Hansen, Peter G. New formulations of ambiguous volatility with an application to optimal dynamic contracting. (English) Zbl 1481.91102 J. Econ. Theory 199, Article ID 105205, 31 p. (2022). MSC: 91B41 91G10 PDF BibTeX XML Cite \textit{P. G. Hansen}, J. Econ. Theory 199, Article ID 105205, 31 p. (2022; Zbl 1481.91102) Full Text: DOI arXiv OpenURL
Ahn, Hyun-Soo; Wang, Derek D.; Wu, Owen Q. Asset selling under debt obligations. (English) Zbl 07474558 Oper. Res. 69, No. 4, 1305-1323 (2021). MSC: 91G15 91G30 PDF BibTeX XML Cite \textit{H.-S. Ahn} et al., Oper. Res. 69, No. 4, 1305--1323 (2021; Zbl 07474558) Full Text: DOI OpenURL
Rödel, Karen Tanja; Graf, Stefan; Kling, Alexander Multi-year analysis of solvency capital in life insurance. (English) Zbl 1482.91187 Eur. Actuar. J. 11, No. 2, 463-501 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91G30 PDF BibTeX XML Cite \textit{K. T. Rödel} et al., Eur. Actuar. J. 11, No. 2, 463--501 (2021; Zbl 1482.91187) Full Text: DOI OpenURL
Flores, Brandon; Ofori-Atta, Blessing; Sarantsev, Andrey A stock market model based on CAPM and market size. (English) Zbl 1476.91170 Ann. Finance 17, No. 3, 405-424 (2021). MSC: 91G15 91G10 60H30 PDF BibTeX XML Cite \textit{B. Flores} et al., Ann. Finance 17, No. 3, 405--424 (2021; Zbl 1476.91170) Full Text: DOI arXiv OpenURL
Li, Bohan; Guo, Junyi Optimal reinsurance and investment strategies for an insurer under monotone mean-variance criterion. (English) Zbl 1471.91468 RAIRO, Oper. Res. 55, No. 4, 2469-2489 (2021). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{B. Li} and \textit{J. Guo}, RAIRO, Oper. Res. 55, No. 4, 2469--2489 (2021; Zbl 1471.91468) Full Text: DOI OpenURL
Dunaev, B. B. Banking regulation of macroeconomic processes. (English. Russian original) Zbl 1470.91312 Cybern. Syst. Anal. 57, No. 1, 108-123 (2021); translation from Kibern. Sist. Anal. 57, No. 1, 123-141 (2021). MSC: 91G45 91B64 91G30 PDF BibTeX XML Cite \textit{B. B. Dunaev}, Cybern. Syst. Anal. 57, No. 1, 108--123 (2021; Zbl 1470.91312); translation from Kibern. Sist. Anal. 57, No. 1, 123--141 (2021) Full Text: DOI OpenURL
Vasishth, Vibhuti; Sehgal, Sanjay; Sharma, Gagan Size effect in Indian equity market: myth or reality? (English) Zbl 1467.91167 Asia-Pac. Financ. Mark. 28, No. 1, 101-119 (2021). MSC: 91G10 PDF BibTeX XML Cite \textit{V. Vasishth} et al., Asia-Pac. Financ. Mark. 28, No. 1, 101--119 (2021; Zbl 1467.91167) Full Text: DOI OpenURL
Lee, Cheng Few; Tsai, Chiung-Min; Lee, Alice C. A dynamic CAPM with supply effect: theory and empirical results. (English) Zbl 1454.91318 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3517-3544 (2021). MSC: 91G30 91G20 62P05 PDF BibTeX XML Cite \textit{C. F. Lee} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3517--3544 (2021; Zbl 1454.91318) Full Text: DOI OpenURL
Grauer, Robert Is the market portfolio mean-variance efficient? (English) Zbl 1454.91220 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1763-1787 (2021). MSC: 91G10 62P05 PDF BibTeX XML Cite \textit{R. Grauer}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1763--1787 (2021; Zbl 1454.91220) Full Text: DOI OpenURL
Chen, Hong-Yi; Lee, Alice C.; Lee, Cheng Few Alternative methods to deal with measurement error. (English) Zbl 1451.91230 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1439-1484 (2021). MSC: 91G70 62P05 PDF BibTeX XML Cite \textit{H.-Y. Chen} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1439--1484 (2021; Zbl 1451.91230) Full Text: DOI OpenURL
Mohanty, Subhransu S. Sourcing alpha in global equity markets: market factor decomposition and market characteristics. (English) Zbl 1454.91320 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 737-790 (2021). MSC: 91G30 91G15 PDF BibTeX XML Cite \textit{S. S. Mohanty}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 737--790 (2021; Zbl 1454.91320) Full Text: DOI OpenURL
