Contributions to Management Science - Recent Research in Financial Modelling
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Published By Physica-Verlag HD

9783790806830, 9783642469381

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Present Value Models and Multi-Factor Risk Analysis

Contributions to Management Science - Recent Research in Financial Modelling ◽

10.1007/978-3-642-46938-1_7 ◽

1993 ◽

pp. 59-74

Author(s):

Winfried G. Hallerbach

Keyword(s):

Risk Analysis ◽

Present Value

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Pricing Contingent Claims: First- and Second-Order Effects from Stochastic Interest Rate Development

Contributions to Management Science - Recent Research in Financial Modelling ◽

10.1007/978-3-642-46938-1_12 ◽

1993 ◽

pp. 125-134

Author(s):

Bjarne Astrup Jensen ◽

Jørgen Aase Nielsen

Keyword(s):

Interest Rate ◽

Contingent Claims ◽

Second Order ◽

Stochastic Interest Rate ◽

Order Effects ◽

Stochastic Interest ◽

Second Order Effects ◽

Rate Development

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Institutionally Heterogeneous Agents in an Imitative Stock-Market

Contributions to Management Science - Recent Research in Financial Modelling ◽

10.1007/978-3-642-46938-1_11 ◽

1993 ◽

pp. 117-124

Author(s):

L. Ferrari ◽

E. Luciano ◽

L. Peccati

Keyword(s):

Stock Market ◽

Heterogeneous Agents

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Applicability and Future of Modern Portfolio Theory

Contributions to Management Science - Recent Research in Financial Modelling ◽

10.1007/978-3-642-46938-1_6 ◽

1993 ◽

pp. 49-58

Author(s):

Jan van der Meulen

Keyword(s):

Portfolio Theory ◽

Modern Portfolio Theory

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Factor Immunization

Contributions to Management Science - Recent Research in Financial Modelling ◽

10.1007/978-3-642-46938-1_5 ◽

1993 ◽

pp. 37-48

Author(s):

G. H. M. J. Kremer

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Bank Management and the Financial Service Industry

Contributions to Management Science - Recent Research in Financial Modelling ◽

10.1007/978-3-642-46938-1_2 ◽

1993 ◽

pp. 4-16

Author(s):

Göran Bergendahl

Keyword(s):

Service Industry ◽

Financial Service ◽

Bank Management ◽

Financial Service Industry

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Small Business Diagnosis Using Statistical Modelling and Artificial Intelligence

Contributions to Management Science - Recent Research in Financial Modelling ◽

10.1007/978-3-642-46938-1_16 ◽

1993 ◽

pp. 167-174

Author(s):

Omer van der Horst Jansen

Keyword(s):

Artificial Intelligence ◽

Small Business ◽

Statistical Modelling

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Market Making with Noise: The Case of a Specialist Financial Market with Heterogeneous Traders

Contributions to Management Science - Recent Research in Financial Modelling ◽

10.1007/978-3-642-46938-1_13 ◽

1993 ◽

pp. 135-145

Author(s):

Elisa Luciano

Keyword(s):

Financial Market ◽

Market Making

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Present Value Decomposition of Foreign Currency Assets

Contributions to Management Science - Recent Research in Financial Modelling ◽

10.1007/978-3-642-46938-1_10 ◽

1993 ◽

pp. 105-116

Author(s):

Mariacristina Uberti

Keyword(s):

Foreign Currency ◽

Present Value ◽

Value Decomposition

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An Explanation for the Weak Evidence in Support of the Systematic Risk-Return Relationship

Contributions to Management Science - Recent Research in Financial Modelling ◽

10.1007/978-3-642-46938-1_9 ◽

1993 ◽

pp. 91-104

Author(s):

D. J. Bradfield

Keyword(s):

Systematic Risk ◽

Risk Return ◽

Weak Evidence

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Contributions to Management Science - Recent Research in Financial ModellingLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Physica-Verlag HD

Present Value Models and Multi-Factor Risk Analysis

Pricing Contingent Claims: First- and Second-Order Effects from Stochastic Interest Rate Development

Institutionally Heterogeneous Agents in an Imitative Stock-Market

Applicability and Future of Modern Portfolio Theory

Factor Immunization

Bank Management and the Financial Service Industry

Small Business Diagnosis Using Statistical Modelling and Artificial Intelligence

Market Making with Noise: The Case of a Specialist Financial Market with Heterogeneous Traders

Present Value Decomposition of Foreign Currency Assets

An Explanation for the Weak Evidence in Support of the Systematic Risk-Return Relationship

Contributions to Management Science - Recent Research in Financial Modelling
Latest Publications