Subprime risk and insurance with regret.
Petersen, M.A., Mukuddem-Petersen, J., Mulaudzi, M.P., De Waal, B., Schoeman, I.M. (2010)
Discrete Dynamics in Nature and Society
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “Portfolio selection to achieve a target beta”
Subprime risk and insurance with regret.
Computational exploration of the biological basis of Black-Scholes expected utility function.
Bhattacharya, Sukanto, Kumar, Kuldeep (2007)
Journal of Applied Mathematics and Decision Sciences
Similarity:
Optimal bespoke CDO design via NSGA-II.
Jewan, Diresh, Guo, Renkuan, Witten, Gareth (2009)
Journal of Applied Mathematics and Decision Sciences
Similarity:
Financial Claims and Product Market Competition: an Explanation for Permitting Banks to Hold Equity in Firms
Shin-Heng Pao, Jyh-Horng Lin (2008)
The Yugoslav Journal of Operations Research
Similarity:
Evaluating Total Operational Value and Associated Risks of Financial Holding Companies in Taiwan
Li-Hui Chen (2010)
The Yugoslav Journal of Operations Research
Similarity:
A method of determining risk zones of investment in real estate
L. Ustinovichius, V. Podvezko, R. Ginevicius (2006)
Control and Cybernetics
Similarity:
A note on risk averse newsboy problem
T. Dohi, A. Watanabe, S. Osaki (1994)
RAIRO - Operations Research - Recherche Opérationnelle
Similarity:
Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord.
Fouche, C.H., Mukuddem-Petersen, J., Petersen, M.A., Senosi, M.C. (2008)
Discrete Dynamics in Nature and Society
Similarity:
On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile.
Jandačka, Martin, Ševčovič, Daniel (2005)
Journal of Applied Mathematics
Similarity:
An inventory model for optimal cash management for financial institutions : a case study
N. K. Kwak, Michael D. Renfro (1989)
RAIRO - Operations Research - Recherche Opérationnelle
Similarity:
Maximizing banking profit on a random time interval.
Mukuddem-Petersen, J., Petersen, M.A., Schoeman, I.M., Tau, B.A. (2007)
Journal of Applied Mathematics
Similarity:
Liquidity Management and Futures Hedging Under Deposit Insurance: an Option-Based Analysis
Jyh-Horng Lin, Chuen-Ping Chang (2004)
The Yugoslav Journal of Operations Research
Similarity:
Investing in lead-time variability reduction in a quality-adjusted inventory model with finite-range stochastic lead-time.
Nasri, Farrokh, Paknejad, Javad, Affisco, John (2008)
Journal of Applied Mathematics and Decision Sciences
Similarity: