The following pages link to Alexandre M. Baptista (Q844611):
Displaying 5 items.
- Active portfolio management with benchmarking: adding a value-at-risk constraint (Q844612) (← links)
- On the non-existence of redundant options (Q873903) (← links)
- Spanning with American options. (Q1399554) (← links)
- Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. (Q1605418) (← links)
- OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS (Q5700132) (← links)
