Volume 5; Issue 2

Finance Research Letters

Volume 5; Issue 2
1

Interpreting long-horizon estimates in predictive regressions

Erik Hjalmarsson
Journal:
Finance Research Letters
Year:
2008
Language:
english
File:
PDF, 386 KB
english, 2008
2

Modeling duration clusters with dynamic copulas

Wing Lon Ng
Journal:
Finance Research Letters
Year:
2008
Language:
english
File:
PDF, 118 KB
english, 2008
4

Option prices as probabilities

D. Madan, B. Roynette, Marc Yor
Journal:
Finance Research Letters
Year:
2008
Language:
english
File:
PDF, 128 KB
english, 2008
5

Robustness of the risk–return relationship in the U.S. stock market

Markku Lanne, Jani Luoto
Journal:
Finance Research Letters
Year:
2008
Language:
english
File:
PDF, 135 KB
english, 2008
6

Mutual fund theorems when minimizing the probability of lifetime ruin

Erhan Bayraktar, Virginia R. Young
Journal:
Finance Research Letters
Year:
2008
Language:
english
File:
PDF, 152 KB
english, 2008
7

Editorial Board

Journal:
Finance Research Letters
Year:
2008
Language:
english
File:
PDF, 22 KB
english, 2008