Latunde, Tolulope Multifactor modelling in asset management. (English) Zbl 1482.91210 Int. J. Math. Oper. Res. 17, No. 3, 333-352 (2020). MSC: 91G30 49N90 60H30 PDF BibTeX XML Cite \textit{T. Latunde}, Int. J. Math. Oper. Res. 17, No. 3, 333--352 (2020; Zbl 1482.91210) Full Text: DOI OpenURL
Li, P.; Han, Y.; Lin, S.; Qiao, T. Chinese write-down bonds: issuance and bank capital structure. (English) Zbl 1471.91576 Quant. Finance 20, No. 12, 2055-2065 (2020). MSC: 91G20 91G50 PDF BibTeX XML Cite \textit{P. Li} et al., Quant. Finance 20, No. 12, 2055--2065 (2020; Zbl 1471.91576) Full Text: DOI OpenURL
Liu, Weiqiang; Zhan, Mengya Optimal dividend and capital injection strategies in the compound Poisson model with random interest rates. (English) Zbl 1474.62368 Chin. J. Appl. Probab. Stat. 36, No. 6, 627-655 (2020). MSC: 62P05 91G05 91G30 PDF BibTeX XML Cite \textit{W. Liu} and \textit{M. Zhan}, Chin. J. Appl. Probab. Stat. 36, No. 6, 627--655 (2020; Zbl 1474.62368) Full Text: DOI OpenURL
Curran, Michael; Velic, Adnan The CAPM, national stock market betas, and macroeconomic covariates: a global analysis. (English) Zbl 1460.91278 Open Econ. Rev. 31, No. 4, 787-820 (2020). MSC: 91G30 91G45 62P05 PDF BibTeX XML Cite \textit{M. Curran} and \textit{A. Velic}, Open Econ. Rev. 31, No. 4, 787--820 (2020; Zbl 1460.91278) Full Text: DOI Link OpenURL
Isaenko, Sergey Slow-moving capital and stock returns. (English) Zbl 1454.91315 Quant. Finance 20, No. 6, 969-984 (2020). MSC: 91G30 91G10 PDF BibTeX XML Cite \textit{S. Isaenko}, Quant. Finance 20, No. 6, 969--984 (2020; Zbl 1454.91315) Full Text: DOI OpenURL
Giaccotto, Carmelo; Lin, Xiao; Zhao, Yanhui Term structure of discount rates for firms in the insurance industry. (English) Zbl 1452.91271 Insur. Math. Econ. 95, 147-158 (2020). MSC: 91G05 91G30 PDF BibTeX XML Cite \textit{C. Giaccotto} et al., Insur. Math. Econ. 95, 147--158 (2020; Zbl 1452.91271) Full Text: DOI OpenURL
Deng, Li; Zheng, Hua; Peng, Xiaofei The optimal dividend problem in dual model with capital injections by stochastic interest rates. (Chinese. English summary) Zbl 1463.91195 J. South China Norm. Univ., Nat. Sci. Ed. 52, No. 2, 107-113 (2020). MSC: 91G50 91G30 PDF BibTeX XML Cite \textit{L. Deng} et al., J. South China Norm. Univ., Nat. Sci. Ed. 52, No. 2, 107--113 (2020; Zbl 1463.91195) Full Text: DOI OpenURL
Borwein, Jonathan M.; Zhu, Qiji J. Entropy maximization in finance. (English) Zbl 1447.91155 Bailey, David H. (ed.) et al., From analysis to visualization. A celebration of the life and legacy of Jonathan M. Borwein, Callaghan, Australia, September 25–29, 2017. Cham: Springer. Springer Proc. Math. Stat. 313, 275-295 (2020). MSC: 91G10 91G80 60G44 94A17 PDF BibTeX XML Cite \textit{J. M. Borwein} and \textit{Q. J. Zhu}, Springer Proc. Math. Stat. 313, 275--295 (2020; Zbl 1447.91155) Full Text: DOI OpenURL
Bhutta, Nousheen Tariq; Simonetti, Biagio; Ventre, Viviana Does Islamic capital asset pricing model outperform conventional capital asset pricing model? (English) Zbl 1444.91215 Flaut, Daniel (ed.) et al., Decision making in social sciences: between traditions and innovations. Cham: Springer. Stud. Syst. Decis. Control 247, 471-482 (2020). MSC: 91G30 PDF BibTeX XML Cite \textit{N. T. Bhutta} et al., Stud. Syst. Decis. Control 247, 471--482 (2020; Zbl 1444.91215) Full Text: DOI OpenURL
Williams, Edward E.; Dobelman, John A. A random walk to nowhere. How the professors caused a real “fraud-on-the-market”. (English) Zbl 1453.91003 Hackensack, NJ: World Scientific (ISBN 978-981-120-778-5/hbk; 978-981-12-0835-5/pbk; 978-981-12-0780-8/ebook). xviii, 178 p. (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91-02 91G15 PDF BibTeX XML Cite \textit{E. E. Williams} and \textit{J. A. Dobelman}, A random walk to nowhere. How the professors caused a real ``fraud-on-the-market''. Hackensack, NJ: World Scientific (2020; Zbl 1453.91003) Full Text: DOI OpenURL
