Similar Search Results

Scenario optimization technique for the assessment of downside-risk and investable portfolios in post-financial crisis

Janabi, Mazin A. M. al - In: International journal of financial engineering 2 (2015) 3, pp. 1-28

Persistent link: https://www.econbiz.de/10011403192

Risk management in trading and investment portfolios : an optimisation algorithm for maximum risk-budgeting threshold

Janabi, Mazin A. M. al - In: Journal of emerging market finance 11 (2012) 2, pp. 189-229

Persistent link: https://www.econbiz.de/10009752878

Robert C. Merton : The Palgrave Companion to MIT Economics

Bodie, Zvi; Lo, Andrew W. - 2023

Robert C. Merton is the School of Management Distinguished Professor of Finance at Massachusetts Institute of Technology, and the John and Natty McArthur University Professor Emeritus at Harvard University. Merton received the Alfred Nobel Memorial Prize in Economic Sciences in 1997 for a new...

Persistent link: https://www.econbiz.de/10014348991

Optimal and investable portfolios : an empirical analysis with scenario optimization algorithms under crisis market prospects

Janabi, Mazin A. M. al - In: Economic modelling 40 (2014), pp. 369-381

Persistent link: https://www.econbiz.de/10010425591

Financial engineering and social security reform

Bodie, Zvi - In: Risk aspects of investment-based social security reform, (pp. 291-311). 2001

Persistent link: https://www.econbiz.de/10001567841

Modeling coherent trading risk parameters under illiquid market perspective

Janabi, Mazin A. M. al - In: Studies in economics and finance 28 (2011) 4, pp. 301-320

Persistent link: https://www.econbiz.de/10009388603

Optimal and coherent economic-capital structures : evidence from long and short-sales trading positions under illiquid market perspectives

Janabi, Mazin A. M. al - In: Operations research models in banking management, (pp. 109-139). 2013

Persistent link: https://www.econbiz.de/10009739302

Investment management and technology : past, present, and future

Bodie, Zvi - In: Brookings-Wharton papers on financial services 2 (1999), pp. 343-389

Persistent link: https://www.econbiz.de/10001762929

On the appraisal of LVaR throughout the close-out period : an investment management outlook from recent global financial crisis

Janabi, Mazin A. M. al - In: International journal of management practice : IJMP 6 (2013) 3, pp. 248-285

Persistent link: https://www.econbiz.de/10009790987

Robert C. Merton and the science of finance

Bodie, Zvi - In: Annual review of financial economics 12 (2020), pp. 19-38

Persistent link: https://www.econbiz.de/10012404616