Handbook of Quantitative Finance and Risk Management
Latest Publications

TOTAL DOCUMENTS

109

(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Published By Springer US

9780387771168, 9780387771175

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Index Models for Portfolio Selection

Handbook of Quantitative Finance and Risk Management ◽

10.1007/978-0-387-77117-5_7 ◽

2010 ◽

pp. 111-124

Author(s):

Cheng-Few Lee ◽

Joseph E. Finnerty ◽

Donald H. Wort

Keyword(s):

Portfolio Selection

Numerical Solutions of Financial Partial Differential Equations

Handbook of Quantitative Finance and Risk Management ◽

10.1007/978-0-387-77117-5_79 ◽

2010 ◽

pp. 1209-1221

Author(s):

Gang Nathan Dong

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Numerical Solutions ◽

Partial Differential

The Instrument Variable Approach to Correct for Endogeneity in Finance

Handbook of Quantitative Finance and Risk Management ◽

10.1007/978-0-387-77117-5_90 ◽

2010 ◽

pp. 1357-1369

Author(s):

Chia-Jane Wang

Keyword(s):

Variable Approach ◽

Instrument Variable

Alternative Models for Estimating the Cost of Equity Capital for Property/Casualty Insurers

Handbook of Quantitative Finance and Risk Management ◽

10.1007/978-0-387-77117-5_99 ◽

2010 ◽

pp. 1465-1482 ◽

Cited By ~ 1

Author(s):

Alice C. Lee ◽

J. David Cummins

Keyword(s):

Equity Capital ◽

Cost Of Equity Capital ◽

Cost Of Equity ◽

Alternative Models ◽

The Cost ◽

Property Casualty

Time Series Modeling and Forecasting of the Volatilities of Asset Returns

Handbook of Quantitative Finance and Risk Management ◽

10.1007/978-0-387-77117-5_96 ◽

2010 ◽

pp. 1417-1426 ◽

Cited By ~ 1

Author(s):

Tze Leung Lai ◽

Haipeng Xing

Keyword(s):

Time Series ◽

Asset Returns ◽

Time Series Modeling ◽

Modeling And Forecasting

Estimation of Short- and Long-Term VaR for Long-Memory Stochastic Volatility Models

Handbook of Quantitative Finance and Risk Management ◽

10.1007/978-0-387-77117-5_95 ◽

2010 ◽

pp. 1409-1415

Author(s):

Hwai-Chung Ho ◽

Fang-I Liu

Keyword(s):

Stochastic Volatility ◽

Long Memory ◽

Stochastic Volatility Models ◽

Volatility Models ◽

Short And Long Term

Signaling Models and Product Market Games in Finance: Do We Know What We Know?

Handbook of Quantitative Finance and Risk Management ◽

10.1007/978-0-387-77117-5_94 ◽

2010 ◽

pp. 1399-1408 ◽

Cited By ~ 1

Author(s):

Kose John ◽

Anant K. Sundaram

Keyword(s):

Product Market ◽

Market Games

Hedonic Regression Analysis in Real Estate Markets: A Primer

Handbook of Quantitative Finance and Risk Management ◽

10.1007/978-0-387-77117-5_78 ◽

2010 ◽

pp. 1201-1207 ◽

Cited By ~ 5

Author(s):

Ben J. Sopranzetti

Keyword(s):

Regression Analysis ◽

Real Estate ◽

Hedonic Regression ◽

Real Estate Markets

Application of Fuzzy Set Theory to Finance Research: Method and Application

Handbook of Quantitative Finance and Risk Management ◽

10.1007/978-0-387-77117-5_77 ◽

2010 ◽

pp. 1183-1199

Author(s):

Shin-Yun Wang ◽

Cheng Few Lee

Keyword(s):

Set Theory ◽

Fuzzy Set ◽

Fuzzy Set Theory ◽

Research Method

Regime Shifts and the Term Structure of Interest Rates

Handbook of Quantitative Finance and Risk Management ◽

10.1007/978-0-387-77117-5_72 ◽

2010 ◽

pp. 1121-1134 ◽

Cited By ~ 2

Author(s):

Chien-Chung Nieh ◽

Shu Wu ◽

Yong Zeng

Keyword(s):

Interest Rates ◽

Term Structure ◽

Regime Shifts

Handbook of Quantitative Finance and Risk ManagementLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer US

Index Models for Portfolio Selection

Numerical Solutions of Financial Partial Differential Equations

The Instrument Variable Approach to Correct for Endogeneity in Finance

Alternative Models for Estimating the Cost of Equity Capital for Property/Casualty Insurers

Time Series Modeling and Forecasting of the Volatilities of Asset Returns

Estimation of Short- and Long-Term VaR for Long-Memory Stochastic Volatility Models

Signaling Models and Product Market Games in Finance: Do We Know What We Know?

Hedonic Regression Analysis in Real Estate Markets: A Primer

Application of Fuzzy Set Theory to Finance Research: Method and Application

Regime Shifts and the Term Structure of Interest Rates

Handbook of Quantitative Finance and Risk Management
Latest Publications