Results 71-80 of 918.
|2013 ||A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction||Bell, David R. / Ledoit, Olivier / Wolf, Michael
|2014 ||Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs||Buss, Adrian / Uppal, Raman / Vilkov, Grigory
|2008 ||Estimating yield curves from swap, BUBOR and FRA data||Reppa, Zoltán
|2014 ||The cross-section of stock returns in an early stock market||Ye, Qing / Turner, John D.
|2010 ||Risk premia in general equilibrium||Posch, Olaf
|2010 ||Predictability of asset returns and the efficient market hypothesis||Pesaran, Mohammad Hashem
|2008 ||Positive Expectations Feedback Experiments and Number Guessing Games as Models of Financial Markets||Sonnemans, Joep / Tuinstra, Jan
|2002 ||Mean-Variance Hedging under Additional Market Information||Thierbach, Frank
|2002 ||How to Avoid a Hedging Bias||Dudenhausen, Antje
|2003 ||Black Scholes for Portfolios of Options in Discrete Time: the Price is Right, the Hedge is wrong||Peeters, Bas / Dert, Cees L. / Lucas, André