Hits 11-20 within 20 documents
Investment strategies in the long run with proportional transaction costs and HARA utility function [journal article]
Source: Quantitative Finance, 9 (2009) 2. p.231-242
What Pieces of Limit Order Book Information Matter in Explaining Order Choice by Patient and Impatient Traders? [journal article]
Source: Quantitative Finance, 9 (2009) 5. p.527-545
Capital allocation for credit portfolios with kernel estimators [journal article]
Source: Quantitative Finance, 9 (2009) 5. p.581-595
Risk minimization in stochastic volatility models: model risk and empirical performance [journal article]
Source: Quantitative Finance, 9 (2009) 6. p.693-704
Spectral methods for volatility derivatives [journal article]
Source: Quantitative Finance, 9 (2009) 6. p.663-692
A Two-Factor Model for the Electricity Forward Market [journal article]
Source: Quantitative Finance, 9 (2009) 3. p.279-287
Gram-Charlier densities: A multivariate approach [journal article]
Source: Quantitative Finance, 9 (2009) 7. p.855-868
A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms [journal article]
Source: Quantitative Finance, 9 (2009) 5. p.621-636
Modelling spikes and pricing swing options in electricity markets [journal article]
Source: Quantitative Finance, 9 (2009) 8. p.937-949
The Epps effect revisited [journal article]
Source: Quantitative Finance, 9 (2009) 7. p.793-802