Financial Modelling - Contributions to Management Science
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Published By Physica-Verlag HD

9783790807653, 9783642867064

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Asset Risk in a Liability Context: An Empirical Study for the Netherlands

Financial Modelling - Contributions to Management Science ◽

10.1007/978-3-642-86706-4_5 ◽

1994 ◽

pp. 78-100

Author(s):

Paul C. van Aalst ◽

Winfried G. Hallerbach ◽

Margot E. T. A. van der Velden ◽

Erwin A. C. van der Voort

Keyword(s):

The Netherlands ◽

Empirical Study ◽

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A Note on the Existence of Equilibrium Price Measures

Financial Modelling - Contributions to Management Science ◽

10.1007/978-3-642-86706-4_16 ◽

1994 ◽

pp. 255-261

Author(s):

Marco Li Calzi

Keyword(s):

Equilibrium Price ◽

Existence Of Equilibrium

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The Effects on Optimal Portfolios of Shifts on a Risky Asset: The Case of Dependent Risky Returns

Financial Modelling - Contributions to Management Science ◽

10.1007/978-3-642-86706-4_11 ◽

1994 ◽

pp. 197-208 ◽

Author(s):

Luisa Tibiletti

Keyword(s):

Risky Asset ◽

Optimal Portfolios

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Conditional Risk and Predictability of Finnish Stock Returns

Financial Modelling - Contributions to Management Science ◽

10.1007/978-3-642-86706-4_19 ◽

1994 ◽

pp. 296-319 ◽

Author(s):

Markku Malkamäki

Keyword(s):

Stock Returns ◽

Conditional Risk

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Expectations and News in an Imitative Stock-Market

Financial Modelling - Contributions to Management Science ◽

10.1007/978-3-642-86706-4_8 ◽

1994 ◽

pp. 138-154 ◽

Author(s):

Egidio Battistini ◽

Luigi Ferrari ◽

Lorenzo Peccati

Keyword(s):

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A Decision Support System for the Evaluation of Bond Options in Imperfects Markets

Financial Modelling - Contributions to Management Science ◽

10.1007/978-3-642-86706-4_13 ◽

1994 ◽

pp. 220-237

Author(s):

Benoît Daenen ◽

Bertrand Mareschal

Keyword(s):

Decision Support ◽

Decision Support System ◽

Support System ◽

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APV Sensitivity with Respect to Interest Rates Fluctuations

Financial Modelling - Contributions to Management Science ◽

10.1007/978-3-642-86706-4_15 ◽

1994 ◽

pp. 248-254

Author(s):

Maria Luisa Gota

Keyword(s):

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Pure Capital Rationing Problems: How to Bury Them and Why

Financial Modelling - Contributions to Management Science ◽

10.1007/978-3-642-86706-4_14 ◽

1994 ◽

pp. 238-247

Author(s):

Maria Elena De Giuli ◽

Umberto Magnani

Keyword(s):

Capital Rationing ◽

Rationing Problems

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Bond Pricing through Bargaining

Financial Modelling - Contributions to Management Science ◽

10.1007/978-3-642-86706-4_17 ◽

1994 ◽

pp. 262-285

Author(s):

Elisa Luciano

Keyword(s):

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Bank Strategic Planning Process a Multifactor Asset and Liability Risk Management Approach

Financial Modelling - Contributions to Management Science ◽

10.1007/978-3-642-86706-4_6 ◽

1994 ◽

pp. 101-112

Author(s):

Mario Onorato

Keyword(s):

Risk Management ◽

Strategic Planning ◽

Planning Process ◽

Management Approach ◽

Strategic Planning Process ◽

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