Contributions to Management Science - Operations Research Models in Quantitative Finance
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Published By Physica-Verlag HD

9783790808032, 9783642469572

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Shortfall-Risk for Multiperiod Investment Returns

Contributions to Management Science - Operations Research Models in Quantitative Finance ◽

10.1007/978-3-642-46957-2_9 ◽

1994 ◽

pp. 172-184

Author(s):

Luisa Tibiletti

Keyword(s):

Shortfall Risk ◽

Investment Returns

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Stochastic Programming Models for Portfolio Optimization with Mortgage Backed Securities: Comprehensive Research Guide

Contributions to Management Science - Operations Research Models in Quantitative Finance ◽

10.1007/978-3-642-46957-2_8 ◽

1994 ◽

pp. 134-171 ◽

Cited By ~ 2

Author(s):

Raymond McKendall ◽

Stavros Zenios ◽

Martin Holmer

Keyword(s):

Stochastic Programming ◽

Portfolio Optimization ◽

Programming Models ◽

Mortgage Backed Securities ◽

Research Guide

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Some Alternatives and Numerical Results in Binomial Put Option Pricing

Contributions to Management Science - Operations Research Models in Quantitative Finance ◽

10.1007/978-3-642-46957-2_5 ◽

1994 ◽

pp. 76-94

Author(s):

Marida Bertocchi ◽

Alessandro Butti

Keyword(s):

Option Pricing ◽

Numerical Results ◽

Put Option

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Immunization Strategies in Linear Models

Contributions to Management Science - Operations Research Models in Quantitative Finance ◽

10.1007/978-3-642-46957-2_4 ◽

1994 ◽

pp. 65-75

Author(s):

Francesca Beccacece ◽

Lorenzo Peccati

Keyword(s):

Linear Models ◽

Immunization Strategies

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Mean Reversion at The Dutch Stock Exchange?

Contributions to Management Science - Operations Research Models in Quantitative Finance ◽

10.1007/978-3-642-46957-2_12 ◽

1994 ◽

pp. 235-248

Author(s):

Aart A. Groenendijk

Keyword(s):

Stock Exchange ◽

Mean Reversion

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Embedded Option Pricing on Interest-Rate Sensitive Securities in the Italian Market

Contributions to Management Science - Operations Research Models in Quantitative Finance ◽

10.1007/978-3-642-46957-2_11 ◽

1994 ◽

pp. 210-234

Author(s):

Rosella Giacometti ◽

Carmen Nuzzo

Keyword(s):

Interest Rate ◽

Option Pricing ◽

Italian Market

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Theoretical and Empirical Aspects of the Relation between Interest Rates and Common Stock Returns

Contributions to Management Science - Operations Research Models in Quantitative Finance ◽

10.1007/978-3-642-46957-2_7 ◽

1994 ◽

pp. 112-133 ◽

Cited By ~ 4

Author(s):

Winfried G. Hallerbach

Keyword(s):

Interest Rates ◽

Stock Returns ◽

Common Stock

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Stock Returns: An Analysis of the Italian Market with GARCH Models

Contributions to Management Science - Operations Research Models in Quantitative Finance ◽

10.1007/978-3-642-46957-2_10 ◽

1994 ◽

pp. 187-209

Author(s):

Antonella Basso ◽

Paola Ferretti

Keyword(s):

Stock Returns ◽

Garch Models ◽

Italian Market

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A Modern Approach to Performance Measurement for Insurers

Contributions to Management Science - Operations Research Models in Quantitative Finance ◽

10.1007/978-3-642-46957-2_1 ◽

1994 ◽

pp. 3-17 ◽

Cited By ~ 3

Author(s):

David F. Babbel ◽

Robert Stricker ◽

Irwin T. Vanderhoof

Keyword(s):

Performance Measurement ◽

Modern Approach

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Expected Utility without Utility: A Model of Portfolio Selection

Contributions to Management Science - Operations Research Models in Quantitative Finance ◽

10.1007/978-3-642-46957-2_6 ◽

1994 ◽

pp. 95-111 ◽

Cited By ~ 2

Author(s):

Erio Castagnoli ◽

Marco Li Calzi

Keyword(s):

Portfolio Selection ◽

Expected Utility

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Contributions to Management Science - Operations Research Models in Quantitative FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Physica-Verlag HD

Shortfall-Risk for Multiperiod Investment Returns

Stochastic Programming Models for Portfolio Optimization with Mortgage Backed Securities: Comprehensive Research Guide

Some Alternatives and Numerical Results in Binomial Put Option Pricing

Immunization Strategies in Linear Models

Mean Reversion at The Dutch Stock Exchange?

Embedded Option Pricing on Interest-Rate Sensitive Securities in the Italian Market

Theoretical and Empirical Aspects of the Relation between Interest Rates and Common Stock Returns

Stock Returns: An Analysis of the Italian Market with GARCH Models

A Modern Approach to Performance Measurement for Insurers

Expected Utility without Utility: A Model of Portfolio Selection

Contributions to Management Science - Operations Research Models in Quantitative Finance
Latest Publications