Works matching DE "INVESTMENT mathematics"
Results: 55
Option Value to Waiting Created by a Control Problem.
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- Journal of Accounting Research (Wiley-Blackwell), 2001, v. 39, n. 3, p. 405, doi. 10.1111/1475-679x.00019
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- Article
IT and Beyond: The Contribution of Heterogeneous Capital to Productivity.
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- Journal of Business & Economic Statistics, 2009, v. 27, n. 1, p. 52, doi. 10.1198/jbes.2009.0005
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- Publication type:
- Article
Engineering an Alpha Engine.
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- Journal of Investing, 2005, v. 14, n. 4, p. 23, doi. 10.3905/joi.2005.605278
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- Article
On irreversible investment.
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- Finance & Stochastics, 2011, v. 15, n. 4, p. 607, doi. 10.1007/s00780-010-0131-y
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- Publication type:
- Article
Irreversible investment problems.
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- Finance & Stochastics, 2000, v. 4, n. 2, p. 223
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- Article
Towards the determination of utility preference from optimal portfolio selections.
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- Applied Mathematical Finance, 2001, v. 8, n. 1, p. 1, doi. 10.1080/13504860110039801
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- Article
The Million Dollar Claim or How Teenagers Started Planning for Retirement.
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- New York State Mathematics Teachers' Journal, 2006, v. 56, n. 3, p. 111
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- Article
An inexact l<sub>2</sub>-norm penalty method for cardinality constrained portfolio optimization.
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- Engineering Economist, 2019, v. 64, n. 3, p. 289, doi. 10.1080/0013791X.2019.1636169
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- Article
The Pragmatic Uses of What Is Taken for Granted: Project Leaders' Applications of Investment Calculations.
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- International Studies of Management & Organization, 1989, v. 19, n. 3, p. 49, doi. 10.1080/00208825.1989.11656510
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- Article
Оцінювання чистої теперішньої вартості інвестиційного проекту в ситуації нечітких початкових даних
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- Problems of Economy, 2017, n. 1, p. 413
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- Article
WHY MOST FIRMS CHOOSE LINEAR HEDGING STRATEGIES.
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- Journal of Financial Research, 2009, v. 32, n. 2, p. 157, doi. 10.1111/j.1475-6803.2009.01246.x
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- Article
Bargaining and exclusivity in a borrower–lender relationship.
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- Review of Economic Design, 2007, v. 11, n. 1, p. 53, doi. 10.1007/s10058-007-0024-5
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- Article
A NOTE ON A RECENT PAPER BY ZAKS, FROSTIG AND LEVIKSON.
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- Astin Bulletin, 2007, v. 37, n. 2, p. 319, doi. 10.2143/AST.37.2.2024069
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- Article
Portfolio selection with transaction costs under expected shortfall constraints.
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- Computational Management Science, 2008, v. 5, n. 4, p. 305, doi. 10.1007/s10287-007-0055-y
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- Publication type:
- Article
CARDINALITY CONSTRAINED PORTFOLIO SELECTION PROBLEM: A COMPLETELY POSITIVE PROGRAMMING APPROACH.
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- Journal of Industrial & Management Optimization, 2016, v. 12, n. 3, p. 1041, doi. 10.3934/jimo.2016.12.1041
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- Publication type:
- Article
Holdings Data, Security Returns, and the Selection of Superior Mutual Funds.
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- Journal of Financial & Quantitative Analysis, 2011, v. 46, n. 2, p. 341, doi. 10.1017/S0022109011000019
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- Article
Best Practice Investment Committees.
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- Journal of Portfolio Management, 2011, v. 37, n. 2, p. 139, doi. 10.3905/jpm.2011.37.2.139
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- Article
The Small Firm Effect: A Financial Mirage?
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- Journal of Portfolio Management, 2011, v. 37, n. 2, p. 129, doi. 10.3905/jpm.2011.37.2.129
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- Publication type:
- Article
Fat-Tailed Models for Risk Estimation.
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- Journal of Portfolio Management, 2011, v. 37, n. 2, p. 107, doi. 10.3905/jpm.2011.37.2.107
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- Publication type:
- Article
Active Currency Investing and Performance Benchmarks.
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- Journal of Portfolio Management, 2011, v. 37, n. 2, p. 46, doi. 10.3905/jpm.2011.37.2.046
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- Publication type:
- Article
DTS (Duration Times Spread).
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- Journal of Portfolio Management, 2007, v. 33, n. 2, p. 77, doi. 10.3905/jpm.2007.674795
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- Article
Another Look at the Cross-section of Expected Stock Returns.
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- Journal of Finance (Wiley-Blackwell), 1995, v. 50, n. 1, p. 185, doi. 10.1111/j.1540-6261.1995.tb05171.x
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- Publication type:
- Article
Portfolio Inefficiency and the Cross-section of Expected Returns.
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- Journal of Finance (Wiley-Blackwell), 1995, v. 50, n. 1, p. 157, doi. 10.1111/j.1540-6261.1995.tb05170.x
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- Publication type:
- Article
Holiday Trading in Futures Markets.
