The following pages link to Peter C. Schotman (Q844770):
Displaying 12 items.
- (Q758077) (redirect page) (← links)
- A Bayesian analysis of the unit root in real exchange rates (Q758078) (← links)
- Strategic asset allocation with liabilities: beyond stocks and bonds (Q844772) (← links)
- Regret aversion and annuity risk in defined contribution pension plans (Q931195) (← links)
- Nonlinear dynamics in Nasdaq dealer quotes (Q1010569) (← links)
- A Bayesian approach to the empirical valuation of bond options (Q1126472) (← links)
- Nonlinear interest rate dynamics and implications for the terms structure (Q1126499) (← links)
- Direct estimation of the risk neutral factor dynamics of Gaussian term structure models (Q1410572) (← links)
- Range vs. maximum in the OLS-based version of the CUSUM test (Q1802079) (← links)
- Robust Portfolio Optimisation with Multiple Experts* (Q3564679) (← links)
- The Dynamics of Short-Term Interest Rate Volatility Reconsidered (Q4798670) (← links)
- Optimal prepayment of Dutch mortgages* (Q5422018) (← links)