Signing trades and an evaluation of the Lee-Ready algorithm.
- Published in:
- Annals of Finance, 2012, v. 8, n. 1, p. 1, doi. 10.1007/s10436-011-0184-8
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- Publication type:
- Article
Works matching IS 16142446 AND DT 2012 AND VI 8 AND IP 1
Results: 7
1
2
Strategic asset allocation with switching dependence.
- Published in:
- Annals of Finance, 2012, v. 8, n. 1, p. 75, doi. 10.1007/s10436-011-0183-9
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- Publication type:
- Article
3
Testing the local volatility assumption: a statistical approach.
- Published in:
- Annals of Finance, 2012, v. 8, n. 1, p. 31, doi. 10.1007/s10436-011-0180-z
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- Publication type:
- Article
4
Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios.
- Published in:
- Annals of Finance, 2012, v. 8, n. 1, p. 97, doi. 10.1007/s10436-011-0182-x
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- Publication type:
- Article
5
Analysing financial contagion and asymmetric market dependence with volatility indices via copulas.
- Published in:
- Annals of Finance, 2012, v. 8, n. 1, p. 49, doi. 10.1007/s10436-011-0181-y
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- Publication type:
- Article
6
Conditions for rational investment short-termism.
- Published in:
- Annals of Finance, 2012, v. 8, n. 1, p. 15, doi. 10.1007/s10436-011-0179-5
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- Publication type:
- Article
7
VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors.
- Published in:
- Annals of Finance, 2012, v. 8, n. 1, p. 123, doi. 10.1007/s10436-009-0138-6
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- Publication type:
- Article