Nakayama, Keita; Takahashi, Akihiko A factor allocation approach to optimal bond portfolio. (English) Zbl 1170.91395 Asia-Pac. Financ. Mark. 14, No. 4, 299-324 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{K. Nakayama} and \textit{A. Takahashi}, Asia-Pac. Financ. Mark. 14, No. 4, 299--324 (2007; Zbl 1170.91395) Full Text: DOI
Ding, Qing; Dong, Lingxiu; Kouvelis, Panos On the integration of production and financial hedging decisions in global markets. (English) Zbl 1167.91366 Oper. Res. 55, No. 3, 470-489 (2007). MSC: 91B28 90B30 PDFBibTeX XMLCite \textit{Q. Ding} et al., Oper. Res. 55, No. 3, 470--489 (2007; Zbl 1167.91366) Full Text: DOI Link
Tseng, Chung-Li; Lin, Kyle Y. A framework using two-factor price lattices for generation asset valuation. (English) Zbl 1167.91403 Oper. Res. 55, No. 2, 234-251 (2007). MSC: 91B76 91B28 PDFBibTeX XMLCite \textit{C.-L. Tseng} and \textit{K. Y. Lin}, Oper. Res. 55, No. 2, 234--251 (2007; Zbl 1167.91403) Full Text: DOI Link
Dong, Lingxiu; Liu, Hong Equilibrium forward contracts on nonstorable commodities in the presence of market power. (English) Zbl 1167.91351 Oper. Res. 55, No. 1, 128-145 (2007). MSC: 91B26 91B28 90B50 90B05 PDFBibTeX XMLCite \textit{L. Dong} and \textit{H. Liu}, Oper. Res. 55, No. 1, 128--145 (2007; Zbl 1167.91351) Full Text: DOI Link
Fatone, L.; Mariani, F.; Recchioni, M. C.; Zirilli, F. Pricing realized variance options using integrated stochastic variance options in the heston stochastic volatility model. (English) Zbl 1163.91394 Discrete Contin. Dyn. Syst. 2007, Suppl., 354-363 (2007). MSC: 91B28 60H10 PDFBibTeX XMLCite \textit{L. Fatone} et al., Discrete Contin. Dyn. Syst. 2007, 354--363 (2007; Zbl 1163.91394)
Gutiérrez, Óscar Devaluating projects and the investment-uncertainty relationship. (English) Zbl 1163.91401 J. Econ. Dyn. Control 31, No. 12, 3881-3888 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{Ó. Gutiérrez}, J. Econ. Dyn. Control 31, No. 12, 3881--3888 (2007; Zbl 1163.91401) Full Text: DOI
Dai, Min; Kwok, Yue Kuen; You, Hong Intensity-based framework and penalty formulation of optimal stopping problems. (English) Zbl 1163.91389 J. Econ. Dyn. Control 31, No. 12, 3860-3880 (2007). MSC: 91B28 35R60 60G40 60H10 60H30 PDFBibTeX XMLCite \textit{M. Dai} et al., J. Econ. Dyn. Control 31, No. 12, 3860--3880 (2007; Zbl 1163.91389) Full Text: DOI Link
Shackleton, Mark B.; Wojakowski, Rafał Finite maturity caps and floors on continuous flows. (English) Zbl 1163.91422 J. Econ. Dyn. Control 31, No. 12, 3843-3859 (2007). MSC: 91B28 60H10 60H30 93E20 PDFBibTeX XMLCite \textit{M. B. Shackleton} and \textit{R. Wojakowski}, J. Econ. Dyn. Control 31, No. 12, 3843--3859 (2007; Zbl 1163.91422) Full Text: DOI
Bayer, Christian Investment timing and predatory behavior in a duopoly with endogenous exit. (English) Zbl 1163.91329 J. Econ. Dyn. Control 31, No. 9, 3069-3109 (2007). MSC: 91A55 60H10 60H30 91B28 91B62 PDFBibTeX XMLCite \textit{C. Bayer}, J. Econ. Dyn. Control 31, No. 9, 3069--3109 (2007; Zbl 1163.91329) Full Text: DOI
Sircar, Ronnie; Xiong, Wei A general framework for evaluating executive stock options. (English) Zbl 1163.91423 J. Econ. Dyn. Control 31, No. 7, 2317-2349 (2007). MSC: 91B28 60H10 60H30 PDFBibTeX XMLCite \textit{R. Sircar} and \textit{W. Xiong}, J. Econ. Dyn. Control 31, No. 7, 2317--2349 (2007; Zbl 1163.91423) Full Text: DOI
Ben-Ameur, Hatem; Breton, Michèle; Karoui, Lotfi; L’Ecuyer, Pierre A dynamic programming approach for pricing options embedded in bonds. (English) Zbl 1163.91380 J. Econ. Dyn. Control 31, No. 7, 2212-2233 (2007). MSC: 91B28 90C90 PDFBibTeX XMLCite \textit{H. Ben-Ameur} et al., J. Econ. Dyn. Control 31, No. 7, 2212--2233 (2007; Zbl 1163.91380) Full Text: DOI Link
Wong, Kit Pong The effect of uncertainty on investment timing in a real options model. (English) Zbl 1163.91427 J. Econ. Dyn. Control 31, No. 7, 2152-2167 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{K. P. Wong}, J. Econ. Dyn. Control 31, No. 7, 2152--2167 (2007; Zbl 1163.91427) Full Text: DOI Link
Colwell, David; El-Hassan, Nadima; Kwon, Oh Kang Hedging diffusion processes by local risk minimization with applications to index tracking. (English) Zbl 1163.91388 J. Econ. Dyn. Control 31, No. 7, 2135-2151 (2007). MSC: 91B28 60H20 60H30 PDFBibTeX XMLCite \textit{D. Colwell} et al., J. Econ. Dyn. Control 31, No. 7, 2135--2151 (2007; Zbl 1163.91388) Full Text: DOI
Nguyen Van Huu; Vuong, Quan Hoang On the martingale representation theorem and on approximate hedging a contingent claim in the minimum deviation square criterion. (English) Zbl 1173.91395 Jeltsch, Rolf (ed.) et al., Some topics in industrial and applied mathematics. Based on lectures delivered at the Shanghai Forum on Industrial and Applied Mathematics, Shanghai, China, May 26–27, 2006. Hackensack, NJ: World Scientific (ISBN 978-981-270-934-9/hbk). Series in Contemporary Applied Mathematics CAM 8, 134-151 (2007). MSC: 91B28 60G42 60G44 60H10 60H30 PDFBibTeX XMLCite \textit{Nguyen Van Huu} and \textit{Q. H. Vuong}, Ser. Contemp. Appl. Math. CAM 8, 134--151 (2007; Zbl 1173.91395)
