Our reviewers – An appreciation
- 期刊名称World Patent Information
- 作者Hantos, Susanne; List, Jane
- 卷第40卷
- 印刷ISSN0172-2190
- 文件大小120.76KB
- 发表时间2015-03
- DOI10.1016/j.wpi.2015.01.005
- 页码65-67
Flexible shrinkage in portfolio selectionVasyl Golosnoy; Yarema Okhrin · 2009
Nonparametric monitoring of equal predictive abilityVasyl Golosnoy; Yarema Okhrin · 2011
Multivariate Shrinkage for Optimal Portfolio WeightsGolosnoy, Vasyl; Okhrin, Yarema · The European Journal of Finance · 2007
The empirical similarity approach for volatility predictionGolosnoy, Vasyl; Hamid, Alain; Okhrin, Yarema · Journal of Banking & Finance · 2014
General uncertainty in portfolio selection: A case-based decision approachVasyl Golosnoy; Yarema Okhrin · 2008
The illusions of dynamic replicationDerman *, Emanuel; Taleb, Nassim Nicholas · Quantitative Finance · 2005
The premium of dynamic tradingChiu, Chun Hung; Zhou, Xun Yu · Quantitative Finance · 2011
Optimal hedging in discrete timeRémillard, Bruno; Rubenthaler, Sylvain · Quantitative Finance · 2013
Hierarchies of Archimedean copulasSavu, Cornelia; Trede, Mark · Quantitative Finance · 2010
Leverage and acquisition performanceHarrison, Jeffrey S.; Hart, Matthew; Oler, Derek K. · Review of Quantitative Finance and Accounting · 2014
Option pricing under regime switchingDuan, Jin-Chuan; Popova, Ivilina; Ritchken, Peter · Quantitative Finance · 2002
Proprietary trading: truth and fictionMuller, P. · Quantitative Finance · 2001
Provably linkable tradingKenyon, Chris; Camenisch, Jan · Quantitative Finance · 2011