Works matching IS 00221082 AND DT 2003 AND VI 58 AND IP 1


Results: 16
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    A Monte Carlo Method for Optimal Portfolios.

    Published in:
    Journal of Finance (Wiley-Blackwell), 2003, v. 58, n. 1, p. 401, doi. 10.1111/1540-6261.00529
    By:
    • DETEMPLE, JÉRÔME B.;
    • GARCIA, RENÉ;
    • RINDISBACHER, MARCEL
    Publication type:
    Article
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    The Quiet Period Goes out with a Bang.

    Published in:
    Journal of Finance (Wiley-Blackwell), 2003, v. 58, n. 1, p. 1, doi. 10.1111/1540-6261.00517
    By:
    • BRADLEY, DANIEL J.;
    • JORDAN, BRADFORD D.;
    • RITTER, JAY R.
    Publication type:
    Article
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    Dynamic Asset Allocation with Event Risk.

    Published in:
    Journal of Finance (Wiley-Blackwell), 2003, v. 58, n. 1, p. 231, doi. 10.1111/1540-6261.00523
    By:
    • LIU, JUN;
    • LONGSTAFF, FRANCIS A.;
    • JUN PAN
    Publication type:
    Article
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