Bellalah, Mondher; Zhang, Detao An intertemporal capital asset pricing model under incomplete information and short sales. (English) Zbl 1430.91119 Ann. Oper. Res. 281, No. 1-2, 143-159 (2019). MSC: 91G30 93E20 90C39 PDF BibTeX XML Cite \textit{M. Bellalah} and \textit{D. Zhang}, Ann. Oper. Res. 281, No. 1--2, 143--159 (2019; Zbl 1430.91119) Full Text: DOI OpenURL
Markowski, Lesław Verification of the conditional CAPM: the example of the Polish capital market. (English) Zbl 1426.91316 Jajuga, Krzysztof (ed.) et al., Contemporary trends and challenges in finance. Proceedings from the 4th Wroclaw international conference in finance, Wroclaw, Poland, September 26–27, 2018. Cham: Springer. Springer Proc. Bus. Econ., 127-135 (2019). MSC: 91G99 91G10 PDF BibTeX XML Cite \textit{L. Markowski}, in: Contemporary trends and challenges in finance. Proceedings from the 4th Wroclaw international conference in finance, Wroclaw, Poland, September 26--27, 2018. Cham: Springer. 127--135 (2019; Zbl 1426.91316) Full Text: DOI OpenURL
Dhankar, Raj S. Risk-return relationship and portfolio management. (English) Zbl 1442.91001 India Studies in Business and Economics. New Delhi: Springer (ISBN 978-81-322-3948-2/hbk; 978-81-322-3950-5/ebook). xxii, 323 p. (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91-02 91G10 91G15 91G70 91B06 PDF BibTeX XML Cite \textit{R. S. Dhankar}, Risk-return relationship and portfolio management. New Delhi: Springer (2019; Zbl 1442.91001) Full Text: DOI OpenURL
Galea, Manuel; Giménez, Patricia Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model. (English) Zbl 1411.62295 Stat. Pap. 60, No. 1, 293-312 (2019). MSC: 62P05 62J05 62J20 62F03 91G99 PDF BibTeX XML Cite \textit{M. Galea} and \textit{P. Giménez}, Stat. Pap. 60, No. 1, 293--312 (2019; Zbl 1411.62295) Full Text: DOI OpenURL
Bianchi, Francesco; Ilut, Cosmin L.; Schneider, Martin Uncertainty shocks, asset supply and pricing over the business cycle. (English) Zbl 1405.91215 Rev. Econ. Stud. 85, No. 2, 810-854 (2018). MSC: 91B25 91B64 PDF BibTeX XML Cite \textit{F. Bianchi} et al., Rev. Econ. Stud. 85, No. 2, 810--854 (2018; Zbl 1405.91215) Full Text: DOI Link OpenURL
Chen, Zhuo; Lu, Andrea Seeing the unobservable from the invisible: the role of CO\(_{2}\) in measuring consumption risk. (English) Zbl 1402.91978 Rev. Finance 22, No. 3, 977-1009 (2018). MSC: 91G99 PDF BibTeX XML Cite \textit{Z. Chen} and \textit{A. Lu}, Rev. Finance 22, No. 3, 977--1009 (2018; Zbl 1402.91978) Full Text: DOI OpenURL
Lewis, Vivien; Roth, Markus Interest rate rules under financial dominance. (English) Zbl 1402.91832 J. Econ. Dyn. Control 95, 70-88 (2018). MSC: 91G30 91B64 PDF BibTeX XML Cite \textit{V. Lewis} and \textit{M. Roth}, J. Econ. Dyn. Control 95, 70--88 (2018; Zbl 1402.91832) Full Text: DOI Link OpenURL
Gubareva, Mariya; Borges, Maria Rosa Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk. (English) Zbl 1417.91452 Ann. Oper. Res. 266, No. 1-2, 71-100 (2018). MSC: 91G10 91G40 91G30 91G20 PDF BibTeX XML Cite \textit{M. Gubareva} and \textit{M. R. Borges}, Ann. Oper. Res. 266, No. 1--2, 71--100 (2018; Zbl 1417.91452) Full Text: DOI Link OpenURL
Albeverio, Sergio; Steblovskaya, Victoria; Wallbaum, Kai The volatility target effect in structured investment products with capital protection. (English) Zbl 1417.91546 Rev. Deriv. Res. 21, No. 2, 201-229 (2018). MSC: 91G60 91G20 91G30 PDF BibTeX XML Cite \textit{S. Albeverio} et al., Rev. Deriv. Res. 21, No. 2, 201--229 (2018; Zbl 1417.91546) Full Text: DOI OpenURL
Eisenberg, Julia; Krühner, Paul The impact of negative interest rates on optimal capital injections. (English) Zbl 1416.91172 Insur. Math. Econ. 82, 1-10 (2018). MSC: 91B30 93E20 49L20 91G30 PDF BibTeX XML Cite \textit{J. Eisenberg} and \textit{P. Krühner}, Insur. Math. Econ. 82, 1--10 (2018; Zbl 1416.91172) Full Text: DOI arXiv OpenURL
