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Review of Quantitative Finance and Accounting

Ausgabe 2/2011

Inhalt (6 Artikel)

Original Research

Model uncertainty, performance persistence and flows

Yee Cheng Loon

Original Research

An analysis of risk-based asset allocation and portfolio insurance strategies

Lan-chih Ho, John Cadle, Michael Theobald

ORIGINAL RESEARCH

Analysis of efficient markets

Arie Harel, Giora Harpaz, Jack Clark Francis