Gülpınar, Nalan; Rustem, Berc Robust optimal decisions with imprecise forecasts. (English) Zbl 1161.62422 Comput. Stat. Data Anal. 51, No. 7, 3595-3611 (2007). MSC: 62P05 91B06 91B28 PDFBibTeX XMLCite \textit{N. Gülpınar} and \textit{B. Rustem}, Comput. Stat. Data Anal. 51, No. 7, 3595--3611 (2007; Zbl 1161.62422) Full Text: DOI
Fotopoulos, Stergios B.; Jandhyala, Venkata K.; Chen, Kim-Heng Non-linear properties of conditional returns under scale mixtures. (English) Zbl 1161.62421 Comput. Stat. Data Anal. 51, No. 6, 3041-3056 (2007). MSC: 62P05 62J02 62H10 91B28 33C90 PDFBibTeX XMLCite \textit{S. B. Fotopoulos} et al., Comput. Stat. Data Anal. 51, No. 6, 3041--3056 (2007; Zbl 1161.62421) Full Text: DOI
Odening, Martin; Mußhoff, Oliver; Hirschauer, Norbert; Balmann, Alfons Investment under uncertainty – does competition matter? (English) Zbl 1163.91418 J. Econ. Dyn. Control 31, No. 3, 994-1014 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{M. Odening} et al., J. Econ. Dyn. Control 31, No. 3, 994--1014 (2007; Zbl 1163.91418) Full Text: DOI
Beyer, Andreas; Farmer, Roger E. A. Natural rate doubts. (English) Zbl 1163.91383 J. Econ. Dyn. Control 31, No. 3, 797-825 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{A. Beyer} and \textit{R. E. A. Farmer}, J. Econ. Dyn. Control 31, No. 3, 797--825 (2007; Zbl 1163.91383) Full Text: DOI
Chiorean, Ioana Remarks on computing the value of an option with binomial methods. (English) Zbl 1174.91005 Stud. Univ. Babeș-Bolyai, Math. 52, No. 4, 45-52 (2007). MSC: 91B28 65C30 60H30 PDFBibTeX XMLCite \textit{I. Chiorean}, Stud. Univ. Babeș-Bolyai, Math. 52, No. 4, 45--52 (2007; Zbl 1174.91005)
Fernandez, Pedro Jesus; de Souza Lauretto, Marcelo; Pereira, Carlos Alberto de Braganca; Stern, Julio Michael A new media optimizer based on the mean-variance model. (English) Zbl 1167.91368 Pesqui. Oper. 27, No. 3, 427-456 (2007). MSC: 91B28 90C20 90C31 PDFBibTeX XMLCite \textit{P. J. Fernandez} et al., Pesqui. Oper. 27, No. 3, 427--456 (2007; Zbl 1167.91368) Full Text: DOI
Arns Steiner, Maria Teresinha; Nievola, Júlio Cesar; Soma, Nei Yoshihiro; Shimizu, Tamio; Steiner Neto, Pedro José Using neural networks rule extraction for decision making in credit-risk evaluation. (Portuguese. English summary) Zbl 1167.91375 Pesqui. Oper. 27, No. 3, 407-426 (2007). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{M. T. Arns Steiner} et al., Pesqui. Oper. 27, No. 3, 407--426 (2007; Zbl 1167.91375) Full Text: DOI
Gurgul, Henryk; Majdosz, Paweł The informational content of insider trading disclosures: empirical results for the Polish stock market. (English) Zbl 1158.91467 CEJOR, Cent. Eur. J. Oper. Res. 15, No. 1, 1-19 (2007). MSC: 91B84 91B44 91B28 PDFBibTeX XMLCite \textit{H. Gurgul} and \textit{P. Majdosz}, CEJOR, Cent. Eur. J. Oper. Res. 15, No. 1, 1--19 (2007; Zbl 1158.91467) Full Text: DOI
Pardoux, Etienne Markov processes and applications: Algorithms, networks, genomics and finance. (Processus de Markov et applications: algorithmes, réseaux, génome et finance.) (French) Zbl 1158.60300 Paris: Dunod (ISBN 978-2-10-051217-1). x, 230 p. (2007). MSC: 60-02 60Jxx 60Kxx 92D10 91B28 PDFBibTeX XMLCite \textit{E. Pardoux}, Processus de Markov et applications: algorithmes, réseaux, génome et finance. Paris: Dunod (2007; Zbl 1158.60300)
Hu, Rong Application of multi-output support vector regression in stock market index forecasting. (Chinese. English summary) Zbl 1174.91405 J. Yunnan Nation. Univ., Nat. Sci. 16, No. 3, 189-192 (2007). MSC: 91B28 91B84 68T05 62M10 PDFBibTeX XMLCite \textit{R. Hu}, J. Yunnan Nation. Univ., Nat. Sci. 16, No. 3, 189--192 (2007; Zbl 1174.91405)
He, Shuhong; Le, Xiaomei; Miao, Junfang A fuzzy multiple objective optimal model for portfolio investment with transaction costs. (Chinese. English summary) Zbl 1174.91402 J. Yunnan Nation. Univ., Nat. Sci. 16, No. 1, 25-28 (2007). MSC: 91B28 90C29 03E72 PDFBibTeX XMLCite \textit{S. He} et al., J. Yunnan Nation. Univ., Nat. Sci. 16, No. 1, 25--28 (2007; Zbl 1174.91402)
Zhang, Sheng; Wei, Zhonghua; He, Shanglu; Liang, Guohong; Huang, Hui The applications of 0-1 knapsack problem in limit investment decision and its recovery from disruption. (Chinese. English summary) Zbl 1174.91475 J. Inn. Mong. Norm. Univ., Nat. Sci. 36, No. 5, 595-598 (2007). MSC: 91B28 90C10 PDFBibTeX XMLCite \textit{S. Zhang} et al., J. Inn. Mong. Norm. Univ., Nat. Sci. 36, No. 5, 595--598 (2007; Zbl 1174.91475)
Li, Hong; Zheng, Zhenyuan; Chen, Jiaqing Pricing European options under jump-diffusion models. (Chinese. English summary) Zbl 1174.91421 J. Inn. Mong. Norm. Univ., Nat. Sci. 36, No. 5, 591-594, 598 (2007). MSC: 91B28 62P05 PDFBibTeX XMLCite \textit{H. Li} et al., J. Inn. Mong. Norm. Univ., Nat. Sci. 36, No. 5, 591--594, 598 (2007; Zbl 1174.91421)
