Works matching DE "INVESTMENT mathematics"

Results: 57

Bargaining and exclusivity in a borrower–lender relationship.

Published in:

Review of Economic Design, 2007, v. 11, n. 1, p. 53, doi. 10.1007/s10058-007-0024-5

By:

Koçkesen, Levent;
Ozerturk, Saltuk

Publication type:

Article

On irreversible investment.

Published in:

Finance & Stochastics, 2011, v. 15, n. 4, p. 607, doi. 10.1007/s00780-010-0131-y

By:

Riedel, Frank;
Su, Xia

Publication type:

Article

Cross-correlation Measures in the High-frequency Domain.

Published in:

European Journal of Finance, 2007, v. 13, n. 4, p. 319, doi. 10.1080/13518470600813565

By:

Precup, Ovidiu V.;
Iori, Giulia

Publication type:

Article

Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model.

Published in:

Mathematical Methods in the Applied Sciences, 2017, v. 40, n. 5, p. 1382, doi. 10.1002/mma.4060

By:

Bakkaloglu, Ahmet;
Aziz, Taha;
Fatima, Aeeman;
Mahomed, F.M.;
Khalique, Chaudry Masood

Publication type:

Article

Irreversible investment problems.

Published in:

Finance & Stochastics, 2000, v. 4, n. 2, p. 223

By:

Øksendal, Anders

Publication type:

Article

WHY MOST FIRMS CHOOSE LINEAR HEDGING STRATEGIES.

Published in:

Journal of Financial Research, 2009, v. 32, n. 2, p. 157, doi. 10.1111/j.1475-6803.2009.01246.x

By:

Frestad, Dennis

Publication type:

Article

A NOTE ON A RECENT PAPER BY ZAKS, FROSTIG AND LEVIKSON.

Published in:

Astin Bulletin, 2007, v. 37, n. 2, p. 319, doi. 10.2143/AST.37.2.2024069

By:

Schmidt, Klaus D.

Publication type:

Article

Thinking Backwards.

Published in:

Math Horizons, 2017, v. 24, n. 4, p. 10, doi. 10.4169/mathhorizons.24.4.10

By:

WISEMAN, JIM;
WISEMAN, THOMAS

Publication type:

Article

The Million Dollar Claim or How Teenagers Started Planning for Retirement.

Published in:

New York State Mathematics Teachers' Journal, 2006, v. 56, n. 3, p. 111

By:

Johnson, Erica

Publication type:

Article

THE COST OF ACHIEVING THE BEST PORTFOLIO IN HINDSIGHT.

Published in:

Mathematics of Operations Research, 1998, v. 23, n. 4, p. 960, doi. 10.1287/moor.23.4.960

By:

Ordentlich, Erik;
Cover, Thomas M.

Publication type:

Article

Another Look at the Cross-section of Expected Stock Returns.

Published in:

Journal of Finance (Wiley-Blackwell), 1995, v. 50, n. 1, p. 185, doi. 10.1111/j.1540-6261.1995.tb05171.x

By:

Kothari, S.P.;
Shanken, Jay;
Sloan, Richard G.

Publication type:

Article

Portfolio Inefficiency and the Cross-section of Expected Returns.

Published in:

Journal of Finance (Wiley-Blackwell), 1995, v. 50, n. 1, p. 157, doi. 10.1111/j.1540-6261.1995.tb05170.x

By:

Kandel, Shmuel;
Stambaugh, Robert F.

Publication type:

Article

Best Practice Investment Committees.

Published in:

Journal of Portfolio Management, 2011, v. 37, n. 2, p. 139, doi. 10.3905/jpm.2011.37.2.139

By:

ELLIS, CHARLES D.

Publication type:

Article

The Small Firm Effect: A Financial Mirage?

Published in:

Journal of Portfolio Management, 2011, v. 37, n. 2, p. 129, doi. 10.3905/jpm.2011.37.2.129

By:

LEVY, HAIM;
LEVY, MOSHE

Publication type:

Article

Fat-Tailed Models for Risk Estimation.

Published in:

Journal of Portfolio Management, 2011, v. 37, n. 2, p. 107, doi. 10.3905/jpm.2011.37.2.107

By:

STOYANOV, STOYAN V.;
RACHEV, SVETLOZAR T.;
RACHEVA-YOTOVA, BORYANA;
FABOZZI, FRANK J.

Publication type:

Article

Active Currency Investing and Performance Benchmarks.

Published in:

Journal of Portfolio Management, 2011, v. 37, n. 2, p. 46, doi. 10.3905/jpm.2011.37.2.046

By:

MELVIN, MICHAEL;
SHAND, DUNCAN

Publication type:

Article

DTS (Duration Times Spread).

