Alexandre M. Baptista
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Active portfolio management with benchmarking: adding a value-at-risk constraint Journal of Economic Dynamics and Control | 2010-01-19 | Paper |
| On the non-existence of redundant options Economic Theory | 2007-03-20 | Paper |
| OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS Mathematical Finance | 2005-10-27 | Paper |
| Spanning with American options. Journal of Economic Theory | 2003-07-30 | Paper |
| Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. Journal of Economic Dynamics and Control | 2002-07-15 | Paper |
Research outcomes over time
This page was built for person: Alexandre M. Baptista