Guo, Lei; Chen, Fangzheng Target preference and optimal investment decision for occupational pension schemes. (Chinese. English summary) Zbl 1174.91396 J. Tongji Univ., Nat. Sci. 35, No. 9, 1279-1283 (2007). MSC: 91B28 90B50 90C15 PDFBibTeX XMLCite \textit{L. Guo} and \textit{F. Chen}, J. Tongji Univ., Nat. Sci. 35, No. 9, 1279--1283 (2007; Zbl 1174.91396)
Xu, Chenglong; Duan, Weizhao; Zhou, Yuyu Mathematical model for pricing a class of triggered exchange rate option. (Chinese. English summary) Zbl 1174.91460 J. Tongji Univ., Nat. Sci. 35, No. 8, 1138-1142 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{C. Xu} et al., J. Tongji Univ., Nat. Sci. 35, No. 8, 1138--1142 (2007; Zbl 1174.91460)
Xu, Chenglong; Zhou, Jing; Ren, Xuemin Arbitrage analysis of a class of deposit product with option style. (Chinese. English summary) Zbl 1174.91461 J. Tongji Univ., Nat. Sci. 35, No. 7, 994-997 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{C. Xu} et al., J. Tongji Univ., Nat. Sci. 35, No. 7, 994--997 (2007; Zbl 1174.91461)
Bi, Yusheng; Bian, Baojun Pricing corporate bonds with both expected and unexpected defaults. (Chinese. English summary) Zbl 1174.91378 J. Tongji Univ., Nat. Sci. 35, No. 7, 989-993 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{Y. Bi} and \textit{B. Bian}, J. Tongji Univ., Nat. Sci. 35, No. 7, 989--993 (2007; Zbl 1174.91378)
Miao, Jijiang; Wu, Xia Decision-making intervention based venture capital contract model. (Chinese. English summary) Zbl 1174.91438 J. Tongji Univ., Nat. Sci. 35, No. 2, 276-279 (2007). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{J. Miao} and \textit{X. Wu}, J. Tongji Univ., Nat. Sci. 35, No. 2, 276--279 (2007; Zbl 1174.91438)
Chen, Xiaoxin; Chen, Weizhong An empirical analysis of dynamic asset allocation performance in Chinese stock market. (Chinese. English summary) Zbl 1174.91387 J. Tongji Univ., Nat. Sci. 35, No. 10, 1430-1434 (2007). MSC: 91B28 90C15 PDFBibTeX XMLCite \textit{X. Chen} and \textit{W. Chen}, J. Tongji Univ., Nat. Sci. 35, No. 10, 1430--1434 (2007; Zbl 1174.91387)
Li, Dehui; Fang, Zhaoben Empirical study using stochastic dominance test on investment funds performance. (Chinese. English summary) Zbl 1174.91420 J. Univ. Sci. Technol. China 37, No. 7, 762-766 (2007). MSC: 91B28 62P05 PDFBibTeX XMLCite \textit{D. Li} and \textit{Z. Fang}, J. Univ. Sci. Technol. China 37, No. 7, 762--766 (2007; Zbl 1174.91420)
Yang, Xingmin; Liu, Baodong; Li, Juan Correlation analysis of the Shanghai-Shenzhen stock index based on Gaussian copulas and \(t\)-copulas. (Chinese. English summary) Zbl 1174.62563 J. Shandong Univ., Nat. Sci. 42, No. 12, 63-68, 72 (2007). MSC: 62P05 91B28 65C05 PDFBibTeX XMLCite \textit{X. Yang} et al., J. Shandong Univ., Nat. Sci. 42, No. 12, 63--68, 72 (2007; Zbl 1174.62563)
Ma, Yulin; Wang, Xiquan Empirical study of the value at risk model based on realized volatility. (Chinese. English summary) Zbl 1174.91499 J. Shandong Univ., Nat. Sci. 42, No. 10, 84-89 (2007). MSC: 91B30 91B28 PDFBibTeX XMLCite \textit{Y. Ma} and \textit{X. Wang}, J. Shandong Univ., Nat. Sci. 42, No. 10, 84--89 (2007; Zbl 1174.91499)
Yang, Liyan; Zhao, Chun; Fan, Kuan The exponential stability of the solution of stochastic neutral technical progress and investment system. (Chinese. English summary) Zbl 1174.93725 J. Tianjin Norm. Univ., Nat. Sci. Ed. 27, No. 1, 57-60 (2007). MSC: 93E15 91B28 PDFBibTeX XMLCite \textit{L. Yang} et al., J. Tianjin Norm. Univ., Nat. Sci. Ed. 27, No. 1, 57--60 (2007; Zbl 1174.93725)
Han, Rumei; Miao, Shuxian; Yu, Yang Co-integration test of the stock price and information flow. (Chinese. English summary) Zbl 1174.91399 J. Liaoning Norm. Univ., Nat. Sci. 30, No. 2, 155-157 (2007). MSC: 91B28 91B44 PDFBibTeX XMLCite \textit{R. Han} et al., J. Liaoning Norm. Univ., Nat. Sci. 30, No. 2, 155--157 (2007; Zbl 1174.91399)
Wang, Feixing; Li, Yongjing An empirical study of the EGARCH model of Shanghai stock composite index by the improved real-coded genetic algorithm. (Chinese. English summary) Zbl 1174.91449 J. Liaoning Norm. Univ., Nat. Sci. 30, No. 1, 28-30 (2007). MSC: 91B28 62P05 90C59 PDFBibTeX XMLCite \textit{F. Wang} and \textit{Y. Li}, J. Liaoning Norm. Univ., Nat. Sci. 30, No. 1, 28--30 (2007; Zbl 1174.91449)
Chen, Zhanhui; Yang, Xin Heterogeneous beliefs,trading volume,and seemingly emotional stock market behavior. (English) Zbl 1174.91388 Tsinghua Sci. Technol. 12, No. 3, 352-360 (2007). MSC: 91B28 91B52 PDFBibTeX XMLCite \textit{Z. Chen} and \textit{X. Yang}, Tsinghua Sci. Technol. 12, No. 3, 352--360 (2007; Zbl 1174.91388) Full Text: DOI
