The Shrinkage Adjusted Sharpe Ratio: An Improved Method for Mutual Fund Selection
M Levy, R Roll - The Journal of Investing, 2023 - pm-research.com
In the summer of 1991, the first issue of The Journal of Fixed Income was published. More
than 900 articles have been published in the journal since then, educating market …
than 900 articles have been published in the journal since then, educating market …
Contributions of The Journal of Fixed Income to Fixed-Income Analytics.
FJ Fabozzi - Journal of Fixed Income, 2022 - search.ebscohost.com
In the summer of 1991, the first issue of The Journal of Fixed Income was published. More
than 900 articles have been published in the journal since then, educating market …
than 900 articles have been published in the journal since then, educating market …
Risk management in cross-border electricity markets in Europe: Analysis and valuation of derivative instruments
J Marckhoff - 2010 - fis.uni-bamberg.de
The thesis thoroughly discusses the valuation of derivatives in the European cross-border
electricity market. It covers two distinct electricity markets in Europe and discusses the two …
electricity market. It covers two distinct electricity markets in Europe and discusses the two …
Spot Price Models for Natural Gas: Robustness of the Convenience Yield Approach
T Volmer - 2012 - fis.uni-bamberg.de
This thesis investigates spot price models for natural gas and develops a new model, which
incorporates both the simplicity of the set-up of reduced-form models and economic insights …
incorporates both the simplicity of the set-up of reduced-form models and economic insights …
[PDF][PDF] Short Note on Correlation in a Hull-White Tree
M Auer - Proceedings of the World Congress on Engineering, 2009 - Citeseer
Two-factor Hull-White/G2++ trinomial trees can reproduce the continuous model's
correlation structure by using a high discretization resolution, or by tweaking the transition …
correlation structure by using a high discretization resolution, or by tweaking the transition …
[CITATION][C] A new approach to the valuation of banks
M Adams, M Rudolf - 2010 - WHU, Otto Beisheim School of …