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Period of time: 2014年4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 8,issue 4
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Can the January anomaly in Taiwan's stock market be explained by the prospect theory?
By Chien Chin-Chen,Chen Tsung-Cheng in (2008)
Quantitative Finance,volume 8,issue 4 , Vol. 8, Iss. 4, 2008-06 , pp.![](/images/ico/ico5.png)
By Blandon Josep Garcia in (2008)
Quantitative Finance,volume 8,issue 4 , Vol. 8, Iss. 4, 2008-06 , pp.![](/images/ico/ico5.png)
Analysing liquidity and absorption limits of electronic markets with volume durations
Quantitative Finance,volume 8,issue 4 , Vol. 8, Iss. 4, 2008-06 , pp.![](/images/ico/ico5.png)
Wealth-driven competition in a speculative financial market: examples with maximizing agents
Quantitative Finance,volume 8,issue 4 , Vol. 8, Iss. 4, 2008-06 , pp.![](/images/ico/ico5.png)
Conditional risk-return relationship in a time-varying beta model
By Huang Peng,Hueng C. James in (2008)
Quantitative Finance,volume 8,issue 4 , Vol. 8, Iss. 4, 2008-06 , pp.![](/images/ico/ico5.png)
Historical simulation approach to the estimation of stochastic discount factor models
Quantitative Finance,volume 8,issue 4 , Vol. 8, Iss. 4, 2008-06 , pp.![](/images/ico/ico5.png)
A new computational tool for analysing dynamic hedging under transaction costs
By Primbs James,Yamada Yuji in (2008)
Quantitative Finance,volume 8,issue 4 , Vol. 8, Iss. 4, 2008-06 , pp.![](/images/ico/ico5.png)
Risk-sensitive benchmarked asset management
By Davis Mark,Lleo SEBastien in (2008)
Quantitative Finance,volume 8,issue 4 , Vol. 8, Iss. 4, 2008-06 , pp.![](/images/ico/ico5.png)
New and robust drift approximations for the LIBOR market model
By Joshi Mark,Stacey Alan in (2008)
Quantitative Finance,volume 8,issue 4 , Vol. 8, Iss. 4, 2008-06 , pp.