Jiang, Ying; Wang, Liya Application of assets pricing model in measuring supplier’s default risk. (Chinese. English summary) Zbl 1174.91416 J. Shanghai Jiaotong Univ. (Chin. Ed.) 41, No. 7, 1154-1157 (2007). MSC: 91B28 90C39 91B30 PDFBibTeX XMLCite \textit{Y. Jiang} and \textit{L. Wang}, J. Shanghai Jiaotong Univ. (Chin. Ed.) 41, No. 7, 1154--1157 (2007; Zbl 1174.91416)
Yin, Linsen; Hu, Wenwei; Li, Zhan The deferability of venture capital based on option-game theory. (Chinese. English summary) Zbl 1174.91469 J. Shanghai Jiaotong Univ. (Chin. Ed.) 41, No. 7, 1146-1149, 1153 (2007). MSC: 91B28 91A80 PDFBibTeX XMLCite \textit{L. Yin} et al., J. Shanghai Jiaotong Univ. (Chin. Ed.) 41, No. 7, 1146--1149, 1153 (2007; Zbl 1174.91469)
Lao, Jiandong; Hu, Wenwei; Li, Zhan An incentive model of venture capitalist’s compensation incorporating choices of risk and effort. (Chinese. English summary) Zbl 1174.91418 J. Shanghai Jiaotong Univ. (Chin. Ed.) 41, No. 7, 1138-1141 (2007). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{J. Lao} et al., J. Shanghai Jiaotong Univ. (Chin. Ed.) 41, No. 7, 1138--1141 (2007; Zbl 1174.91418)
Xun, Minghui; Shi, Guifeng Impacts on stock price through mixed distribution classified information GARCH model and its application. (Chinese. English summary) Zbl 1174.91465 J. Shanghai Jiaotong Univ. (Chin. Ed.) 41, No. 7, 1105-1109 (2007). MSC: 91B28 91B84 PDFBibTeX XMLCite \textit{M. Xun} and \textit{G. Shi}, J. Shanghai Jiaotong Univ. (Chin. Ed.) 41, No. 7, 1105--1109 (2007; Zbl 1174.91465)
Xu, Xiaohua; He, Jia Calculation of the value at risk of the term structure of bond interest rates in Shanghai securities exchange. (Chinese. English summary) Zbl 1174.91463 J. Shanghai Jiaotong Univ. (Chin. Ed.) 41, No. 7, 1082-1086 (2007). MSC: 91B28 91B30 62H25 PDFBibTeX XMLCite \textit{X. Xu} and \textit{J. He}, J. Shanghai Jiaotong Univ. (Chin. Ed.) 41, No. 7, 1082--1086 (2007; Zbl 1174.91463)
Liu, Tao; Chen, Zhong; Gao, Wentao The investment decision analysis of noisy real assets based on real options. (Chinese. English summary) Zbl 1174.91431 J. Shanghai Jiaotong Univ. (Chin. Ed.) 41, No. 7, 1078-1081 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{T. Liu} et al., J. Shanghai Jiaotong Univ. (Chin. Ed.) 41, No. 7, 1078--1081 (2007; Zbl 1174.91431)
Zhang, Ailing; Wu, Chongfeng An improved differential approach to computing implied volatility – implied volatility surface model. (Chinese. English summary) Zbl 1174.91471 J. Shanghai Jiaotong Univ. (Chin. Ed.) 41, No. 12, 1985-1989 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{A. Zhang} and \textit{C. Wu}, J. Shanghai Jiaotong Univ. (Chin. Ed.) 41, No. 12, 1985--1989 (2007; Zbl 1174.91471)
Gan, Quan; Dai, Feng The method of binary tree about financial derivatives. (Chinese. English summary) Zbl 1174.91007 J. Nanjing Univ., Math. Biq. 24, No. 1, 177-186 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{Q. Gan} and \textit{F. Dai}, J. Nanjing Univ., Math. Biq. 24, No. 1, 177--186 (2007; Zbl 1174.91007)
Korizis, Hariton; Mitianoudis, Nikolaos; Constantinides, Anthony G. Compact representations of market securities using smooth component extraction. (English) Zbl 1173.62328 Davies, Mike E. (ed.) et al., Independent component analysis and signal separation. 7th international conference, ICA 2007, London, UK, September 9–12, 2007. Proceedings. Berlin: Springer (ISBN 978-3-540-74493-1/pbk). Lecture Notes in Computer Science 4666, 738-745 (2007). MSC: 62P05 62H25 91B28 PDFBibTeX XMLCite \textit{H. Korizis} et al., Lect. Notes Comput. Sci. 4666, 738--745 (2007; Zbl 1173.62328) Full Text: DOI
Yeleyko, Ya. I.; Muzychuk, A. A. On financial flow behaviour. (Ukrainian. English summary) Zbl 1164.91360 Visn. L’viv. Univ., Ser. Prykl. Mat. Inform. 2007, No. 12, 170-180 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{Ya. I. Yeleyko} and \textit{A. A. Muzychuk}, Visn. L'viv. Univ., Ser. Prykl. Mat. Inform. 2007, No. 12, 170--180 (2007; Zbl 1164.91360)
Bodnar, Taras Optimal investment portfolio for different types of asset returns distribution. (Ukrainian. English summary) Zbl 1164.91323 Visn. L’viv. Univ., Ser. Mekh.-Mat. 67, 5-13 (2007). MSC: 91B28 62P05 PDFBibTeX XMLCite \textit{T. Bodnar}, Visn. L'viv. Univ., Ser. Mekh.-Mat. 67, 5--13 (2007; Zbl 1164.91323)
Silvestrov, Dmitrii; Malyarenko, Anatoliy The analytical finance package. (English) Zbl 1164.62085 Theory Stoch. Process. 13, No. 29, Part 4, 201-209 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62P05 91B28 62-04 91-04 PDFBibTeX XMLCite \textit{D. Silvestrov} and \textit{A. Malyarenko}, Theory Stoch. Process. 13(29), No. 4, 201--209 (2007; Zbl 1164.62085)
Silvestrov, D.; Jönsson, H.; Stenberg, F. Convergence of option rewards for Markov type price processes. (English) Zbl 1164.60055 Theory Stoch. Process. 13, No. 29, Part 4, 189-200 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60J05 60H10 91B28 91B70 PDFBibTeX XMLCite \textit{D. Silvestrov} et al., Theory Stoch. Process. 13(29), No. 4, 189--200 (2007; Zbl 1164.60055)
