Period of time： 2014年5期
Publisher： Routledge Ltd
Founded in： 2001
Total resources： 87
ISSN： 1469-7688
Subject： F8 Finances
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Quantitative Finance,volume 12,issue 5
Menu
A strategy-proof test of portfolio returns
By Foster Dean P.,Young H. Peyton in (2012)
Quantitative Finance,volume 12,issue 5 , Vol. 12, Iss. 5, 2012-05 , pp.
Access to resources
Recommend
Statistical finance at the École Polytechnique, Paris: the informal FIESTA research group
By Bacry Emmanuel,Hoffmann Marc,Rosenbaum Mathieu in (2012)
Quantitative Finance,volume 12,issue 5 , Vol. 12, Iss. 5, 2012-05 , pp.Leverage causes fat tails and clustered volatility
By Thurner Stefan,Farmer J. Doyne,Geanakoplos John in (2012)
Quantitative Finance,volume 12,issue 5 , Vol. 12, Iss. 5, 2012-05 , pp.Unbounded liabilities, capital reserve requirements and the taxpayer put option
By Eberlein Ernst,Madan Dilip B. in (2012)
Quantitative Finance,volume 12,issue 5 , Vol. 12, Iss. 5, 2012-05 , pp.A closed-form solution to American options under general diffusion processes
By Zhao Jing,Wong Hoi Ying in (2012)
Quantitative Finance,volume 12,issue 5 , Vol. 12, Iss. 5, 2012-05 , pp.Estimation of multiple period expected shortfall and median shortfall for risk management
By So Mike K. P.,Wong Chi-Ming in (2012)
Quantitative Finance,volume 12,issue 5 , Vol. 12, Iss. 5, 2012-05 , pp.Probability-unbiased Value-at-Risk estimators
By Francioni Ivo,Herzog Florian in (2012)
Quantitative Finance,volume 12,issue 5 , Vol. 12, Iss. 5, 2012-05 , pp.Bayesian Value-at-Risk with product partition models
By Bormetti Giacomo,De Giuli Maria Elena,Delpini Danilo,Tarantola Claudia in (2012)
Quantitative Finance,volume 12,issue 5 , Vol. 12, Iss. 5, 2012-05 , pp.
Previous
Next