Results for Discipline:
Business Administration
Hits 1-4 within 4 documents
A Continuous-Time Model for Reinvestment Risk in Bond Markets [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.451-464
Analyzing Liquidity and Absorption Limits of Electronic Markets with Volume Durations [journal article]
Source: Quantitative Finance, 8 (2008) 4. p.353-361
On the feasibility of portfolio optimization under expected shortfall [journal article]
Source: Quantitative Finance, 7 (2007) 4. p.389-396
Credit contagion and credit risk [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.373-382