Investment timing in presence of downside risk: a certainty equivalent characterization.
- Published in:
- Annals of Finance, 2010, v. 6, n. 3, p. 317, doi. 10.1007/s10436-008-0100-z
- By:
- Publication type:
- Article
Works matching IS 16142446 AND DT 2010 AND VI 6 AND IP 3
Results: 8
1
2
Pricing errors and estimates of risk premia in factor models.
- Published in:
- Annals of Finance, 2010, v. 6, n. 3, p. 391, doi. 10.1007/s10436-008-0116-4
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- Publication type:
- Article
3
Irreversible investment and discounting: an arbitrage pricing approach.
- Published in:
- Annals of Finance, 2010, v. 6, n. 3, p. 295, doi. 10.1007/s10436-008-0108-4
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- Publication type:
- Article
4
Return attribution analysis of the UK insurance portfolios.
- Published in:
- Annals of Finance, 2010, v. 6, n. 3, p. 405, doi. 10.1007/s10436-009-0129-7
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- Publication type:
- Article
5
On the neutrality of debt in investment intensity.
- Published in:
- Annals of Finance, 2010, v. 6, n. 3, p. 335, doi. 10.1007/s10436-009-0137-7
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- Publication type:
- Article
6
The decline of calendar seasonality in the Australian stock exchange, 1958–2005.
- Published in:
- Annals of Finance, 2010, v. 6, n. 3, p. 421, doi. 10.1007/s10436-008-0111-9
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- Publication type:
- Article
7
Effects of corporate tax reform on optimum debt maturity.
- Published in:
- Annals of Finance, 2010, v. 6, n. 3, p. 369, doi. 10.1007/s10436-009-0126-x
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- Publication type:
- Article
8
Portfolio management without probabilities or statistics.
- Published in:
- Annals of Finance, 2010, v. 6, n. 3, p. 357, doi. 10.1007/s10436-008-0106-6
- By:
- Publication type:
- Article