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Results:
1-11
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Results: 11
Authors:
Sheedy, EA
Trevor, RG
Citation: Ea. Sheedy et Rg. Trevor, Evaluating the risk of portfolios with options, ADV INV AN, 7, 2000, pp. 1-18
Authors:
Tang, GYN
Citation: Gyn. Tang, Co-movement pattern of daily stock returns: An analysis of Dow and Januaryeffects, ADV INV AN, 7, 2000, pp. 19-39
Authors:
Van Eaton, RD
Citation: Rd. Van Eaton, Portfolio allocation and the length of the investment horizon, ADV INV AN, 7, 2000, pp. 41-54
Authors:
Hartley, MJ
Bakshi, GS
Citation: Mj. Hartley et Gs. Bakshi, Markowitz models of portfolio selection: The inverse problem, ADV INV AN, 7, 2000, pp. 55-89
Authors:
Hogan, KM
Olson, GT
Citation: Km. Hogan et Gt. Olson, The impact of offering size on the initial and aftermarket performance of IPOs, ADV INV AN, 7, 2000, pp. 91-103
Authors:
Wood, RA
McCorry, MS
Van Ness, BF
Van Ness, RA
Citation: Ra. Wood et al., Portfolio formation methods: Linear programming as an alternative to ranking, ADV INV AN, 7, 2000, pp. 105-115
Authors:
Genest, C
Gendron, M
Citation: C. Genest et M. Gendron, Risk diversification through expert use, ADV INV AN, 7, 2000, pp. 117-129
Authors:
Lien, D
Tse, YK
Citation: D. Lien et Yk. Tse, A note on the length effect of futures hedging, ADV INV AN, 7, 2000, pp. 131-143
Authors:
Tsai, LJ
Yeh, YH
Citation: Lj. Tsai et Yh. Yeh, Asymmetric-nested GARCH models, trading volume, and return volatility: An empirical study of the Taiwan stock market, ADV INV AN, 7, 2000, pp. 145-161
Authors:
Li, W
Lam, K
Citation: W. Li et K. Lam, Optimal market timing strategies for ARMA(1,1) return processes, ADV INV AN, 7, 2000, pp. 163-190
Authors:
Lin, WT
Citation: Wt. Lin, Pricing interest rate swaps with stochastic volatility, ADV INV AN, 7, 2000, pp. 191-193
Risultati:
1-11
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