Shushi, Tomer Stein’s lemma for truncated elliptical random vectors. (English) Zbl 1406.60024 Stat. Probab. Lett. 137, 297-303 (2018). MSC: 60E05 60E15 62H10 PDF BibTeX XML Cite \textit{T. Shushi}, Stat. Probab. Lett. 137, 297--303 (2018; Zbl 1406.60024) Full Text: DOI OpenURL
Furman, Edward; Zitikis, Ričardas Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model. (English) Zbl 1390.91183 ASTIN Bull. 47, No. 3, 919-942 (2017). MSC: 91B30 62H20 62P05 PDF BibTeX XML Cite \textit{E. Furman} and \textit{R. Zitikis}, ASTIN Bull. 47, No. 3, 919--942 (2017; Zbl 1390.91183) Full Text: DOI arXiv OpenURL
Li, Bo; Arreola-Risa, Antonio Financial risk, inventory decision and process improvement for a firm with random capacity. (English) Zbl 1402.90007 Eur. J. Oper. Res. 260, No. 1, 183-194 (2017). MSC: 90B05 91B25 90B50 PDF BibTeX XML Cite \textit{B. Li} and \textit{A. Arreola-Risa}, Eur. J. Oper. Res. 260, No. 1, 183--194 (2017; Zbl 1402.90007) Full Text: DOI OpenURL
Kling, Alexander; Ruez, Frederik; Ruß, Jochen Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees. (English) Zbl 1405.91259 Eur. Actuar. J. 7, No. 2, 353-377 (2017). MSC: 91B30 91G30 91G60 PDF BibTeX XML Cite \textit{A. Kling} et al., Eur. Actuar. J. 7, No. 2, 353--377 (2017; Zbl 1405.91259) Full Text: DOI OpenURL
Bartkowiak, Marcin; Rutkowska, Aleksandra Black-Litterman model with multiple experts’ linguistic views. (English) Zbl 1422.62013 Ferraro, Maria Brigida (ed.) et al., Soft methods for data science. Selected papers based on the presentations at the 8th international conference on soft methods in probability and statistics, SMPS 2016, Rome, Italy, September 12–14, 2016. Cham: Springer. Adv. Intell. Syst. Comput. 456, 35-43 (2017). MSC: 62-07 62B86 62P05 62P20 PDF BibTeX XML Cite \textit{M. Bartkowiak} and \textit{A. Rutkowska}, Adv. Intell. Syst. Comput. 456, 35--43 (2017; Zbl 1422.62013) Full Text: DOI OpenURL
Au, Charles; Choy, S. T. Boris An application of Bayesian seemingly unrelated regression models with flexible tails. (English) Zbl 1364.62169 Argiento, Raffaele (ed.) et al., Bayesian statistics in action. BAYSM 2016, Florence, Italy, June 19–21, 2016. Cham: Springer (ISBN 978-3-319-54083-2/hbk; 978-3-319-54084-9/ebook). Springer Proceedings in Mathematics & Statistics 194, 115-125 (2017). MSC: 62J05 62P05 PDF BibTeX XML Cite \textit{C. Au} and \textit{S. T. B. Choy}, Springer Proc. Math. Stat. 194, 115--125 (2017; Zbl 1364.62169) Full Text: DOI OpenURL
Armenti, Yannick; Crépey, Stéphane Central clearing valuation adjustment. (English) Zbl 1367.91185 SIAM J. Financ. Math. 8, 274-313 (2017). MSC: 91G40 91B25 91G20 91G70 60G44 PDF BibTeX XML Cite \textit{Y. Armenti} and \textit{S. Crépey}, SIAM J. Financ. Math. 8, 274--313 (2017; Zbl 1367.91185) Full Text: DOI arXiv OpenURL
Miao, Jianjun; Rivera, Alejandro Robust contracts in continuous time. (English) Zbl 1420.91199 Econometrica 84, No. 4, 1405-1440 (2016). MSC: 91B40 PDF BibTeX XML Cite \textit{J. Miao} and \textit{A. Rivera}, Econometrica 84, No. 4, 1405--1440 (2016; Zbl 1420.91199) Full Text: DOI OpenURL
Tian, Yuan Optimal capital structure and investment decisions under time-inconsistent preferences. (English) Zbl 1401.91066 J. Econ. Dyn. Control 65, 83-104 (2016). MSC: 91B24 91B25 91B55 91B70 PDF BibTeX XML Cite \textit{Y. Tian}, J. Econ. Dyn. Control 65, 83--104 (2016; Zbl 1401.91066) Full Text: DOI OpenURL
Eisdorfer, Assaf; Giaccotto, Carmelo The St. Petersburg paradox and capital asset pricing. (English) Zbl 1398.91705 Ann. Finance 12, No. 1, 1-16 (2016). MSC: 91G99 91B25 91A80 PDF BibTeX XML Cite \textit{A. Eisdorfer} and \textit{C. Giaccotto}, Ann. Finance 12, No. 1, 1--16 (2016; Zbl 1398.91705) Full Text: DOI OpenURL