Mishchenko, Kateryna; Mishchenko, Volodymyr; Malyarenko, Anatoliy Adapted downhill simplex method for pricing convertible bonds. (English) Zbl 1164.62083 Theory Stoch. Process. 13, No. 29, Part 4, 130-147 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62P05 91B28 90C47 65K10 PDFBibTeX XMLCite \textit{K. Mishchenko} et al., Theory Stoch. Process. 13(29), No. 4, 130--147 (2007; Zbl 1164.62083) Full Text: arXiv
Lundgren, Robin Structure of optimal stopping domains for American options with knock out domains. (English) Zbl 1164.60030 Theory Stoch. Process. 13, No. 29, Part 4, 98-129 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60G40 91B28 PDFBibTeX XMLCite \textit{R. Lundgren}, Theory Stoch. Process. 13(29), No. 4, 98--129 (2007; Zbl 1164.60030)
Grandits, Peter; Hubalek, Friedrich; Schachermayer, Walter; Žigo, Mislav Optimal expected exponential utility of divident payments in Brownian risk model. (English) Zbl 1164.62080 Scand. Actuar. J. 2007, No. 2, 73-107 (2007). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62P05 91B30 49N90 60J65 91B16 90C39 91B28 PDFBibTeX XMLCite \textit{P. Grandits} et al., Scand. Actuar. J. 2007, No. 2, 73--107 (2007; Zbl 1164.62080) Full Text: DOI
Rogers, L. C. G.; Scheinkman, José Optimal exercise of executive stock options. (English) Zbl 1164.62084 Finance Stoch. 11, No. 3, 357-372 (2007). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62P05 91B28 60G40 49N90 PDFBibTeX XMLCite \textit{L. C. G. Rogers} and \textit{J. Scheinkman}, Finance Stoch. 11, No. 3, 357--372 (2007; Zbl 1164.62084) Full Text: DOI
Hawkes, Richard; Date, Paresh Medium-term horizon volatility forecasting: A comparative study. (English) Zbl 1164.91016 Appl. Stoch. Models Bus. Ind. 23, No. 6, 465-481 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B28 PDFBibTeX XMLCite \textit{R. Hawkes} and \textit{P. Date}, Appl. Stoch. Models Bus. Ind. 23, No. 6, 465--481 (2007; Zbl 1164.91016) Full Text: DOI
Mishura, Yu. S.; Tomashyk, V. V. Extremal behaviour of optimal sale moments for an asset whose price satisfies Ito’s diffusion equation. (Ukrainian. English summary) Zbl 1164.62425 Prykl. Stat., Aktuarna Finans. Mat. 2007, No. 2, 75-87 (2007). MSC: 62P05 91B28 60H10 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{V. V. Tomashyk}, Prykl. Stat., Aktuarna Finans. Mat. 2007, No. 2, 75--87 (2007; Zbl 1164.62425)
Zolota, A. V.; Mishura, Yu. S. Minimization of locally-quadratic risk on financial markets with two parameters. (Ukrainian. English summary) Zbl 1164.62432 Prykl. Stat., Aktuarna Finans. Mat. 2007, No. 2, 69-74 (2007). MSC: 62P05 91B28 91B30 PDFBibTeX XMLCite \textit{A. V. Zolota} and \textit{Yu. S. Mishura}, Prykl. Stat., Aktuarna Finans. Mat. 2007, No. 2, 69--74 (2007; Zbl 1164.62432)
Bratik, M. V.; Mishura, Yu. S. Quantile hedging with rediscounting on complete financial markets. (Ukrainian. English summary) Zbl 1164.62409 Prykl. Stat., Aktuarna Finans. Mat. 2007, No. 2, 46-57 (2007). MSC: 62P05 91B28 60J65 PDFBibTeX XMLCite \textit{M. V. Bratik} and \textit{Yu. S. Mishura}, Prykl. Stat., Aktuarna Finans. Mat. 2007, No. 2, 46--57 (2007; Zbl 1164.62409)
Klymenko, Yu. V. The share price as an Ornstein-Uhlenbeck geometrical process. (Ukrainian. English summary) Zbl 1164.62421 Prykl. Stat., Aktuarna Finans. Mat. 2007, No. 1, 29-43 (2007). MSC: 62P05 91B28 60J70 PDFBibTeX XMLCite \textit{Yu. V. Klymenko}, Prykl. Stat., Aktuarna Finans. Mat. 2007, No. 1, 29--43 (2007; Zbl 1164.62421)
Gerasymenko, Yu. V. Properties of estimators of the parameters in a Vasicek interest rate model. (Ukrainian. English summary) Zbl 1164.62416 Prykl. Stat., Aktuarna Finans. Mat. 2007, No. 1, 10-14 (2007). MSC: 62P05 91B28 60H10 PDFBibTeX XMLCite \textit{Yu. V. Gerasymenko}, Prykl. Stat., Aktuarna Finans. Mat. 2007, No. 1, 10--14 (2007; Zbl 1164.62416)
Capobianco, Enrico Randomized time and frequency domain estimation from semimartingales. (English) Zbl 1153.62364 EJTP, Electron. J. Theor. Phys. 4, No. 15, 165-180 (2007). MSC: 62P05 60G48 91B28 62P20 PDFBibTeX XMLCite \textit{E. Capobianco}, EJTP, Electron. J. Theor. Phys. 4, No. 15, 165--180 (2007; Zbl 1153.62364)
Sircar, Ronnie; Zariphopoulou, Thaleia Utility valuation of credit derivatives: single and two-name cases. (English) Zbl 1154.91515 Fu, Michael C. (ed.) et al., Advances in mathematical finance. Papers presented at the ‘Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan’, College Park, MD, USA, September 29 – October 1, 2006. Boston, MA: Birkhäuser (ISBN 978-0-8176-4544-1/hbk). Applied and Numerical Harmonic Analysis, 279-301 (2007). MSC: 91B30 91B28 60H10 60H30 35R30 PDFBibTeX XMLCite \textit{R. Sircar} and \textit{T. Zariphopoulou}, in: Advances in mathematical finance. Papers presented at the `Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan', College Park, MD, USA, September 29 -- October 1, 2006. Boston, MA: Birkhäuser. 279--301 (2007; Zbl 1154.91515)
