filthy
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| Total Posts: 1265 |
| Joined: Jun 2004 |
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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
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"Game's the same, just got more fierce" |
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dgn2
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| Total Posts: 2077 |
| Joined: May 2004 |
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| sweet...thanks man |
...WARNING: I am an optimal f'er |
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filthy
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| Total Posts: 1265 |
| Joined: Jun 2004 |
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| me too |
"Game's the same, just got more fierce" |
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filthy
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| Total Posts: 1265 |
| Joined: Jun 2004 |
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dgn2,
i'll send you some stuff today. |
"Game's the same, just got more fierce" |
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| Glad to be of service guys. |
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doobs
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| Total Posts: 846 |
| Joined: Jun 2005 |
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On the Predictive Power of Interest Rates and Interest Rate Spreads by Ben?
Thanks |
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adas
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| Total Posts: 185 |
| Joined: Sep 2004 |
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doobs
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| Total Posts: 846 |
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| Thanks Adas, I guess I gave up too quickly. |
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filthy
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| Total Posts: 1265 |
| Joined: Jun 2004 |
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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" |
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adas
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| Total Posts: 185 |
| Joined: Sep 2004 |
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check your email, filthy |
I don't think, therefore I ham. |
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filthy
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| Total Posts: 1265 |
| Joined: Jun 2004 |
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| thanks very much |
"Game's the same, just got more fierce" |
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jungle
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| Chief Rhythm OfficerCSD LLC |
| Total Posts: 3169 |
| Joined: Jul 2004 |
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| I'm looking for UBS "Gilt Strategy Perspectives" by Roger Brown and Mihail Bozinov, pub. Sep. 11th. |
Just say no. |
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tabris
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| Total Posts: 1287 |
| Joined: Feb 2005 |
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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. |
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jungle
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| Chief Rhythm OfficerCSD LLC |
| Total Posts: 3169 |
| Joined: Jul 2004 |
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| Many thanks. |
Just say no. |
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adas
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| Total Posts: 185 |
| Joined: Sep 2004 |
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| 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. |
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Dimatrix
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| Total Posts: 539 |
| Joined: May 2006 |
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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 |
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| Check your mail Dimatrix. |
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Dimatrix
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| Total Posts: 539 |
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hmmmmmmmm, nothing there
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Dimatrix
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| Total Posts: 539 |
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hmmmmmmm, now I got it. Coooooooooooooooool. Thanks, thanks!
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doobs
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| Total Posts: 846 |
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Can someone help me locate the following paper:
Discrete and continuous time cointegration by F. Comte*
Thanks |
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pj
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| Total Posts: 3670 |
| Joined: Jun 2004 |
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| check Your e-mail in 5 minutes |
BTW you should definitely try and take some sort of holiday... good for the soul.
(Donal Gallagher)
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doobs
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| Total Posts: 846 |
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urnash
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| Total Posts: 566 |
| Joined: Sep 2006 |
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| 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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