An Empirical Study of Portfolio Selection for Optimally Hedged Portfolios.
- Published in:
- Multinational Finance Journal, 2003, v. 7, n. 1/2, p. 83
- By:
- Publication type:
- Article
Works matching IS 10961879 AND DT 2003 AND VI 7 AND IP 1/2
Results: 5
1
2
The Performance of Analytical Approximations for the Computation of Asian Quanto-Basket Option Prices.
- Published in:
- Multinational Finance Journal, 2003, v. 7, n. 1/2, p. 55
- By:
- Publication type:
- Article
3
A Hedging Strategy for New Zealand's Exporters in Transaction Exposure to Currency Risk.
- Published in:
- Multinational Finance Journal, 2003, v. 7, n. 1/2, p. 25
- By:
- Publication type:
- Article
4
A Coupling of Extreme-Value Theory and Volatility Updating with Value-at-Risk Estimation in Emerging Markets: A South African Test.
- Published in:
- Multinational Finance Journal, 2003, v. 7, n. 1/2, p. 3
- By:
- Publication type:
- Article
5
Multinational Issues in Risk Management and Financial Derivatives.
- Published in:
- Multinational Finance Journal, 2003, v. 7, n. 1/2, p. 1
- By:
- Publication type:
- Article