Wu, Chin-Shan; Lee, Ming-Chih; Chiu, Chien-Liang The effects of financial leverage changes on stock returns: a study of exchange rate volatility. (English) Zbl 1411.91610 Int. J. Inf. Manage. Sci. 2015, Spec. Iss., 123-138 (2015). MSC: 91G50 91G30 62P05 PDF BibTeX XML Cite \textit{C.-S. Wu} et al., Int. J. Inf. Manage. Sci. 2015, 123--138 (2015; Zbl 1411.91610) Full Text: Link OpenURL
Autchariyapanitkul, Kittawit; Chanaim, Somsak; Sriboonchitta, Songsak Quantile regression under asymmetric Laplace distribution in capital asset pricing model. (English) Zbl 1418.91621 Huynh, Van-Nam (ed.) et al., Econometrics of risk. Cham: Springer. Stud. Comput. Intell. 583, 219-231 (2015). MSC: 91G99 62P05 91G10 PDF BibTeX XML Cite \textit{K. Autchariyapanitkul} et al., Stud. Comput. Intell. 583, 219--231 (2015; Zbl 1418.91621) Full Text: DOI OpenURL
Tapiero, Charles S. A financial CCAPM and economic inequalities. (English) Zbl 1398.91721 Quant. Finance 15, No. 3, 521-534 (2015). MSC: 91G99 91A05 60G44 91G40 91B25 PDF BibTeX XML Cite \textit{C. S. Tapiero}, Quant. Finance 15, No. 3, 521--534 (2015; Zbl 1398.91721) Full Text: DOI OpenURL
Alda, Mercedes; Vargas, María; Ferruz, Luis Perverse timing or biased coefficients? (English) Zbl 1398.91496 Quant. Finance 15, No. 1, 171-183 (2015). MSC: 91G10 62P05 PDF BibTeX XML Cite \textit{M. Alda} et al., Quant. Finance 15, No. 1, 171--183 (2015; Zbl 1398.91496) Full Text: DOI OpenURL
Boonen, Tim J. Competitive equilibria with distortion risk measures. (English) Zbl 1390.91331 ASTIN Bull. 45, No. 3, 703-728 (2015). MSC: 91G70 91B30 PDF BibTeX XML Cite \textit{T. J. Boonen}, ASTIN Bull. 45, No. 3, 703--728 (2015; Zbl 1390.91331) Full Text: DOI Link OpenURL
Ming, Lei; Wang, Tianyi; Yang, Shenggang An asset pricing model under macroeconomic factors. (Chinese. English summary) Zbl 1349.91113 Math. Pract. Theory 45, No. 11, 68-74 (2015). MSC: 91B25 60H30 91G50 PDF BibTeX XML Cite \textit{L. Ming} et al., Math. Pract. Theory 45, No. 11, 68--74 (2015; Zbl 1349.91113) OpenURL
Zhang, Lei; Li, Minqiang Influence of process’ reliability of internal control on the cost of capital. (Chinese. English summary) Zbl 1349.90270 J. Syst. Eng. 30, No. 6, 728-735 (2015). MSC: 90B25 91B25 62N05 90B50 PDF BibTeX XML Cite \textit{L. Zhang} and \textit{M. Li}, J. Syst. Eng. 30, No. 6, 728--735 (2015; Zbl 1349.90270) Full Text: DOI OpenURL
Li, Xiafei; Cai, Zongwu; Ren, Yu A new test on the conditional capital asset pricing model. (English) Zbl 1340.91036 Appl. Math., Ser. B (Engl. Ed.) 30, No. 2, 163-186 (2015). MSC: 91B25 62P05 PDF BibTeX XML Cite \textit{X. Li} et al., Appl. Math., Ser. B (Engl. Ed.) 30, No. 2, 163--186 (2015; Zbl 1340.91036) Full Text: DOI OpenURL
Lee, Jiyon A semiparametric single index model with heterogeneous impacts on an unobserved variable. (English) Zbl 1331.62479 J. Econom. 184, No. 1, 13-36 (2015). MSC: 62P20 62G05 62G20 91G70 PDF BibTeX XML Cite \textit{J. Lee}, J. Econom. 184, No. 1, 13--36 (2015; Zbl 1331.62479) Full Text: DOI OpenURL
Boyle, Phelim Positive weights on the efficient frontier. (English) Zbl 1414.91437 N. Am. Actuar. J. 18, No. 4, 462-477 (2014). MSC: 91G99 91B25 PDF BibTeX XML Cite \textit{P. Boyle}, N. Am. Actuar. J. 18, No. 4, 462--477 (2014; Zbl 1414.91437) Full Text: DOI OpenURL
Del Vigna, Matteo A note on the existence of CAPM equilibria with homogeneous cumulative prospect theory preferences. (English) Zbl 1398.91286 Decis. Econ. Finance 37, No. 2, 341-348 (2014). MSC: 91B25 91G99 91B16 PDF BibTeX XML Cite \textit{M. Del Vigna}, Decis. Econ. Finance 37, No. 2, 341--348 (2014; Zbl 1398.91286) Full Text: DOI Link OpenURL
Ouysse, Rachida On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification. (English) Zbl 1306.62083 Comput. Stat. 29, No. 1-2, 233-261 (2014). MSC: 65C60 62G09 62P20 PDF BibTeX XML Cite \textit{R. Ouysse}, Comput. Stat. 29, No. 1--2, 233--261 (2014; Zbl 1306.62083) Full Text: DOI OpenURL
