Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Detecting Performance Persistence of Hedge Funds: A Runs-Based Analysis |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
44 |
Optimal Positioning in Financial Derivatives under Mixture Distributions |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
59 |
Portfolio Optimization within Mixture of Distributions |
0 |
0 |
0 |
34 |
0 |
2 |
2 |
59 |
Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis |
0 |
0 |
0 |
31 |
0 |
1 |
4 |
84 |
Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis |
1 |
1 |
1 |
19 |
1 |
2 |
3 |
61 |
Structured portfolio analysis under SharpeOmega ratio |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
73 |
Structured portfolio analysis under SharpeOmega ratio |
0 |
0 |
0 |
92 |
0 |
0 |
2 |
299 |
Structured portfolio analysis under SharpeOmega ratio |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
56 |
Total Working Papers |
1 |
1 |
1 |
285 |
1 |
5 |
14 |
735 |