy
Li, Haitao; Amini, Mehdi - In: International journal of production research : American … 50 (2012) 11, pp. 3152-3172
Persistent link: https://www.econbiz.de/10009984471
Cover Image
MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES
Yu, Cindy L.; Li, Haitao; Wells, Martin T. - In: Mathematical finance : an international journal of … 21 (2011) 3, pp. 383-423
Persistent link: https://www.econbiz.de/10009014894
Cover Image
A filter-and-fan approach to the 2D HP model of the protein folding problem
Rego, César; Li, Haitao; Glover, Fred - 2011
Persistent link: https://www.econbiz.de/10009187052
Cover Image
Investing in Talents: Manager Characteristics and Hedge Fund Performances
Li, Haitao; Zhang, Xiaoyan; Zhao, Rui - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 1, pp. 59-83
Persistent link: https://www.econbiz.de/10008997150
Cover Image
Evaluating asset pricing models using the second Hansen-Jagannathan distance
Li, Haitao; Xu, Yuewu; Zhang, Xiaoyan - In: Journal of financial economics 97 (2010) 2, pp. 279-302
Persistent link: https://www.econbiz.de/10008418076
Cover Image
Modeling the supply chain configuration problem with resource constraints
Li, Haitao; Womer, Keith - In: International journal of project management : the … 26 (2008) 6, pp. 646-655
Persistent link: https://www.econbiz.de/10008880616
Cover Image
Is investor misreaction economically significant? Evidence from short- and long-term S&P 500 index options
Cao, Charles; Li, Haitao; Yu, Fan - In: The journal of futures markets 25 (2005) 8, pp. 717-752
Persistent link: https://www.econbiz.de/10007781496