Publikační činnost Katedry financí / Publications of Department of Finance (154): Recent submissions
Now showing items 101-110 of 159
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Implied volatility and state price density estimation: arbitrage analysis
(Computational Management Science. 2017, vol. 14, issue 4, p. 559-583.) -
On the impact of conditional expectation estimators in portfolio theory
(Computational Management Science. 2017, vol. 14, issue 4, p. 535-557.) -
DG method for the numerical pricing of two-asset European-style Asian options with fixed strike
(Applications of Mathematics. 2017, vol. 62, no. 6, p. 607-632.) -
Portfolio selection strategy for fixed income markets with immunization on average
(Annals of Operations Research. 2018, vol. 260, issue 1-2, p. 395-415.) -
The h-index as an almost-exact function of some basic statistics
(Scientometrics. 2017, vol. 113, issue 2, p. 1209-1228.) -
DG method for numerical pricing of multi-asset Asian options - the case of options with floating strike
(Applications of Mathematics. 2017, vol. 62, issue 2, p. 171-195.) -
Calculation of solvency capital requirements for non-life underwriting risk using generalized linear models
(Prague Economic Papers. 2017, vol. 26, no. 4, p. 450-466.) -
Measuring the citation impact of journals with generalized Lorenz curves
(Journal of Informetrics. 2017, vol. 11, issue 3, p. 689-703.) -
New resonance approach to competitiveness interventions in lagging regions: the case of Ukraine before the armed conflict
(Review of Economic Perspectives. 2017, vol. 17, issue 1, p. 25-56.) -
A portfolio return definition coherent with the investors' preferences
(IMA Journal of Management Mathematics. 2017, vol. 28, issue 3, p. 451-466.)