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20 treff

The choice of performance measure does influence the evaluation of hedge funds
by Valeri Zakamouline
Bok Engelsk 2009
On the concistent use of VaR in portfolio performance evaluation : a cautionary note
by Valeri Zakamouline
Bok Engelsk 2009
Sharpe (ratio) thinking about the investment opportunity set and CAPM relationship
by Valeri Zakamouline
Bok Engelsk 2009
Analysis of financial decision making with loss aversion
by Steen Koekebakker and Valeri Zakamouli...
Bok Engelsk 2007
Generalized sharpe ratios and portfolio performance evaluation
by Steen Koekebakker and Valeri Zakamouli...
Bok Engelsk 2007
Skewness preferences in investment decisions
by Steen Koekebakker and Valeri Zakamouli...
Bok Engelsk 2007
Forventet avkastning på aksjeindeksobligasjoner
by Steen Koekebakker og Valeri Zakamoulin...
Bok Bokmål 2006
Hedging of option portfolios with transaction costs and nonlinear partial differential equations
Zakamouline, Valeri
Bok Engelsk 2006
On the Pricing and Hedging of Options on Commodity Forward and Futures Contracts
Zakamouline, Valeri
Bok Engelsk 2006
Optimal hedging of option portfolios with transaction costs
Zakamouline, Valeri
Bok Engelsk 2006
Dynamic hedging of complex option positions with transaction costs
Zakamouline, Valeri
Bok Engelsk 2005
On the irrelevance of the stock drift in the pricing of options : a pedagogical note
Zakamouline, Valeri
Bok Engelsk 2005
Yet another note on the Leland's option hedging strategy with transaction costs
Zakamouline, Valeri
Bok Engelsk 2005
Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs
Zakamouline, Valeri
Bok Engelsk 2004
A unified approach to portfolio optimization with linear transaction costs
Zakamouline, Valeri
Bok Engelsk 2004
American option pricing with transaction costs
Zakamouline, Valeri
Bok Engelsk 2003
Optimal portfolio choice and option pricing in markets with transaction costs
Zakamouline, Valeri
Bok Engelsk 2003
European option pricing and hedging with both fixed and proportional transaction costs
Zakamouline, Valeri
Bok Engelsk 2002
Optimal portfolio selection with both fixed and proportional transaction costs for a CCRA investor with finite horizon
Zakamouline, Valeri
Bok Engelsk 2002 · Les boka på nett
Optimal portfolio selection with transaction costs for a CARA investor with finite horizon
Zakamouline, Valeri
Bok Engelsk 2002