International Journal of Portfolio Analysis and Management (IJPAM)

International Journal of Portfolio Analysis and Management

2014 Vol.1 No.4


Pages Title and author(s)
301-313Return or position-based value at risk?
Jérôme Huillard d'Aignaux; Benjamin Baranne; Jürgen Fuchs; Stavros Siokos
DOI: 10.1504/IJPAM.2014.064380
314-329Explicit approximations of multi-asset option prices including Greeks
Reik H. Börger
DOI: 10.1504/IJPAM.2014.064381
330-344Does herd behaviour exist in the commodities market?
Nikolaos Philippas
DOI: 10.1504/IJPAM.2014.064382
345-379Investors' expectations, management fees and the underperformance of mutual funds
Andreas Huesler; Yannick Malevergne; Didier Sornette
DOI: 10.1504/IJPAM.2014.064383

 

Return to top