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 …

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 …

[BOOK][B] Le obbligazioni strutturate

F Pampurini - 2010 - u-pad.unimc.it
Il saggio propone, nella prima parte, una descrizione morfologica della classe dei titoli
obbligazionari strutturati presenti sul mercato italiano offrendo altresì un criterio di …

[BOOK][B] A numerical study of one-factor interest rate models

Z Ge - 1998 - library-archives.canada.ca
This thesis is concerned with a numerical study of one-factor interest rate models. First the
basics of option pricing theory are outlined together with a simple derivation of the Heath …

[CITATION][C] 規避上市跌價風險: 股酬交換契約之使用與定價

林昌明 - 2002 - 撰者