Pages that link to "Item:Q1344908"
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The following pages link to Quantitative methods for portfolio analysis. MTV model approach (Q1344908):
Displaying 14 items.
- Problem of selecting an optimal portfolio with a probabilistic risk function (Q308568) (← links)
- Higher order asymptotic option valuation for non-Gaussian dependent returns (Q866646) (← links)
- Entropy model of the investment portfolio (Q885757) (← links)
- Cross-sectional-skew-dependent distribution models for industry returns in the Japanese stock market (Q1000378) (← links)
- Non-ideal Brownian motion, generalized Langevin equation and its application to the security market (Q1000401) (← links)
- Non-Gaussian distribution for stock returns and related stochastic differential equation (Q1000402) (← links)
- An implementation of the HJM model with application to Japanese interest futures (Q1000404) (← links)
- Pricing and hedging power options (Q1000415) (← links)
- On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (Q1025338) (← links)
- Measuring credit risk of individual corporate bonds in US energy sector (Q1627685) (← links)
- Empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis (Q1929150) (← links)
- Statistical analysis of a class of factor time series models (Q2369521) (← links)
- A duscrete-time model of high-frequency stock returns (Q4610219) (← links)
- Application of the fuzzy-stochastic methodolgy to appraising the firm value as a European call option (Q5952447) (← links)