Brody, Dorje C.; Hughston, Lane P.; Macrina, Andrea Beyond hazard rates: a new framework for credit-risk modelling. (English) Zbl 1156.91360 Fu, Michael C. (ed.) et al., Advances in mathematical finance. Papers presented at the ‘Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan’, College Park, MD, USA, September 29 – October 1, 2006. Boston, MA: Birkhäuser (ISBN 978-0-8176-4544-1/hbk). Applied and Numerical Harmonic Analysis, 231-257 (2007). MSC: 91B28 91B30 60H10 60H30 PDFBibTeX XMLCite \textit{D. C. Brody} et al., in: Advances in mathematical finance. Papers presented at the `Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan', College Park, MD, USA, September 29 -- October 1, 2006. Boston, MA: Birkhäuser. 231--257 (2007; Zbl 1156.91360)
Heidari, Massoud; Hirsa, Ali; Madan, Dilip B. Pricing of swaptions in affine term structures with stochastic volatility. (English) Zbl 1156.91373 Fu, Michael C. (ed.) et al., Advances in mathematical finance. Papers presented at the ‘Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan’, College Park, MD, USA, September 29 – October 1, 2006. Boston, MA: Birkhäuser (ISBN 978-0-8176-4544-1/hbk). Applied and Numerical Harmonic Analysis, 173-193 (2007). MSC: 91B28 65T50 PDFBibTeX XMLCite \textit{M. Heidari} et al., in: Advances in mathematical finance. Papers presented at the `Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan', College Park, MD, USA, September 29 -- October 1, 2006. Boston, MA: Birkhäuser. 173--193 (2007; Zbl 1156.91373)
Jarrow, Robert A.; Protter, Philip; Shimbo, Kazuhiro Asset price bubbles in complete markets. (English) Zbl 1154.91452 Fu, Michael C. (ed.) et al., Advances in mathematical finance. Papers presented at the ‘Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan’, College Park, MD, USA, September 29 – October 1, 2006. Boston, MA: Birkhäuser (ISBN 978-0-8176-4544-1/hbk). Applied and Numerical Harmonic Analysis, 97-121 (2007). MSC: 91B28 60H10 60H30 PDFBibTeX XMLCite \textit{R. A. Jarrow} et al., in: Advances in mathematical finance. Papers presented at the `Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan', College Park, MD, USA, September 29 -- October 1, 2006. Boston, MA: Birkhäuser. 97--121 (2007; Zbl 1154.91452)
Jarrow, Robert A tutorial on zero volatility and option adjusted spreads. (English) Zbl 1156.91376 Fu, Michael C. (ed.) et al., Advances in mathematical finance. Papers presented at the ‘Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan’, College Park, MD, USA, September 29 – October 1, 2006. Boston, MA: Birkhäuser (ISBN 978-0-8176-4544-1/hbk). Applied and Numerical Harmonic Analysis, 85-95 (2007). MSC: 91B28 91-01 PDFBibTeX XMLCite \textit{R. Jarrow}, in: Advances in mathematical finance. Papers presented at the `Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan', College Park, MD, USA, September 29 -- October 1, 2006. Boston, MA: Birkhäuser. 85--95 (2007; Zbl 1156.91376)
Fu, Michael C. Variance-gamma and Monte Carlo. (English) Zbl 1159.62069 Fu, Michael C. (ed.) et al., Advances in mathematical finance. Papers presented at the ‘Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan’, College Park, MD, USA, September 29 – October 1, 2006. Boston, MA: Birkhäuser (ISBN 978-0-8176-4544-1/hbk). Applied and Numerical Harmonic Analysis, 21-35 (2007). Reviewer: Marius Iosifescu (Bucureşti) MSC: 62P05 65C05 91B28 60G51 PDFBibTeX XMLCite \textit{M. C. Fu}, in: Advances in mathematical finance. Papers presented at the `Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan', College Park, MD, USA, September 29 -- October 1, 2006. Boston, MA: Birkhäuser. 21--35 (2007; Zbl 1159.62069)
Seneta, Eugene The early years of the variance-gamma process. (English) Zbl 1161.60300 Fu, Michael C. (ed.) et al., Advances in mathematical finance. Papers presented at the ‘Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan’, College Park, MD, USA, September 29 – October 1, 2006. Boston, MA: Birkhäuser (ISBN 978-0-8176-4544-1/hbk). Applied and Numerical Harmonic Analysis, 3-19 (2007). Reviewer: Antonis Papapantoleon (Wien) MSC: 60-03 01A60 62F10 60G51 91B28 PDFBibTeX XMLCite \textit{E. Seneta}, in: Advances in mathematical finance. Papers presented at the `Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan', College Park, MD, USA, September 29 -- October 1, 2006. Boston, MA: Birkhäuser. 3--19 (2007; Zbl 1161.60300)
Dahl, Mikkel A discrete-time model for reinvestment risk in bond markets. (English) Zbl 1158.62072 Astin Bull. 37, No. 2, 235-264 (2007). MSC: 62P05 91B28 PDFBibTeX XMLCite \textit{M. Dahl}, ASTIN Bull. 37, No. 2, 235--264 (2007; Zbl 1158.62072) Full Text: DOI
Albrecher, Hansjörg; Hartinger, Jürgen; Thonhauser, Stefan On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model. (English) Zbl 1158.62071 Astin Bull. 37, No. 2, 203-233 (2007). MSC: 62P05 91B28 60K10 91B30 PDFBibTeX XMLCite \textit{H. Albrecher} et al., ASTIN Bull. 37, No. 2, 203--233 (2007; Zbl 1158.62071)
