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Volume 31; Issue 11
Main
Journal of Banking & Finance
Volume 31; Issue 11
Journal of Banking & Finance
Volume 31; Issue 11
1
Editorial
Farid AitSahlia
Journal:
Journal of Banking & Finance
Year:
2007
Language:
english
File:
PDF, 57 KB
Your tags:
english, 2007
2
Equilibrium with investors using a diversity of deviation measures
R. Tyrrell Rockafellar
,
Stan Uryasev
,
M. Zabarankin
Journal:
Journal of Banking & Finance
Year:
2007
Language:
english
File:
PDF, 242 KB
Your tags:
english, 2007
3
Incentives and risk taking in hedge funds
Roy Kouwenberg
,
William T. Ziemba
Journal:
Journal of Banking & Finance
Year:
2007
Language:
english
File:
PDF, 260 KB
Your tags:
english, 2007
4
Valuation of synthetic CDOs
Ian Iscoe
,
Alexander Kreinin
Journal:
Journal of Banking & Finance
Year:
2007
Language:
english
File:
PDF, 297 KB
Your tags:
english, 2007
5
A model for tax advantages of portfolios with many assets
John R. Birge
,
Song Yang
Journal:
Journal of Banking & Finance
Year:
2007
Language:
english
File:
PDF, 309 KB
Your tags:
english, 2007
6
Conditions on option prices for absence of arbitrage and exact calibration
Laurent Cousot
Journal:
Journal of Banking & Finance
Year:
2007
Language:
english
File:
PDF, 392 KB
Your tags:
english, 2007
7
A dynamic model of active portfolio management with benchmark orientation
Yonggan Zhao
Journal:
Journal of Banking & Finance
Year:
2007
Language:
english
File:
PDF, 476 KB
Your tags:
english, 2007
8
Generalized DEA model of fundamental analysis and its application to portfolio optimization
N.C.P. Edirisinghe
,
X. Zhang
Journal:
Journal of Banking & Finance
Year:
2007
Language:
english
File:
PDF, 329 KB
Your tags:
english, 2007
9
Covariance complexity and rates of return on assets
Leonard C. MacLean
,
Michael E. Foster
,
William T. Ziemba
Journal:
Journal of Banking & Finance
Year:
2007
Language:
english
File:
PDF, 271 KB
Your tags:
english, 2007
10
Fundamental indexation via smoothed cap weights
Chen Chen
,
Rong Chen
,
Gilbert W. Bassett
Journal:
Journal of Banking & Finance
Year:
2007
Language:
english
File:
PDF, 184 KB
Your tags:
english, 2007
11
Spot and derivative pricing in the EEX power market
Michael Bierbrauer
,
Christian Menn
,
Svetlozar T. Rachev
,
Stefan Trück
Journal:
Journal of Banking & Finance
Year:
2007
Language:
english
File:
PDF, 257 KB
Your tags:
english, 2007
12
Pricing exotic options with L-stable Padé schemes
A.Q.M. Khaliq
,
D.A. Voss
,
M. Yousuf
Journal:
Journal of Banking & Finance
Year:
2007
Language:
english
File:
PDF, 2.28 MB
Your tags:
english, 2007
13
A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model
Luca Vincenzo Ballestra
,
Graziella Pacelli
,
Francesco Zirilli
Journal:
Journal of Banking & Finance
Year:
2007
Language:
english
File:
PDF, 236 KB
Your tags:
english, 2007
14
Financial prediction with constrained tail risk
A. Alexandre Trindade
,
Stan Uryasev
,
Alexander Shapiro
,
Grigory Zrazhevsky
Journal:
Journal of Banking & Finance
Year:
2007
Language:
english
File:
PDF, 292 KB
Your tags:
english, 2007
15
Discrete hedging of American-type options using local risk minimization
Thomas F. Coleman
,
Dmitriy Levchenkov
,
Yuying Li
Journal:
Journal of Banking & Finance
Year:
2007
Language:
english
File:
PDF, 364 KB
Your tags:
english, 2007
16
Editorial Board
Journal:
Journal of Banking & Finance
Year:
2007
Language:
english
File:
PDF, 28 KB
Your tags:
english, 2007
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