Works matching IS 14322994 AND DT 2002 AND VI 55 AND IP 2

Results: 7

Preface.

Published in:

Mathematical Methods of Operations Research, 2002, v. 55, n. 2, p. 161

By:

Rachev, Svetlozar

Publication type:

Article

The impact of fat tailed returns on asset allocation.

Published in:

Mathematical Methods of Operations Research, 2002, v. 55, n. 2, p. 165, doi. 10.1007/s001860200183

By:

Tokat, Yesim;
Schwartz, Eduardo S.

Publication type:

Article

The term structure of interest rates in the economic and monetary union.

Published in:

Mathematical Methods of Operations Research, 2002, v. 55, n. 2, p. 187, doi. 10.1007/s001860200180

By:

Izzi, Luisa;
Racheva, Borjana

Publication type:

Article

Stable modeling in energy risk management.

Published in:

Mathematical Methods of Operations Research, 2002, v. 55, n. 2, p. 225, doi. 10.1007/s001860200181

By:

Khindanova, Irina;
Atakhanova, Zauresh

Publication type:

Article

Calibration of a basket option model applied to company valuation.

Published in:

Mathematical Methods of Operations Research, 2002, v. 55, n. 2, p. 247

By:

Wörner, Stefan;
Racheva-Iotova, Boryana;
Stoyanov, Stoyan

Publication type:

Article

Portfolio selection with stable distributed returns.

Published in:

Mathematical Methods of Operations Research, 2002, v. 55, n. 2, p. 265

By:

Ortobelli, Sergio;
Huber, Isabella;
Schwartz, Eduardo

Publication type:

Article

Tail dependence for elliptically contoured distributions.

Published in:

Mathematical Methods of Operations Research, 2002, v. 55, n. 2, p. 301, doi. 10.1007/s001860200191

By:

Schmidt, Rafael

Publication type:

Article