Wichitaksorn, Nuttanan; Choy, S. T. Boris; Gerlach, Richard A generalized class of skew distributions and associated robust quantile regression models. (English. French summary) Zbl 1329.62086 Can. J. Stat. 42, No. 4, 579-596 (2014). MSC: 62E99 62F15 62P20 PDF BibTeX XML Cite \textit{N. Wichitaksorn} et al., Can. J. Stat. 42, No. 4, 579--596 (2014; Zbl 1329.62086) Full Text: DOI OpenURL
Zabarankin, Michael; Pavlikov, Konstantin; Uryasev, Stan Capital asset pricing model (CAPM) with drawdown measure. (English) Zbl 1304.91212 Eur. J. Oper. Res. 234, No. 2, 508-517 (2014). MSC: 91G10 91B25 91B30 PDF BibTeX XML Cite \textit{M. Zabarankin} et al., Eur. J. Oper. Res. 234, No. 2, 508--517 (2014; Zbl 1304.91212) Full Text: DOI OpenURL
Chochola, Ondřej; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G. Robust monitoring of CAPM portfolio betas. II. (English) Zbl 1298.62180 J. Multivariate Anal. 132, 58-81 (2014). MSC: 62P05 62F35 60F17 60G10 62L10 91B25 91G70 91G10 PDF BibTeX XML Cite \textit{O. Chochola} et al., J. Multivariate Anal. 132, 58--81 (2014; Zbl 1298.62180) Full Text: DOI OpenURL
Fischer, Tom No-arbitrage pricing under systemic risk: accounting for cross-ownership. (English) Zbl 1314.91193 Math. Finance 24, No. 1, 97-124 (2014). Reviewer: Krzysztof Piasecki (Poznań) MSC: 91G10 91G20 PDF BibTeX XML Cite \textit{T. Fischer}, Math. Finance 24, No. 1, 97--124 (2014; Zbl 1314.91193) Full Text: DOI arXiv OpenURL
Kriele, Marcus; Wolf, Jochen [Ion, Patrick D. F.] Value-oriented risk management of insurance companies. Translated from the German by Patrick D. F. Ion. (English) Zbl 1298.91009 EAA Series. London: Springer (ISBN 978-1-4471-6304-6/pbk; 978-1-4471-6305-3/ebook). xii, 378 p. (2014). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91-01 91B30 62P05 PDF BibTeX XML Cite \textit{M. Kriele} and \textit{J. Wolf}, Value-oriented risk management of insurance companies. Translated from the German by Patrick D. F. Ion. London: Springer (2014; Zbl 1298.91009) Full Text: DOI OpenURL
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda Identification-robust estimation and testing of the zero-beta CAPM. (English) Zbl 1405.91725 Rev. Econ. Stud. 80, No. 3, 892-924 (2013). MSC: 91G99 91G10 62P05 62M10 PDF BibTeX XML Cite \textit{M.-C. Beaulieu} et al., Rev. Econ. Stud. 80, No. 3, 892--924 (2013; Zbl 1405.91725) Full Text: DOI Link OpenURL
Wang, Frank Topics in modern finance. (English) Zbl 1293.91169 Page, Warren (ed.), Applications of mathematics in economics. Washington, DC: Mathematical Association of America (MAA) (ISBN 978-0-88385-192-0/pbk; 978-1-6144-4317-9/ebook). MAA Notes 82, 99-114 (2013). MSC: 91Gxx 91-01 60H30 PDF BibTeX XML Cite \textit{F. Wang}, MAA Notes 82, 99--114 (2013; Zbl 1293.91169) OpenURL
Qin, Yilong; Hu, Xiaojun A framework and an empirical study on the jump detection in the capital market. (Chinese. English summary) Zbl 1289.62127 J. Syst. Sci. Math. Sci. 33, No. 5, 511-527 (2013). MSC: 62P05 60J75 91B24 91B25 PDF BibTeX XML Cite \textit{Y. Qin} and \textit{X. Hu}, J. Syst. Sci. Math. Sci. 33, No. 5, 511--527 (2013; Zbl 1289.62127) OpenURL
Horvath, Philip A.; Sinha, Amit K. Is hyperbolic discounting really evidence of irrational behavior? (English) Zbl 1281.91084 Quant. Finance 13, No. 5, 665-670 (2013). MSC: 91B25 91B06 PDF BibTeX XML Cite \textit{P. A. Horvath} and \textit{A. K. Sinha}, Quant. Finance 13, No. 5, 665--670 (2013; Zbl 1281.91084) Full Text: DOI OpenURL
Cheung, Wing The augmented Black-Litterman model: a ranking-free approach to factor-based portfolio construction and beyond. (English) Zbl 1280.91146 Quant. Finance 13, No. 2, 301-316 (2013). MSC: 91G10 PDF BibTeX XML Cite \textit{W. Cheung}, Quant. Finance 13, No. 2, 301--316 (2013; Zbl 1280.91146) Full Text: DOI OpenURL
