Pages that link to "Item:Q2480223"
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The following pages link to A portfolio-based evaluation of affine term structure models (Q2480223):
Displaying 5 items.
- Testing affine term structure models in case of transaction costs (Q262758) (← links)
- Portfolio management with benchmark related incentives under mean reverting processes (Q1621923) (← links)
- A two-period portfolio selection model for Asset-Backed Securitization (Q2867372) (← links)
- The Power-Series Algorithm Applied to the Shortest-Queue Model (Q3990574) (← links)
- Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations (Q4586318) (← links)