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CLOSED-FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS.
- Published in:
- Mathematical Finance, 2005, v. 15, n. 4, p. 539, doi. 10.1111/j.1467-9965.2005.00250.x
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- Publication type:
- Article
OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS.
- Published in:
- Mathematical Finance, 2005, v. 15, n. 4, p. 569, doi. 10.1111/j.1467-9965.2005.00251.x
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- Publication type:
- Article
COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS.
- Published in:
- Mathematical Finance, 2005, v. 15, n. 4, p. 589, doi. 10.1111/j.1467-9965.2005.00252.x
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- Article
A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS.
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- Mathematical Finance, 2005, v. 15, n. 4, p. 613, doi. 10.1111/j.1467-9965.2005.00253.x
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- Article
A SHORT NOTE ON SECOND-ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES.
- Published in:
- Mathematical Finance, 2005, v. 15, n. 4, p. 649, doi. 10.1111/j.1467-9965.2005.00255.x
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- Publication type:
- Article
LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION.
- Published in:
- Mathematical Finance, 2005, v. 15, n. 4, p. 635, doi. 10.1111/j.1467-9965.2005.00254.x
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- Article