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 2, p. 77, doi. 10.3905/jpm.2007.674795

By:

Ben Dor, Arik;
Dynkin, Lev;
Hyman, Jay;
Houweling, Patrick;
Van Leeuwen, Erik;
Penninga, Olaf

Publication type:

Article

Option Value to Waiting Created by a Control Problem.

Published in:

Journal of Accounting Research (Wiley-Blackwell), 2001, v. 39, n. 3, p. 405, doi. 10.1111/1475-679x.00019

By:

Arya, Anil;
Glover, Jonathan

Publication type:

Article

CARDINALITY CONSTRAINED PORTFOLIO SELECTION PROBLEM: A COMPLETELY POSITIVE PROGRAMMING APPROACH.

Published in:

Journal of Industrial & Management Optimization, 2016, v. 12, n. 3, p. 1041, doi. 10.3934/jimo.2016.12.1041

By:

YE TIAN;
SHUCHERNG FANG;
ZHIBIN DENG;
QINGWEI JIN

Publication type:

Article

Holiday Trading in Futures Markets.

Published in:

Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 1, p. 307, doi. 10.1111/j.1540-6261.1994.tb04432.x

By:

Fabozzi, Frank J.;
Ma, Christopher K.;
Briley, James E.

Publication type:

Article

The Value of Wildcard Options.

Published in:

Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 1, p. 215, doi. 10.1111/j.1540-6261.1994.tb04426.x

By:

Fleming, Jeff;
Whaley, Robert E.

Publication type:

Article

Market Statistics and Technical Analysis: The Role of Volume.

Published in:

Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 1, p. 153, doi. 10.1111/j.1540-6261.1994.tb04424.x

By:

Blume, Lawrence;
Easley, David;
O'Hara, Maureen

Publication type:

Article

Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns.

Published in:

Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 1, p. 123, doi. 10.1111/j.1540-6261.1994.tb04423.x

By:

Cecchetti, Stephen G.;
Pok-sang Lam;
Mark, Nelson C.

Publication type:

Article

On the Cross-sectional Relation between Expected Returns and Betas.

Published in:

Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 1, p. 101, doi. 10.1111/j.1540-6261.1994.tb04422.x

By:

Roll, Richard;
Ross, Stephen A.

Publication type:

Article

Investment Bank Reputation, Information Production, and Financial Intermediation.

Published in:

Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 1, p. 57, doi. 10.1111/j.1540-6261.1994.tb04420.x

By:

Chemmanur, Thoamas J.;
Fulghieri, Paolo

Publication type:

Article

Investment Mathematics and Statistics.

Published in:

1994

By:

Alexander, Gordon J.

Publication type:

Book Review

A New Approach to International Arbitrage Pricing.

Published in:

Journal of Finance (Wiley-Blackwell), 1993, v. 48, n. 5, p. 1719, doi. 10.1111/j.1540-6261.1993.tb05126.x

By:

Bansal, Ravi;
Hsieh, David A.;
Viswanathan, S.

Publication type:

Article

Risk Management: Coordinating Corporate Investment and Financing Policies.

Published in:

Journal of Finance (Wiley-Blackwell), 1993, v. 48, n. 5, p. 1629, doi. 10.2307/2329062

By:

Froot, Kenneth A.;
Scharfstein, David S.;
Stein, Jeremy C.

Publication type:

Article

Sensitivity of Multivariate Tests of the Capital Asset-Pricing Model to the Return Measurement Interval.

Published in:

Journal of Finance (Wiley-Blackwell), 1993, v. 48, n. 4, p. 1543, doi. 10.1111/j.1540-6261.1993.tb04767.x

By:

Handa, Puneet;
Kothari, S.P.;
Wasley, Charles

Publication type:

Article

Trading and Manipulation Around Seasoned Equity Offerings.

Published in:

Journal of Finance (Wiley-Blackwell), 1993, v. 48, n. 1, p. 213, doi. 10.1111/j.1540-6261.1993.tb04707.x

By:

Gerard, Bruno;
Nanda, Vikram

Publication type:

Article

More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm-Specific Variables for Cross-Sectional Studies.

Published in:

Journal of Finance (Wiley-Blackwell), 1992, v. 47, n. 5, p. 2055, doi. 10.1111/j.1540-6261.1992.tb04697.x

By:

Chandra, Ramesh;
Balachandran, Bala V.

Publication type:

Article

Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation.

Published in:

Journal of Finance (Wiley-Blackwell), 1992, v. 47, n. 4, p. 1461, doi. 10.1111/j.1540-6261.1992.tb04665.x

By:

Froot, Kenneth A.;
Scharfstein, David S.;
Stein, Jeremy C.

Publication type:

Article

Reference Variables, Factor Structure, and the Approximate Multibeta Representation.