Sukhomlin, Nikolay; Ortiz, Jan Marcos Equivalence and new exact solutions to the Black Scholes and diffusion equations. (English) Zbl 1170.35313 Appl. Math. E-Notes 7, 206-213 (2007). MSC: 35A30 35K57 91B28 35C05 PDFBibTeX XMLCite \textit{N. Sukhomlin} and \textit{J. M. Ortiz}, Appl. Math. E-Notes 7, 206--213 (2007; Zbl 1170.35313) Full Text: EuDML EMIS
Dokuchaev, Nikolai Mathematical finance. Core theory, problems and statistical algorithms. (English) Zbl 1173.91002 Routledge Avanced Texts in Economics and Finance 6. London: Routledge (ISBN 978-0-0415-41447-0/hbk; 978-0-415-41448-7/pbk). xi, 196 p. (2007). Reviewer: Pavel Stoynov (Sofia) MSC: 91-01 91B26 91B28 62P05 PDFBibTeX XMLCite \textit{N. Dokuchaev}, Mathematical finance. Core theory, problems and statistical algorithms. London: Routledge (2007; Zbl 1173.91002)
Smirnov, I. S. Hedging of options with the help of conditional expected loss criterion. (English. Russian original) Zbl 1158.91013 Dokl. Math. 76, No. 1, 559-561 (2007); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 415, No. 3, 315-317 (2007). Reviewer: Piotr Jaworski (Warszawa) MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{I. S. Smirnov}, Dokl. Math. 76, No. 1, 559--561 (2007; Zbl 1158.91013); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 415, No. 3, 315--317 (2007) Full Text: DOI
Melnikov, A. V.; Romanyuk, Yu. V. On a property of multidimensional normal distributions and its application to the computation of options. (English. Russian original) Zbl 1158.62041 Dokl. Math. 75, No. 3, 346-348 (2007); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 414, No. 1, 21-23 (2007). Reviewer: Pavel Stoynov (Sofia) MSC: 62H05 62P05 91B28 PDFBibTeX XMLCite \textit{A. V. Melnikov} and \textit{Yu. V. Romanyuk}, Dokl. Math. 75, No. 3, 346--348 (2007; Zbl 1158.62041); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 414, No. 1, 21--23 (2007) Full Text: DOI
Maslov, V. P.; V’yugin, V. V. A sufficient condition for a riskless distribution of investments. (English. Russian original) Zbl 1155.91021 Dokl. Math. 75, No. 2, 299-303 (2007); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 413, No. 5, 603-607 (2007). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B28 PDFBibTeX XMLCite \textit{V. P. Maslov} and \textit{V. V. V'yugin}, Dokl. Math. 75, No. 2, 299--303 (2007; Zbl 1155.91021); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 413, No. 5, 603--607 (2007) Full Text: DOI
Carfì, David {\(S\)}-linear algebra in economics and physics. (English) Zbl 1171.46032 Appl. Sci. 9, 48-66 (2007). MSC: 46F99 46F10 46N10 46N50 81S99 91B28 PDFBibTeX XMLCite \textit{D. Carfì}, Appl. Sci. 9, 48--66 (2007; Zbl 1171.46032) Full Text: EuDML
Atanasiu, Virginia An effect of inflation illustrated by introducing a regression technique. (English) Zbl 1152.62385 Appl. Sci. 9, 13-21 (2007). MSC: 62P05 62J05 62J12 91B28 PDFBibTeX XMLCite \textit{V. Atanasiu}, Appl. Sci. 9, 13--21 (2007; Zbl 1152.62385) Full Text: EuDML
Penner, Irina Dynamic convex risk measures: time consistency, prudence, and sustainability. (English) Zbl 1151.91306 Berlin: Humboldt-Univ., Mathematisch-Naturwissenschaftliche Fakultät II (Diss.). ii, 106 p. (2007). MSC: 91-02 91B30 91B28 60Jxx PDFBibTeX XMLCite \textit{I. Penner}, Dynamic convex risk measures: time consistency, prudence, and sustainability. Berlin: Humboldt-Univ., Mathematisch-Naturwissenschaftliche Fakultät II (Diss.) (2007; Zbl 1151.91306) Full Text: Link
Abdurakhman; Subanar; Guritno, S.; Soejoeti, Z. Non-automatically exercised (NAE) European capped call pricing theory. (English) Zbl 1152.62384 J. Indones. Math. Soc. 13, No. 2, 215-221 (2007). MSC: 62P05 91B28 PDFBibTeX XMLCite \textit{Abdurakhman} et al., J. Indones. Math. Soc. 13, No. 2, 215--221 (2007; Zbl 1152.62384)
Moyen, Nathalie How big is the debt overhang problem? (English) Zbl 1162.91510 J. Econ. Dyn. Control 31, No. 2, 433-472 (2007). MSC: 91B74 91B62 91B28 PDFBibTeX XMLCite \textit{N. Moyen}, J. Econ. Dyn. Control 31, No. 2, 433--472 (2007; Zbl 1162.91510) Full Text: DOI
Zhu, Yanyun Actuarial model: Life insurance and annuity. (English) Zbl 1155.91022 Series in Actuarial Science 1. Somerville, MA: International Press (ISBN 978-1-57146-168-1/hbk). vi, 341 p. (2007). Reviewer: Klaus Ehemann (Karlsruhe) MSC: 91B30 91-01 91B28 PDFBibTeX XMLCite \textit{Y. Zhu}, Actuarial model: Life insurance and annuity. Somerville, MA: International Press (2007; Zbl 1155.91022)
Polte, Ulrike On hedging and pricing of derivatives in illiquid markets – a PDE approach. (English) Zbl 1151.91307 Leipzig: Univ. Leipzig, Fakultät für Mathematik und Informatik (Diss.). xv, 104 p. (2007). MSC: 91-02 91B28 60H15 PDFBibTeX XMLCite \textit{U. Polte}, On hedging and pricing of derivatives in illiquid markets -- a PDE approach. Leipzig: Univ. Leipzig, Fakultät für Mathematik und Informatik (Diss.) (2007; Zbl 1151.91307)
