多话 发表于 2025-3-21 16:12:42

书目名称Current Topics in Quantitative Finance影响因子(影响力)<br>        http://impactfactor.cn/if/?ISSN=BK0241416<br><br>        <br><br>书目名称Current Topics in Quantitative Finance影响因子(影响力)学科排名<br>        http://impactfactor.cn/ifr/?ISSN=BK0241416<br><br>        <br><br>书目名称Current Topics in Quantitative Finance网络公开度<br>        http://impactfactor.cn/at/?ISSN=BK0241416<br><br>        <br><br>书目名称Current Topics in Quantitative Finance网络公开度学科排名<br>        http://impactfactor.cn/atr/?ISSN=BK0241416<br><br>        <br><br>书目名称Current Topics in Quantitative Finance被引频次<br>        http://impactfactor.cn/tc/?ISSN=BK0241416<br><br>        <br><br>书目名称Current Topics in Quantitative Finance被引频次学科排名<br>        http://impactfactor.cn/tcr/?ISSN=BK0241416<br><br>        <br><br>书目名称Current Topics in Quantitative Finance年度引用<br>        http://impactfactor.cn/ii/?ISSN=BK0241416<br><br>        <br><br>书目名称Current Topics in Quantitative Finance年度引用学科排名<br>        http://impactfactor.cn/iir/?ISSN=BK0241416<br><br>        <br><br>书目名称Current Topics in Quantitative Finance读者反馈<br>        http://impactfactor.cn/5y/?ISSN=BK0241416<br><br>        <br><br>书目名称Current Topics in Quantitative Finance读者反馈学科排名<br>        http://impactfactor.cn/5yr/?ISSN=BK0241416<br><br>        <br><br>

Osmosis 发表于 2025-3-21 23:32:31

U. Pirzer,K.-H. Meyer zum Büschenfeldemovements. Moreover, the absence of serial correlation in the time series of the rate of returns, does not necessary means statistical independence. However this phenomenon has been studied in the past only for stocks and foreign exchange rates only and to our knowledge not for the corporate bonds.

小卒 发表于 2025-3-22 02:08:05

Gastrointestinale Probleme bei Mukoviszidoselso developed). All the “classic” techniques perform well. The stochastic D.e.a. models can outperform the “classics” in some specific situations, but on average they cannot compete with older techniques; however, the two new stochastic D.e.a. models perform better than the standard one.

植物茂盛 发表于 2025-3-22 06:58:41

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canonical 发表于 2025-3-22 10:04:59

How Should We Measure Bank Efficiency? A Comparison of Classic and Recent Techniques Based on Simullso developed). All the “classic” techniques perform well. The stochastic D.e.a. models can outperform the “classics” in some specific situations, but on average they cannot compete with older techniques; however, the two new stochastic D.e.a. models perform better than the standard one.

ADAGE 发表于 2025-3-22 14:47:23

M. Reim,M. Wenzel,P. J. M. Bucheres, including the ECU as the predecessor of the European single currency (the Euro), during the period 1989-1997. Our purpose is to provide the Spanish investors with an international performance and, in second term, to advance the role of the European single currency in the international financial markets.

ADAGE 发表于 2025-3-22 17:59:43

https://doi.org/10.1007/978-3-642-77046-3ar relation between expected return and the efficient level of dispersion in the single agent portfolio selection problem. Hence, the efficient set is convex, permitting us to derive an equilibrium model, called stable-CAPM. Moreover, we find that the efficient level of risk in a stable Paretian market is higher the lower the stability index, a.

600 发表于 2025-3-22 21:25:16

A. Stallmach,H. Matthes,E.-O. Rieckenf the log-logistic distribution, skewness and kurtosis effects can be incorporated. We show how option prices change relative to Black.Scholes prices when skewness and kurtosis effects are introduced.

peptic-ulcer 发表于 2025-3-23 01:24:12

Efficient Diversification of International Investments: The Spanish Point of View,es, including the ECU as the predecessor of the European single currency (the Euro), during the period 1989-1997. Our purpose is to provide the Spanish investors with an international performance and, in second term, to advance the role of the European single currency in the international financial markets.

infringe 发表于 2025-3-23 06:00:23

Portfolio Analysis with Symmetric Stable Paretian Returns,ar relation between expected return and the efficient level of dispersion in the single agent portfolio selection problem. Hence, the efficient set is convex, permitting us to derive an equilibrium model, called stable-CAPM. Moreover, we find that the efficient level of risk in a stable Paretian market is higher the lower the stability index, a.
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查看完整版本: Titlebook: Current Topics in Quantitative Finance; Elio Canestrelli Conference proceedings 1999 Springer-Verlag Berlin Heidelberg 1999 Analysis.Asset