Published in:

Journal of Finance (Wiley-Blackwell), 1992, v. 47, n. 4, p. 1303, doi. 10.1111/j.1540-6261.1992.tb04659.x

By:

Reisman, Haim

Publication type:

Article

Option Replication in Discrete Time with Transaction Costs.

Published in:

Journal of Finance (Wiley-Blackwell), 1992, v. 47, n. 1, p. 271, doi. 10.1111/j.1540-6261.1992.tb03986.x

By:

Boyle, Phelim P.;
Vorst, Ton

Publication type:

Article

Optimal Financial Instruments.

Published in:

Journal of Finance (Wiley-Blackwell), 1991, v. 46, n. 5, p. 1645, doi. 10.1111/j.1540-6261.1991.tb04638.x

By:

Zender, Jaime F.

Publication type:

Article

The State of the Finance Field: Comment.

Published in:

1991

By:

Sauvain, Harry

Publication type:

Editorial

A Simple Algorithm for the Portfolio Selection Problem.

Published in:

Journal of Finance (Wiley-Blackwell), 1988, v. 43, n. 1, p. 71, doi. 10.1111/j.1540-6261.1988.tb02589.x

By:

LEWIS, ALAN L.

Publication type:

Article

A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition.

Published in:

Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 4, p. 975, doi. 10.1111/j.1540-6261.1986.tb04560.x

By:

GILLES, CHRISTIAN;
LEROY, STEPHEN F.

Publication type:

Article

The Relationship between Arbitrage and First Order Stochastic Dominance.

Published in:

Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 4, p. 915, doi. 10.1111/j.1540-6261.1986.tb04556.x

By:

JARROW, ROBERT

Publication type:

Article

A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership.

Published in:

Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 4, p. 897, doi. 10.1111/j.1540-6261.1986.tb04555.x

By:

EUN, CHEOL S.;
JANAKIRAMANAN, S.

Publication type:

Article

The Impact of Preferred-for-Common Exchange Offers on Firm Value.

Published in:

Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 4, p. 795, doi. 10.1111/j.1540-6261.1986.tb04549.x

By:

PINEGAR, J. MICHAEL;
LEASE, RONALD C.

Publication type:

Article

Sample-Dependent Results Using Accounting and Market Data: Some Evidence.

Published in:

Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 4, p. 779, doi. 10.1111/j.1540-6261.1986.tb04548.x

By:

BANZ, ROLF W.;
BREEN, WILLIAM J.

Publication type:

Article

Discrete Expectational Data and Portfolio Performance.

Published in:

Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 3, p. 699, doi. 10.1111/j.1540-6261.1986.tb04534.x

By:

ELTON, EDWIN J.;
GRUBER, MARTIN I.;
GROSSMAN, SETH

Publication type:

Article

Do Demand Curves for Stocks Slope Down?

Published in:

Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 3, p. 579, doi. 10.1111/j.1540-6261.1986.tb04518.x

By:

SHLEIFER, ANDREI

Publication type:

Article

On the Number of Factors in the Arbitrage Pricing Model.

Published in:

Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 2, p. 347, doi. 10.1111/j.1540-6261.1986.tb05041.x

By:

TRZCINKA, CHARLES

Publication type:

Article

The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return.

Published in:

Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 2, p. 339, doi. 10.1111/j.1540-6261.1986.tb05040.x

By:

KANDEL, SHMUEL

Publication type:

Article

Moral Hazard and Information Sharing: A Model of Financial Information Gathering Agencies.

Published in:

Journal of Finance (Wiley-Blackwell), 1985, v. 40, n. 5, p. 1403, doi. 10.1111/j.1540-6261.1985.tb02391.x

By:

MILLON, MARCIA H.;
THAKOR, ANJAN V.

Publication type:

Article

Stochastic Dominance: A Note.

Published in:

Journal of Finance (Wiley-Blackwell), 1982, v. 37, n. 3, p. 871, doi. 10.1111/j.1540-6261.1982.tb02229.x

By:

KROLL, YORAM;
LEVY, HAIM

Publication type:

Article

An inexact l<sub>2</sub>-norm penalty method for cardinality constrained portfolio optimization.

Published in:

Engineering Economist, 2019, v. 64, n. 3, p. 289, doi. 10.1080/0013791X.2019.1636169

By:

Jiang, Tao;
Wang, Shuo;
Zhang, Ruochen;
Qin, Lang;
Wu, Jinglian;
Wang, Delin;
Ahipasaoglu, Selin D.

Publication type:

Article

Engineering an Alpha Engine.

Published in:

Journal of Investing, 2005, v. 14, n. 4, p. 23, doi. 10.3905/joi.2005.605278

By:

Thomas, III, Lee R.

Publication type:

Article