
International Journal of Financial Engineering and Risk Management
2016 Vol.2 No.3
Pages | Title and author(s) |
155-171 | Criteria of optimal portfolio selection: evidence from private investors in Greece and PolandMihail Diakomihalis; Alina Hyz; Maria Parlinska; Grigorios Gikas DOI: 10.1504/IJFERM.2016.082956 |
172-199 | Forecasting volatility of tanker freight rates based on asymmetric regime-switching GARCH modelsPhilipp Lauenstein; Thomas Walther DOI: 10.1504/IJFERM.2016.082978 |
200-210 | A use of Black-Scholes model in market riskPanos Xidonas; Christos E. Kountzakis; Christis Hassapis; Christos Staikouras DOI: 10.1504/IJFERM.2016.082983 |
211-219 | Accounting treatment of research and development expenditures and firms performance: evidence from Greek listed firms in the Athens Stock ExchangePetros Kalantonis DOI: 10.1504/IJFERM.2016.082993 |
220-254 | Generation of scenarios for the interest rates under the arbitrage-free dynamic Nelson-Siegel modelStéphane Dang-Nguyen; Yves Rakotondratsimba DOI: 10.1504/IJFERM.2016.083010 |