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.
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- Journal of Alternative Investments, 2005, v. 8, n. 2, p. 87, doi. 10.3905/jai.2005.591581
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- Article
Forward Prices and Futures Prices: A Note on a Convexity Drift Adjustment.
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- Journal of Alternative Investments, 2005, v. 8, n. 2, p. 80, doi. 10.3905/jai.2005.591580
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Implementable Quantitative Research.
- Published in:
- Journal of Alternative Investments, 2005, v. 8, n. 2, p. 71, doi. 10.3905/jai.2005.591579
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- Article
Suggested Versus Actual Institutional Allocations to Real Estate in Europe: A Matter of Size?
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- Journal of Alternative Investments, 2005, v. 8, n. 2, p. 62, doi. 10.3905/jai.2005.591578
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- 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
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- 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
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- Article
Commodities: A Case for Active Management.
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- Journal of Alternative Investments, 2005, v. 8, n. 2, p. 8, doi. 10.3905/jai.2005.591575
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- Article