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book (12)


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English (12)


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1999 (1)

1998 (3)

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Pricing and hedging of derivative securities
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ISBN: 0198776195 9780198776192 Year: 1999 Publisher: Oxford university press,


Book
Differentiable utility
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Year: 1997 Publisher: Fontainebleau INSEAD

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Monotone risk aversion
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Year: 1997 Publisher: Fontainebleau INSEAD

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Monotone risk aversion.
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Year: 1997 Publisher: London Centre For Economic Policy Research. Discussion Paper Nr. 1651 - Financial Economics

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Parametric characterizations of risk aversion and prudence
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Year: 1997 Publisher: Fontainebleau INSEAD

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Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments
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Year: 1997 Publisher: Fontainebleau INSEAD

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Book
Performance measures for dynamic portfolio management
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Year: 1998 Publisher: Fontainebleau INSEAD

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Portfolio selection with randomly time-varying first and second moments: the role of the instantaneous capital market line
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Year: 1998 Publisher: Fontainebleau INSEAD

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Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments.
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Year: 1997 Publisher: London Centre for economic policy research

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Book
Performance measures for dynamic portfolio management
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Year: 1998 Publisher: London Centre for economic policy research

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