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filthy


Total Posts: 1214
Joined: Jun 2004
 
Posted: 2007-08-15 00:17

does anyone have access to

"capital growth with security"

by

Leonard C. MacLean, Rafael Sanegre, Yonggan Zhao and William T. Ziemba

Journal of Economic Dynamics and Control, 2004, vol. 28, issue 5, pages 937-954


"Game's the same, just got more fierce"

kanukatchit


Total Posts: 252
Joined: Jun 2005
 
Posted: 2007-08-15 00:39

Here it is.

Attached File: sdarticle.pdf


dgn2


Total Posts: 1924
Joined: May 2004
 
Posted: 2007-08-15 02:28
sweet...thanks man

...WARNING: I am an optimal f'er

filthy


Total Posts: 1214
Joined: Jun 2004
 
Posted: 2007-08-15 04:56
me too

"Game's the same, just got more fierce"

filthy


Total Posts: 1214
Joined: Jun 2004
 
Posted: 2007-08-15 15:04

dgn2,

i'll send you some stuff today.


"Game's the same, just got more fierce"

kanukatchit


Total Posts: 252
Joined: Jun 2005
 
Posted: 2007-08-15 17:46
Glad to be of service guys.

doobs


Total Posts: 823
Joined: Jun 2005
 
Posted: 2007-08-19 02:13
On the Predictive Power of Interest Rates and Interest Rate Spreads by Ben?

Thanks

adas


Total Posts: 183
Joined: Sep 2004
 
Posted: 2007-08-19 03:54

Found via Google. Hope this help, doobs:

 Attached File: w3486.pdf


I don't think, therefore I ham.

doobs


Total Posts: 823
Joined: Jun 2005
 
Posted: 2007-08-19 04:50
Thanks Adas, I guess I gave up too quickly.

filthy


Total Posts: 1214
Joined: Jun 2004
 
Posted: 2007-09-11 04:20

does anyone have

Jondeau, E. and Rockinger, M., 1999. “Estimating Gram-Charlier Expansions with Positivity Constraints,” Working Paper, Banque de France.

Jondeau, E. and Rockinger, M., 2001. “Gram-Charlier Densities,” Journal of Economic Dynamics and Control, 10, 347-369?

i'm trying to calculate the range of validity for gram-charlier expansions and i'm getting results that disagree with those i can sort of remember.


"Game's the same, just got more fierce"

adas


Total Posts: 183
Joined: Sep 2004
 
Posted: 2007-09-11 06:34

check your email, filthy


I don't think, therefore I ham.

filthy


Total Posts: 1214
Joined: Jun 2004
 
Posted: 2007-09-11 13:14
thanks very much

"Game's the same, just got more fierce"

jungle
Chief Rhythm Officer
CSD LLC
Total Posts: 3162
Joined: Jul 2004
 
Posted: 2007-09-13 13:50
I'm looking for UBS "Gilt Strategy Perspectives"  by Roger Brown and Mihail Bozinov, pub. Sep. 11th.

Just say no.

tabris


Total Posts: 1194
Joined: Feb 2005
 
Posted: 2007-09-14 03:11

Jungle, check your email


Dilbert: Why does it seem as though I am the only honest guy on earth? Dogbert: Your type tends not to reproduce.

jungle
Chief Rhythm Officer
CSD LLC
Total Posts: 3162
Joined: Jul 2004
 
Posted: 2007-09-14 13:26
Many thanks.

Just say no.

adas


Total Posts: 183
Joined: Sep 2004
 
Posted: 2007-09-24 04:19
Looking for a paper titled: "Fund Age and Performance" by M.J. Howell, Journal of Alternative Investments, Fall 2001

I don't think, therefore I ham.

Dimatrix


Total Posts: 537
Joined: May 2006
 
Posted: 2007-10-05 10:21

Does anyone have access to:

M. El Babsiri, G.Noel. "Simulating Path Dependent Options: A New Approach." Journal of Derivatives Winter 1998, 65-83. ?

Thanks

Edit: wrong english


Ctrl - L.

illConditioned


Total Posts: 38
Joined: Aug 2006
 
Posted: 2007-10-05 12:02
Check your mail Dimatrix.

Dimatrix


Total Posts: 537
Joined: May 2006
 
Posted: 2007-10-05 12:59

 

hmmmmmmmm, nothing there

 


Ctrl - L.

illConditioned


Total Posts: 38
Joined: Aug 2006
 
Posted: 2007-10-05 13:08
Hmmmmm, re-sent it.

Dimatrix


Total Posts: 537
Joined: May 2006
 
Posted: 2007-10-05 13:17

 

hmmmmmmm, now I got it. Coooooooooooooooool. Thanks, thanks!

 


Ctrl - L.

doobs


Total Posts: 823
Joined: Jun 2005
 
Posted: 2007-10-12 00:57
Can someone help me locate the following paper:
Discrete and continuous time cointegration by F. Comte*

Thanks

pj


Total Posts: 2861
Joined: Jun 2004
 
Posted: 2007-10-12 09:34
check Your e-mail in 5 minutes

BTW you should definitely try and take some sort of holiday... good for the soul. (Donal Gallagher)

doobs


Total Posts: 823
Joined: Jun 2005
 
Posted: 2007-10-12 09:43
Thanks a lot

urnash


Total Posts: 553
Joined: Sep 2006
 
Posted: 2007-10-26 10:16
Last Wednesday (the 24th of October) there was in Paris a breakfast meeting (pardon, un petit dejeuner). Guillaume Gimonet spoke about integrating market risk and model risk: a holisitic approach to financial risk. See this link. Seems quite interesting. Does anybody have a copy of the handouts? Many thanks in advance!

The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data. - John Tukey.
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