Leverage, liquidity, volatility, time horizon, and the risk of ruin: A barrier option approach.
- Published in:
- Review of Financial Economics, 2002, v. 11, n. 3, p. 225, doi. 10.1016/S1058-3300(02)00046-0
- By:
- Publication type:
- Article
Works matching IS 10583300 AND DT 2002 AND VI 11 AND IP 3
Results: 7
1
2
Global portfolios should be optimized in excess, not total returns.
- Published in:
- Review of Financial Economics, 2002, v. 11, n. 3, p. 213, doi. 10.1016/S1058-3300(02)00047-2
- By:
- Publication type:
- Article
3
A short note on the concept of risk management and VaR for asset management firms.
- Published in:
- Review of Financial Economics, 2002, v. 11, n. 3, p. 205, doi. 10.1016/S1058-3300(02)00068-X
- By:
- Publication type:
- Article
4
Irving Fisher and statistical approaches to risk.
- Published in:
- Review of Financial Economics, 2002, v. 11, n. 3, p. 191, doi. 10.1016/S1058-3300(02)00070-8
- By:
- Publication type:
- Article
5
VaR .
- Published in:
- Review of Financial Economics, 2002, v. 11, n. 3, p. 175, doi. 10.1016/S1058-3300(02)00045-9
- By:
- Publication type:
- Article
6
A Bayesian methodology to explore the effects of memory loss in current markets.
- Published in:
- Review of Financial Economics, 2002, v. 11, n. 3, p. 163, doi. 10.1016/S1058-3300(02)00069-1
- By:
- Publication type:
- Article
7
Risk and return: two sides of the same coin and the tools to turn the coin over.
- Published in:
- 2002
- By:
- Publication type:
- Editorial