1

Strategic Asset Allocation: Portfolio Choice for Long-Term Investors.

Year:
2003
Language:
english
File:
PDF, 227 KB
english, 2003
2

Optimal Derivative Strategies with Discrete Rebalancing

Year:
2008
Language:
english
File:
PDF, 1.57 MB
english, 2008
4

Optimal portfolios when volatility can jump

Year:
2008
Language:
english
File:
PDF, 323 KB
english, 2008
5

OPTION BETAS: RISK MEASURES FOR OPTIONS

Year:
2007
Language:
english
File:
PDF, 405 KB
english, 2007
6

Commodities, Financialization, and Heterogeneous Agents

Year:
2016
Language:
english
File:
PDF, 1.32 MB
english, 2016
9

Price impacts of options volume

Year:
2005
Language:
english
File:
PDF, 167 KB
english, 2005
12

Pricing Two Heterogeneous Trees

Year:
2011
Language:
english
File:
PDF, 604 KB
english, 2011
17

Optimal Portfolios when Volatility can Jump

Year:
2006
Language:
english
File:
PDF, 500 KB
english, 2006
18

Option Betas

Year:
2002
Language:
icelandic
File:
PDF, 1.40 MB
icelandic, 2002
27

Reconstruction after gastrectomy and quality of life

Year:
1995
Language:
english
File:
PDF, 1.11 MB
english, 1995
29

MacKenzie, D.:An Engine, Not a Camera. How Financial Models Shape Markets

Year:
2007
Language:
english
File:
PDF, 82 KB
english, 2007
38

Expiration day effects of stock index derivatives in Germany

Year:
1996
Language:
english
File:
PDF, 1.65 MB
english, 1996
48

Why is the Index Smile So Steep?

Year:
2004
Language:
english
File:
PDF, 303 KB
english, 2004