Portfolio selections under mean-variance preference with multiple priors for means and variances.
- Published in:
- Annals of Finance, 2017, v. 13, n. 1, p. 97, doi. 10.1007/s10436-016-0291-7
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- Article
Works matching IS 16142446 AND DT 2017 AND VI 13 AND IP 1
Results: 5
1
2
A simple efficient approximation to price basket stock options with volatility smile.
- Published in:
- Annals of Finance, 2017, v. 13, n. 1, p. 1, doi. 10.1007/s10436-017-0292-1
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- Publication type:
- Article
3
Banking competition and welfare.
- Published in:
- Annals of Finance, 2017, v. 13, n. 1, p. 31, doi. 10.1007/s10436-016-0288-2
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- Publication type:
- Article
4
Threat of termination and firm innovation.
- Published in:
- Annals of Finance, 2017, v. 13, n. 1, p. 75, doi. 10.1007/s10436-016-0290-8
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- Publication type:
- Article
5
Does the Hurst index matter for option prices under fractional volatility?
- Published in:
- Annals of Finance, 2017, v. 13, n. 1, p. 55, doi. 10.1007/s10436-016-0289-1
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- Publication type:
- Article