Works matching IS 15203255 AND DT 2005 AND VI 8 AND IP 2

Results: 8

A General Revised Historical Simulation Method for Portfolio Value-at-Risk.

Published in:

Journal of Alternative Investments, 2005, v. 8, n. 2, p. 87, doi. 10.3905/jai.2005.591581

By:

Chu-Hsiung Lin;
Chang-Cheng Chang Chien;
Sunwu Winfred Chen

Publication type:

Article

Forward Prices and Futures Prices: A Note on a Convexity Drift Adjustment.

Published in:

Journal of Alternative Investments, 2005, v. 8, n. 2, p. 80, doi. 10.3905/jai.2005.591580

By:

Amerio, Emanuele

Publication type:

Article

Implementable Quantitative Research.

Published in:

Journal of Alternative Investments, 2005, v. 8, n. 2, p. 71, doi. 10.3905/jai.2005.591579

By:

Fabozzi, Frank J.;
Focardi, Sergio M.;
Ma, Christopher K.

Publication type:

Article

Suggested Versus Actual Institutional Allocations to Real Estate in Europe: A Matter of Size?

Published in:

Journal of Alternative Investments, 2005, v. 8, n. 2, p. 62, doi. 10.3905/jai.2005.591578

By:

Hoesli, Martin;
Lekander, Jon

Publication type:

Article

Rank Alpha Funds of Hedge Funds.

Published in:

Journal of Alternative Investments, 2005, v. 8, n. 2, p. 48, doi. 10.3905/jai.2005.591577

By:

Alexander, Carol;
Dimitriu, Anca

Publication type:

Article

NYMEX builds on success.

Published in:: Journal of Alternative Investments, 2005, v. 8, n. 2, p. 46, doi. 10.3905/jai.2005.591582
Publication type:: Article

Energy Commodity Prices: Is Mean-Reversion Dead?

Published in:

Journal of Alternative Investments, 2005, v. 8, n. 2, p. 31, doi. 10.3905/jai.2005.591576

By:

Geman, Helyette

Publication type:

Article

Commodities: A Case for Active Management.

Published in:

Journal of Alternative Investments, 2005, v. 8, n. 2, p. 8, doi. 10.3905/jai.2005.591575

By:

Akey, Rian P.

Publication type:

Article