Advances in Quantitative Asset Management - Studies in Computational Finance
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Published By Springer US

9781461369745, 9781461543893

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Factor Garch, Regime-Switching and the Term Structure of Interest Rates

Advances in Quantitative Asset Management - Studies in Computational Finance ◽

10.1007/978-1-4615-4389-3_9 ◽

2000 ◽

pp. 201-233 ◽

Cited By ~ 2

Author(s):

David Khabie-Zeitoune ◽

Gerry Salkin ◽

Nicos Christofides

Keyword(s):

Interest Rates ◽

Term Structure ◽

Regime Switching

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Investment Styles in the European Equity Market

Advances in Quantitative Asset Management - Studies in Computational Finance ◽

10.1007/978-1-4615-4389-3_4 ◽

2000 ◽

pp. 61-88

Author(s):

Monica Billio ◽

Roberto Casarin ◽

Claire Méhu ◽

Domenico Sartore

Keyword(s):

Equity Market ◽

Investment Styles ◽

European Equity

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Analysis of Time Varying Exchange Rate Risk Premia

Advances in Quantitative Asset Management - Studies in Computational Finance ◽

10.1007/978-1-4615-4389-3_11 ◽

2000 ◽

pp. 255-273 ◽

Cited By ~ 1

Author(s):

Ramaprasad Bhar ◽

Carl Chiarella

Keyword(s):

Exchange Rate ◽

Risk Premia ◽

Exchange Rate Risk ◽

Time Varying ◽

Rate Risk

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The Pitfalls in Fitting Garch(1,1) Processes

Advances in Quantitative Asset Management - Studies in Computational Finance ◽

10.1007/978-1-4615-4389-3_8 ◽

2000 ◽

pp. 179-200 ◽

Cited By ~ 8

Author(s):

Gilles Zumbach

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Hedging a Portfolio of Corporate Bonds Using PCA/EGARCH Yield Curve Analysis

Advances in Quantitative Asset Management - Studies in Computational Finance ◽

10.1007/978-1-4615-4389-3_10 ◽

2000 ◽

pp. 235-253

Author(s):

Darren Toulson ◽

Sabine Toulson ◽

Abongwa Ndumu

Keyword(s):

Yield Curve ◽

Corporate Bonds ◽

Curve Analysis

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High Frequency Data and Optimal Hedge Ratios

Advances in Quantitative Asset Management - Studies in Computational Finance ◽

10.1007/978-1-4615-4389-3_6 ◽

2000 ◽

pp. 113-136

Author(s):

Christian L. Dunis ◽

Pierre Lequeux

Keyword(s):

High Frequency ◽

High Frequency Data ◽

Frequency Data ◽

Hedge Ratios ◽

Optimal Hedge

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Five Classification Algorithms to Predict High Performance Stocks

Advances in Quantitative Asset Management - Studies in Computational Finance ◽

10.1007/978-1-4615-4389-3_13 ◽

2000 ◽

pp. 295-317 ◽

Cited By ~ 3

Author(s):

George T. Albanis ◽

Roy A. Batchelor

Keyword(s):

High Performance ◽

Classification Algorithms

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Introducing Higher Moments in the CAPM: Some Basic Ideas

Advances in Quantitative Asset Management - Studies in Computational Finance ◽

10.1007/978-1-4615-4389-3_1 ◽

2000 ◽

pp. 3-15

Author(s):

Gustavo M. de Athayde ◽

Renato G. Flôres

Keyword(s):

Higher Moments ◽

Basic Ideas

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Advanced Adaptive Architectures for Asset Allocation

Advances in Quantitative Asset Management - Studies in Computational Finance ◽

10.1007/978-1-4615-4389-3_5 ◽

2000 ◽

pp. 89-111

Author(s):

Patrick Naïm ◽

Pierre Hervé ◽

Hans Georg Zimmermann

Keyword(s):

Asset Allocation ◽

Adaptive Architectures

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The Efficiency of Investment Fund Management: An Applied Stochastic Frontier Model

Advances in Quantitative Asset Management - Studies in Computational Finance ◽

10.1007/978-1-4615-4389-3_3 ◽

2000 ◽

pp. 41-59 ◽

Cited By ~ 1

Author(s):

Walter Briec ◽

Jean Baptiste Lesourd

Keyword(s):

Stochastic Frontier ◽

Stochastic Frontier Model ◽

Investment Fund ◽

Fund Management

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Advances in Quantitative Asset Management - Studies in Computational FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer US

Factor Garch, Regime-Switching and the Term Structure of Interest Rates

Investment Styles in the European Equity Market

Analysis of Time Varying Exchange Rate Risk Premia

The Pitfalls in Fitting Garch(1,1) Processes

Hedging a Portfolio of Corporate Bonds Using PCA/EGARCH Yield Curve Analysis

High Frequency Data and Optimal Hedge Ratios

Five Classification Algorithms to Predict High Performance Stocks

Introducing Higher Moments in the CAPM: Some Basic Ideas

Advanced Adaptive Architectures for Asset Allocation

The Efficiency of Investment Fund Management: An Applied Stochastic Frontier Model

Advances in Quantitative Asset Management - Studies in Computational Finance
Latest Publications