Del Vigna, Matteo Financial market equilibria with heterogeneous agents: CAPM and market segmentation. (English) Zbl 1273.91303 Math. Financ. Econ. 7, No. 4, 405-429 (2013). MSC: 91B52 91B25 91B69 91G10 PDF BibTeX XML Cite \textit{M. Del Vigna}, Math. Financ. Econ. 7, No. 4, 405--429 (2013; Zbl 1273.91303) Full Text: DOI Link OpenURL
Alm, Jonas; Lindskog, Filip Foreign-currency interest-rate swaps in asset-liability management for insurers. (English) Zbl 1270.91089 Eur. Actuar. J. 3, No. 1, 133-158 (2013). MSC: 91G20 91G30 91B30 PDF BibTeX XML Cite \textit{J. Alm} and \textit{F. Lindskog}, Eur. Actuar. J. 3, No. 1, 133--158 (2013; Zbl 1270.91089) Full Text: DOI OpenURL
Joshi, Mark S.; Paterson, Jane M. Introduction to mathematical portfolio theory. (English) Zbl 1329.91002 International Series on Actuarial Science. Cambridge: Cambridge University Press (ISBN 978-1-107-04231-5/hbk). xii, 314 p. (2013). Reviewer: Yan Dolinsky (Jerusalem) MSC: 91-01 91G10 91B30 60J65 91B25 PDF BibTeX XML Cite \textit{M. S. Joshi} and \textit{J. M. Paterson}, Introduction to mathematical portfolio theory. Cambridge: Cambridge University Press (2013; Zbl 1329.91002) OpenURL
Chochola, Ondřej; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G. Robust monitoring of CAPM portfolio betas. (English) Zbl 1271.62057 J. Multivariate Anal. 115, 374-395 (2013). MSC: 62P05 62F35 60F17 60G10 60J65 62L10 91B25 91G70 91G10 PDF BibTeX XML Cite \textit{O. Chochola} et al., J. Multivariate Anal. 115, 374--395 (2013; Zbl 1271.62057) Full Text: DOI OpenURL
Shie, Fu Shuen Pricing of deposit insurance considering capital forbearance and jump risk. (English) Zbl 1395.91260 Int. J. Inf. Manage. Sci. 23, No. 1, 1-18 (2012). MSC: 91B30 91B25 PDF BibTeX XML Cite \textit{F. S. Shie}, Int. J. Inf. Manage. Sci. 23, No. 1, 1--18 (2012; Zbl 1395.91260) Full Text: Link OpenURL
Radovanov, Boris; Marcikić, Aleksandra Usefulness of bootstrapping in portfolio management. (English) Zbl 1357.91043 Croat. Oper. Res. Rev. (CRORR) 3, 68-79 (2012). MSC: 91G10 62P05 62F40 62G09 62M10 PDF BibTeX XML Cite \textit{B. Radovanov} and \textit{A. Marcikić}, Croat. Oper. Res. Rev. (CRORR) 3, 68--79 (2012; Zbl 1357.91043) OpenURL
Anufriev, Mikhail; Bottazzi, Giulio; Marsili, Matteo; Pin, Paolo Excess covariance and dynamic instability in a multi-asset model. (English) Zbl 1345.91066 J. Econ. Dyn. Control 36, No. 8, 1142-1161 (2012). MSC: 91G10 PDF BibTeX XML Cite \textit{M. Anufriev} et al., J. Econ. Dyn. Control 36, No. 8, 1142--1161 (2012; Zbl 1345.91066) Full Text: DOI Link OpenURL
Zhao, Tian Firm size, information acquisition and price efficiency. (English) Zbl 1279.91197 Quant. Finance 12, No. 10, 1599-1614 (2012). MSC: 91G70 91G10 PDF BibTeX XML Cite \textit{T. Zhao}, Quant. Finance 12, No. 10, 1599--1614 (2012; Zbl 1279.91197) Full Text: DOI OpenURL
Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro Real options with a double continuation region. (English) Zbl 1278.91178 Quant. Finance 12, No. 3, 465-475 (2012). MSC: 91G50 91G20 PDF BibTeX XML Cite \textit{A. Battauz} et al., Quant. Finance 12, No. 3, 465--475 (2012; Zbl 1278.91178) Full Text: DOI OpenURL
Duffie, Darrell; Strulovici, Bruno Capital mobility and asset pricing. (English) Zbl 1274.91297 Econometrica 80, No. 6, 2469-2509 (2012). MSC: 91B52 91B25 PDF BibTeX XML Cite \textit{D. Duffie} and \textit{B. Strulovici}, Econometrica 80, No. 6, 2469--2509 (2012; Zbl 1274.91297) Full Text: DOI OpenURL
Chrysafis, Konstantinos A. Corporate investment appraisal with possibilistic CAPM. (English) Zbl 1255.91277 Math. Comput. Modelling 55, No. 3-4, 1041-1050 (2012). MSC: 91B64 91G50 PDF BibTeX XML Cite \textit{K. A. Chrysafis}, Math. Comput. Modelling 55, No. 3--4, 1041--1050 (2012; Zbl 1255.91277) Full Text: DOI OpenURL
