Option pricing and hedging under a stochastic volatility Lévy process model

Author(s) :
Frank J. Fabozzi, Young Shin Kim, Zuodong Lin, Svetlozar T. Rachev

Approximation of Skewed and Leptokurtic Return Distributions

Author(s) :
Frank Fabozzi, Young Shin Kim, Svetlozar Rachev, Matthias Scherer

A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates

Author(s) :
Rosella Giacomettia, Marida Bertocchi, Svetlozar T. Rachev, Frank J. Fabozzi

The Changing Face of Real Estate Investment Management

Author(s) :
Jim Clayton, Frank J. Fabozzi, S. Michael Giliberto, Jacques N. Gordon, Susan Hudson-Wilson, William Hughes, Youguo Liang, Greg MacKinnon, Asieh Mansour

Household Search Choice: Theory and Evidence

Author(s) :
Yosef Bonaparte, Frank J. Fabozzi

Metrization of Stochastic Dominance Rules

Author(s) :
Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi

Selecting Prior Year’s Top Fund of Hedge Funds as This Year’s Choice

Author(s) :
Greg N. Gregoriou, Razvan Pascalau
Can investors select winning funds of hedge funds (FOFs) by merely assuming a simple trading strategy? Can historical information present insight on...

Corporate governance reform and firm value in Mexico: an empirical assessment

Author(s) :
Alberto Chonga, Jorge Guillenb, Florencio Lopez-de-Silanes

Unbundling common style exposures, time variance and style timing of hedge fund beta

Author(s) :
Rodrigo Dupleich, Daniel Giamouridis, Spyros Mesomeris, Nima Noorizadeh

MiFID Pre-Trade Transparency Rules: An Investor's Perspective

Author(s) :
Catherine D'Hondt, Jean-René Giraud

Improving investment performance for pension plans

Author(s) :
John M Mulvey, Koray D. Simsek, Zhuojuan Zhang

Modernizing the Defined-Benefit Pension System

Author(s) :
John M. Mulvey, Frank J. Fabozzi, William R. Pauling, Koray D. Simsek, Zhuojuan Zhang

Challenges Arising from Alternative Investment Management

Author(s) :
Noël Amenc, François Haas, Mathieu Vaissié
Over the past few years the alternative investment industry has developed spectacularly, attracting so much investor interest that it appears at...

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