2

Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck

Année:
2009
Langue:
english
Fichier:
PDF, 281 KB
english, 2009
3

A Short, Comprehensive, Practical Guide to Copulas

Année:
2011
Langue:
english
Fichier:
PDF, 268 KB
english, 2011
4

Beyond Black-Litterman in Practice: A Five-Step Recipe to Input Views on Non-Normal Markets

Année:
2006
Langue:
english
Fichier:
PDF, 244 KB
english, 2006
7

Neither “Normal” nor “Lognormal”: Modeling Interest Rates across All Regimes

Année:
2016
Langue:
english
Fichier:
PDF, 748 KB
english, 2016
10

Pricing discretely monitored Asian options under Lévy processes

Année:
2008
Langue:
english
Fichier:
PDF, 426 KB
english, 2008
12

Enhancing the Black–Litterman and related approaches: Views and stress-test on risk factors

Année:
2009
Langue:
english
Fichier:
PDF, 211 KB
english, 2009
14

Exploring phase control in a quantum dot light-emitting diode

Année:
2018
Langue:
english
Fichier:
PDF, 1.19 MB
english, 2018
16

Liquidity-, Funding- and Market-Risk Measurement and Stress-Testing

Année:
2012
Langue:
english
Fichier:
PDF, 324 KB
english, 2012
22

Roman Military Instruments and the Lituus

Année:
1989
Langue:
english
Fichier:
PDF, 2.19 MB
english, 1989
23

The Cimbasso and Related Instruments in 19th-Century Italy

Année:
1996
Langue:
english
Fichier:
PDF, 3.72 MB
english, 1996
24

A Fully Integrated Liquidity and Market Risk Model

Année:
2012
Langue:
english
Fichier:
PDF, 1.82 MB
english, 2012
30

The Black-Litterman Approach: Original Model and Extensions

Année:
2008
Langue:
english
Fichier:
PDF, 226 KB
english, 2008
31

Measuring Portfolio Diversification Based on Optimized Uncorrelated Factors

Année:
2013
Langue:
english
Fichier:
PDF, 1.35 MB
english, 2013
32

Linear Factor Models: Theory, Applications and Pitfalls

Année:
2011
Langue:
english
Fichier:
PDF, 865 KB
english, 2011
33

Dynamic Portfolio Management with Views at Multiple Horizons

Année:
2015
Langue:
english
Fichier:
PDF, 571 KB
english, 2015
37

Neutrino–nucleus quasi-elastic scattering and strange quark effects

Année:
2006
Langue:
english
Fichier:
PDF, 222 KB
english, 2006
39

Liquid crystals in the mid-infrared region and their applications

Année:
2004
Langue:
english
Fichier:
PDF, 368 KB
english, 2004
40

Refractive indices of the nematic mixture E7 at 1550 nm

Année:
2007
Langue:
english
Fichier:
PDF, 236 KB
english, 2007
41

Self-phase modulation in a nematic liquid crystal film induced by a low-power CO2 laser

Année:
2002
Langue:
english
Fichier:
PDF, 158 KB
english, 2002
42

Dynamical modelling of measured time series from a Q-switched CO2 laser

Année:
2003
Langue:
english
Fichier:
PDF, 461 KB
english, 2003
46

Pitfalls in linear models for style analysis

Année:
2004
Langue:
english
Fichier:
PDF, 172 KB
english, 2004