Lin, Tyrone T.; Tu, Chia-Jung Venture capital evaluation model using real options. (English) Zbl 1153.91541 J. Interdiscip. Math. 10, No. 4, 459-477 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{T. T. Lin} and \textit{C.-J. Tu}, J. Interdiscip. Math. 10, No. 4, 459--477 (2007; Zbl 1153.91541) Full Text: DOI
Peng, Daheng Pricing of perpetual American put with fractional O-U process. (Chinese. English summary) Zbl 1164.91347 Acta Math. Sci., Ser. A, Chin. Ed. 27, No. 6, 1141-1147 (2007). MSC: 91B28 60G46 PDFBibTeX XMLCite \textit{D. Peng}, Acta Math. Sci., Ser. A, Chin. Ed. 27, No. 6, 1141--1147 (2007; Zbl 1164.91347)
Li, Yuping; Liu, Limin Optimal portfolio for the Heston model. (Chinese. English summary) Zbl 1164.91338 J. Yangzhou Univ., Nat. Sci. Ed. 10, No. 3, 25-27 (2007). MSC: 91B28 60H30 PDFBibTeX XMLCite \textit{Y. Li} and \textit{L. Liu}, J. Yangzhou Univ., Nat. Sci. Ed. 10, No. 3, 25--27 (2007; Zbl 1164.91338)
Wang, Guangchen; Wu, Zhen Stochastic maximum principle for a kind of risk-sensitive optimal control problem and application to portfolio choice. (English) Zbl 1164.91351 Acta Autom. Sin. 33, No. 10, 1043-1047 (2007). MSC: 91B28 93E20 PDFBibTeX XMLCite \textit{G. Wang} and \textit{Z. Wu}, Acta Autom. Sin. 33, No. 10, 1043--1047 (2007; Zbl 1164.91351) Full Text: DOI
Xia, Biyuan; Li, Shiyin The price formulas of default European option under logarithmic utility. (Chinese. English summary) Zbl 1164.91355 J. Xiamen Univ., Nat. Sci. 46, No. 6, 755-759 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{B. Xia} and \textit{S. Li}, J. Xiamen Univ., Nat. Sci. 46, No. 6, 755--759 (2007; Zbl 1164.91355)
Yang, Weihua; Li, Shiyin The valuation of options when the market price of default risk involved. (Chinese. English summary) Zbl 1164.91358 J. Xiamen Univ., Nat. Sci. 46, No. 1, 21-26 (2007). MSC: 91B28 91B30 62P05 PDFBibTeX XMLCite \textit{W. Yang} and \textit{S. Li}, J. Xiamen Univ., Nat. Sci. 46, No. 1, 21--26 (2007; Zbl 1164.91358)
Sun, Jiansheng; Wang, Wenju The option game analysis of fair valuation for deductible insurance. (Chinese. English summary) Zbl 1164.91349 Math. Pract. Theory 37, No. 24, 9-15 (2007). MSC: 91B28 91B30 62P05 91A80 PDFBibTeX XMLCite \textit{J. Sun} and \textit{W. Wang}, Math. Pract. Theory 37, No. 24, 9--15 (2007; Zbl 1164.91349)
Li, Juan; Dai, Hongde; Liu, Quanhui Applications of modeling dependence with copulas between Shanghai and Shenzhen stock market. (Chinese. English summary) Zbl 1164.91335 Math. Pract. Theory 37, No. 24, 16-20 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{J. Li} et al., Math. Pract. Theory 37, No. 24, 16--20 (2007; Zbl 1164.91335)
Lin, Jun A kind of model for the portfolio investment based on the interval number programming and its solution. (Chinese. English summary) Zbl 1164.91340 Math. Pract. Theory 37, No. 23, 1-7 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{J. Lin}, Math. Pract. Theory 37, No. 23, 1--7 (2007; Zbl 1164.91340)
Xu, Bin; Fang, Weiguo; Liu, Lu Optimization of discrete multi-term and multi-project investment combination model based on net present value. (Chinese. English summary) Zbl 1164.91356 Math. Pract. Theory 37, No. 22, 6-12 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{B. Xu} et al., Math. Pract. Theory 37, No. 22, 6--12 (2007; Zbl 1164.91356)
Hu, Zikang; Zhu, Tao; Wang, Yongxian The game theory analysis on principle-agent problems of fund investment. (Chinese. English summary) Zbl 1164.91329 Math. Pract. Theory 37, No. 21, 25-32 (2007). MSC: 91B28 91A80 PDFBibTeX XMLCite \textit{Z. Hu} et al., Math. Pract. Theory 37, No. 21, 25--32 (2007; Zbl 1164.91329)
Yao, Shangfeng Personal credit scoring model on principal components analysis and neural network. (Chinese. English summary) Zbl 1164.91359 Math. Pract. Theory 37, No. 21, 21-24 (2007). MSC: 91B28 62H25 68T37 PDFBibTeX XMLCite \textit{S. Yao}, Math. Pract. Theory 37, No. 21, 21--24 (2007; Zbl 1164.91359)
Pu, Bingyuan; Li, Jingliang The optimal portfolio in futures hedging. (Chinese. English summary) Zbl 1164.91348 Math. Pract. Theory 37, No. 21, 1-4 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{B. Pu} and \textit{J. Li}, Math. Pract. Theory 37, No. 21, 1--4 (2007; Zbl 1164.91348)
Sun, Zhibin Applications of a mixed copulas model in Chinese stock market. (Chinese. English summary) Zbl 1164.91350 Math. Pract. Theory 37, No. 20, 14-18 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{Z. Sun}, Math. Pract. Theory 37, No. 20, 14--18 (2007; Zbl 1164.91350)
Wang, Jianwen; Chen, Zhenshi; Wang, Xiaoli A research on the efficient method of moments and its application in Chinese stock market. (Chinese. English summary) Zbl 1164.91352 Math. Pract. Theory 37, No. 19, 53-57 (2007). MSC: 91B28 62P05 PDFBibTeX XMLCite \textit{J. Wang} et al., Math. Pract. Theory 37, No. 19, 53--57 (2007; Zbl 1164.91352)