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- Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 1, p. 307, doi. 10.1111/j.1540-6261.1994.tb04432.x
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- Publication type:
- Article
The Value of Wildcard Options.
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- Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 1, p. 215, doi. 10.1111/j.1540-6261.1994.tb04426.x
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- Publication type:
- Article
Market Statistics and Technical Analysis: The Role of Volume.
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- Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 1, p. 153, doi. 10.1111/j.1540-6261.1994.tb04424.x
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- Publication type:
- Article
Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns.
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- Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 1, p. 123, doi. 10.1111/j.1540-6261.1994.tb04423.x
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- Publication type:
- Article
On the Cross-sectional Relation between Expected Returns and Betas.
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- Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 1, p. 101, doi. 10.1111/j.1540-6261.1994.tb04422.x
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- Publication type:
- Article
Investment Bank Reputation, Information Production, and Financial Intermediation.
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- Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 1, p. 57, doi. 10.1111/j.1540-6261.1994.tb04420.x
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- Publication type:
- Article
Investment Mathematics and Statistics.
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- 1994
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- Publication type:
- Book Review
A New Approach to International Arbitrage Pricing.
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- Journal of Finance (Wiley-Blackwell), 1993, v. 48, n. 5, p. 1719, doi. 10.1111/j.1540-6261.1993.tb05126.x
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- Article
Risk Management: Coordinating Corporate Investment and Financing Policies.
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- Journal of Finance (Wiley-Blackwell), 1993, v. 48, n. 5, p. 1629, doi. 10.2307/2329062
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- Article
Sensitivity of Multivariate Tests of the Capital Asset-Pricing Model to the Return Measurement Interval.
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- Journal of Finance (Wiley-Blackwell), 1993, v. 48, n. 4, p. 1543, doi. 10.1111/j.1540-6261.1993.tb04767.x
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- Article
Trading and Manipulation Around Seasoned Equity Offerings.
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- Journal of Finance (Wiley-Blackwell), 1993, v. 48, n. 1, p. 213, doi. 10.1111/j.1540-6261.1993.tb04707.x
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- Publication type:
- Article
More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm-Specific Variables for Cross-Sectional Studies.
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- Journal of Finance (Wiley-Blackwell), 1992, v. 47, n. 5, p. 2055, doi. 10.1111/j.1540-6261.1992.tb04697.x
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- Article
Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation.
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- Journal of Finance (Wiley-Blackwell), 1992, v. 47, n. 4, p. 1461, doi. 10.1111/j.1540-6261.1992.tb04665.x
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- Article
Reference Variables, Factor Structure, and the Approximate Multibeta Representation.
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- Journal of Finance (Wiley-Blackwell), 1992, v. 47, n. 4, p. 1303, doi. 10.1111/j.1540-6261.1992.tb04659.x
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- Publication type:
- Article
Option Replication in Discrete Time with Transaction Costs.
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- Journal of Finance (Wiley-Blackwell), 1992, v. 47, n. 1, p. 271, doi. 10.1111/j.1540-6261.1992.tb03986.x
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- Publication type:
- Article
Optimal Financial Instruments.
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- Journal of Finance (Wiley-Blackwell), 1991, v. 46, n. 5, p. 1645, doi. 10.1111/j.1540-6261.1991.tb04638.x
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- Article
The State of the Finance Field: Comment.
- Published in:
- 1991
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- Publication type:
- Editorial
A Simple Algorithm for the Portfolio Selection Problem.
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- Journal of Finance (Wiley-Blackwell), 1988, v. 43, n. 1, p. 71, doi. 10.1111/j.1540-6261.1988.tb02589.x
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- Publication type:
- Article
A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition.
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- Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 4, p. 975, doi. 10.1111/j.1540-6261.1986.tb04560.x
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- Publication type:
- Article
The Relationship between Arbitrage and First Order Stochastic Dominance.
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- Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 4, p. 915, doi. 10.1111/j.1540-6261.1986.tb04556.x
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- Publication type:
- Article
A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership.
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- Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 4, p. 897, doi. 10.1111/j.1540-6261.1986.tb04555.x
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- Publication type:
- Article
The Impact of Preferred-for-Common Exchange Offers on Firm Value.
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- Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 4, p. 795, doi. 10.1111/j.1540-6261.1986.tb04549.x
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- Article
Sample-Dependent Results Using Accounting and Market Data: Some Evidence.
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- Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 4, p. 779, doi. 10.1111/j.1540-6261.1986.tb04548.x
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- Article
Discrete Expectational Data and Portfolio Performance.
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- Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 3, p. 699, doi. 10.1111/j.1540-6261.1986.tb04534.x
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- Publication type:
- Article
Do Demand Curves for Stocks Slope Down?
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- Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 3, p. 579, doi. 10.1111/j.1540-6261.1986.tb04518.x
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- Publication type:
- Article
On the Number of Factors in the Arbitrage Pricing Model.
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- Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 2, p. 347, doi. 10.1111/j.1540-6261.1986.tb05041.x
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- Publication type:
- Article
The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return.
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- Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 2, p. 339, doi. 10.1111/j.1540-6261.1986.tb05040.x
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- Publication type:
- Article