Sfoglia per Rivista QUANTITATIVE FINANCE
Mostrati risultati da 1 a 4 di 4
Beyond CAPM: estimating the cost of equity considering idiosyncratic risks
2016-01-01 Enrico, Laghi; DI MARCANTONIO, Michele
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model
2017-01-01 Recchioni Maria, Cristina; Sun, Yu; Tedeschi, Gabriele
Financial Market in the Laboratory, an Experimental Analysis of some Stylized Facts
2008-01-01 Morone, Andrea
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators
2011-01-01 Pantaleo, E.; Tumminello, M.; Lillo, F.; Mantegna, R. N.
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Beyond CAPM: estimating the cost of equity considering idiosyncratic risks | 1-gen-2016 | Enrico, Laghi; DI MARCANTONIO, Michele | |
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model | 1-gen-2017 | Recchioni Maria, Cristina; Sun, Yu; Tedeschi, Gabriele | |
Financial Market in the Laboratory, an Experimental Analysis of some Stylized Facts | 1-gen-2008 | Morone, Andrea | |
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators | 1-gen-2011 | Pantaleo, E.; Tumminello, M.; Lillo, F.; Mantegna, R. N. |
Mostrati risultati da 1 a 4 di 4
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