Francesco Barone-Adesi
3  Ergebnisse:
Personensuche X
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Modern multi-factor analysis of bond portfolios 

critical implications for hedging and investing  Palgrave pivot
Exemplar:  BB WiWi: 11a swl 305/907
 
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2

Applying error-adjusted hedging to corporate bond portfolio:

, In: Modern multi-factor analysis of bond portfolios / edited by Giovanni Barone Adesi, Professor, Università della Svizzera Italiana, Switzerland and Nicola Carcano, Lecturer, Faculty of Economics, Università della Svizzera Italiana, Switzerland
Exemplar:  BB WiWi: 11a swl 305/907
 
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3

Testing asset pricing models with coskewness:

, In: Journal of business & economic statistics
Barone-Adesi, Giovanni. (2004)  4 - p. 474-485
Exemplare: Zentrale;
 
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