1

Revisiting mutual fund performance evaluation

Year:
2013
Language:
english
File:
PDF, 289 KB
english, 2013
2

Systematic Investment Strategies

Year:
2017
Language:
english
File:
PDF, 703 KB
english, 2017
6

Asymptotic Distribution Expansions in Option Pricing

Year:
2002
Language:
english
File:
PDF, 699 KB
english, 2002
7

Predicting European Takeover Targets

Year:
2009
Language:
english
File:
PDF, 124 KB
english, 2009
8

Hedge fund pricing and model uncertainty

Year:
2008
Language:
english
File:
PDF, 214 KB
english, 2008
11

Size Rotation in the U.S. Equity Market

Year:
2013
Language:
english
File:
PDF, 1.22 MB
english, 2013
14

Dynamic Asset Allocation with Liabilities

Year:
2017
Language:
english
File:
PDF, 186 KB
english, 2017
15

Approximate basket option valuation for a simplified jump process

Year:
2007
Language:
english
File:
PDF, 176 KB
english, 2007
17

REGULAR(IZED) HEDGE FUND CLONES

Year:
2010
Language:
english
File:
PDF, 169 KB
english, 2010
18

Inferring option-implied investors' risk preferences

Year:
2005
Language:
english
File:
PDF, 196 KB
english, 2005
19

Risk Reduction in Style Rotation

Year:
2012
Language:
english
File:
PDF, 1.36 MB
english, 2012
20

Dynamic Asset Allocation with Liabilities

Year:
2012
Language:
english
File:
PDF, 1.11 MB
english, 2012