Titlebook: Operations Research Models in Quantitative Finance; Proceedings of the X Rita L. D’Ecclesia,Stavros A. Zenios Conference proceedings 1994 P

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书目名称Operations Research Models in Quantitative Finance读者反馈学科排名

Exuberance

Financial Regulation and Multi-tier Financial Intermediation Systemsiers are characterised by distinct financial products specialization and by different deposit guaranty systems. The resulting system is very robust and minimizes the possible financial burden on the tax payer: it may perfectly fit to the needs of transitional socialist economies, which are character

outer-ear

UNT

生气的边缘

dandruff

拖债

Stochastic Programming Models for Portfolio Optimization with Mortgage Backed Securities: Comprehensy. The specific problem is to fund a known liability with a portfolio of mortgage-backed securities in an uncertain interest-rate environment, but the approach considered extends easily to include other fixed-income investments and other types of uncertainty. The mathematical models are multi-stage

阻挡

Fecal-Impaction

Stock Returns: An Analysis of the Italian Market with GARCH Modelsuch volatility changes, models with heteroscedastic conditional variance, known as ARCH and GARCH models, have been introduced. In this paper four Italian Stock Market series are analyzed: the excess returns of the COMIT index and three different stock excess returns of leading companies in differen

要塞

Mean Reversion at The Dutch Stock Exchange?fferent return horizons are confronted with simulated probability distributions. Three different simulation procedures are used: randomization, bootstrap and drawings from a random walk process..The empirical results show significant mean aversion in monthly stock returns. This indicates that during