International Journal of Financial Engineering and Risk Management (IJFERM)

International Journal of Financial Engineering and Risk Management

2016 Vol.2 No.3


Pages Title and author(s)
155-171Criteria of optimal portfolio selection: evidence from private investors in Greece and Poland
Mihail Diakomihalis; Alina Hyz; Maria Parlinska; Grigorios Gikas
DOI: 10.1504/IJFERM.2016.082956
172-199Forecasting volatility of tanker freight rates based on asymmetric regime-switching GARCH models
Philipp Lauenstein; Thomas Walther
DOI: 10.1504/IJFERM.2016.082978
200-210A use of Black-Scholes model in market risk
Panos Xidonas; Christos E. Kountzakis; Christis Hassapis; Christos Staikouras
DOI: 10.1504/IJFERM.2016.082983
211-219Accounting treatment of research and development expenditures and firms performance: evidence from Greek listed firms in the Athens Stock Exchange
Petros Kalantonis
DOI: 10.1504/IJFERM.2016.082993
220-254Generation of scenarios for the interest rates under the arbitrage-free dynamic Nelson-Siegel model
Stéphane Dang-Nguyen; Yves Rakotondratsimba
DOI: 10.1504/IJFERM.2016.083010

 

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