Delong, Łukasz Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance. (English) Zbl 1254.49024 Appl. Math. 39, No. 4, 463-488 (2012). MSC: 49N90 60H30 60G99 91G10 91G20 91B30 PDF BibTeX XML Cite \textit{Ł. Delong}, Appl. Math. 39, No. 4, 463--488 (2012; Zbl 1254.49024) Full Text: DOI arXiv OpenURL
Flåm, Sjur Didrik Coupled projects, core imputations, and the CAPM. (English) Zbl 1244.91040 J. Math. Econ. 48, No. 3, 170-176 (2012). MSC: 91B24 91G10 PDF BibTeX XML Cite \textit{S. D. Flåm}, J. Math. Econ. 48, No. 3, 170--176 (2012; Zbl 1244.91040) Full Text: DOI OpenURL
Boschi, Melisso; Goenka, Aditya Relative risk aversion and the transmission of financial crises. (English) Zbl 1241.91060 J. Econ. Dyn. Control 36, No. 1, 85-99 (2012). MSC: 91B30 91B74 91G40 PDF BibTeX XML Cite \textit{M. Boschi} and \textit{A. Goenka}, J. Econ. Dyn. Control 36, No. 1, 85--99 (2012; Zbl 1241.91060) Full Text: DOI OpenURL
Kremer, Jürgen Portfolio theory, risk management and the evaluation of derivatives. 2nd completely revised and extended ed. (Portfoliotheorie, Risikomanagement und die Bewertung von Derivaten.) (German) Zbl 1235.91004 Springer-Lehrbuch. Berlin: Springer (ISBN 978-3-642-20867-6/pbk; 978-3-642-20868-3/ebook). xvi, 471 p. (2011). Reviewer: Stefan Gerhold (Vienna) MSC: 91-02 91G10 91G20 91G60 60H05 60G42 60H30 91B70 PDF BibTeX XML Cite \textit{J. Kremer}, Portfoliotheorie, Risikomanagement und die Bewertung von Derivaten. 2nd completely revised and extended ed. Berlin: Springer (2011; Zbl 1235.91004) Full Text: DOI OpenURL
Huggett, Mark; Kaplan, Greg Human capital values and returns: bounds implied by earnings and asset returns data. (English) Zbl 1246.91155 J. Econ. Theory 146, No. 3, 897-919 (2011). MSC: 91G70 91B80 PDF BibTeX XML Cite \textit{M. Huggett} and \textit{G. Kaplan}, J. Econ. Theory 146, No. 3, 897--919 (2011; Zbl 1246.91155) Full Text: DOI Link OpenURL
Maclean, Leonard C.; Zhao, Yonggan; Ziemba, William T. Mean-variance versus expected utility in dynamic investment analysis. (English) Zbl 1214.91103 Comput. Manag. Sci. 8, No. 1-2, 3-22 (2011). MSC: 91G10 PDF BibTeX XML Cite \textit{L. C. Maclean} et al., Comput. Manag. Sci. 8, No. 1--2, 3--22 (2011; Zbl 1214.91103) Full Text: DOI Link OpenURL
Chen, Shiyi; Härdle, W. K.; Moro, R. A. Modeling default risk with support vector machines. (English) Zbl 1210.91148 Quant. Finance 11, No. 1, 135-154 (2011). MSC: 91G70 91G40 62H30 91G60 PDF BibTeX XML Cite \textit{S. Chen} et al., Quant. Finance 11, No. 1, 135--154 (2011; Zbl 1210.91148) Full Text: DOI OpenURL
Márquez, Elena; Nieto, Belén Further international evidence on durable consumption growth and long-run consumption risk. (English) Zbl 1208.91162 Quant. Finance 11, No. 2, 195-217 (2011). MSC: 91G70 91B25 62P05 PDF BibTeX XML Cite \textit{E. Márquez} and \textit{B. Nieto}, Quant. Finance 11, No. 2, 195--217 (2011; Zbl 1208.91162) Full Text: DOI OpenURL
Ross, Sheldon M. An elementary introduction to mathematical finance. 3rd ed. (English) Zbl 1221.91001 Cambridge: Cambridge University Press (ISBN 978-0-521-19253-8/hbk; 978-1-139-06510-8/ebook). xv, 305 p. (2011). Reviewer: Weiping Li (Stillwater) MSC: 91-01 91Gxx PDF BibTeX XML Cite \textit{S. M. Ross}, An elementary introduction to mathematical finance. 3rd ed. Cambridge: Cambridge University Press (2011; Zbl 1221.91001) Full Text: DOI OpenURL
De Giuli, Maria Elena; Maggi, Mario Alessandro; Tarantola, Claudia Bayesian outlier detection in capital asset pricing model. (English) Zbl 07256830 Stat. Model. 10, No. 4, 375-390 (2010). MSC: 62-XX PDF BibTeX XML Cite \textit{M. E. De Giuli} et al., Stat. Model. 10, No. 4, 375--390 (2010; Zbl 07256830) Full Text: DOI arXiv OpenURL
Coretto, Pietro; Parrella, Maria Lucia Empirical likelihood based nonparametric testing for CAPM. (English) Zbl 1380.62243 Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the international conference MAF 2008, Venice, Italy, March 26–28, 2008. Milano: Springer (ISBN 978-88-470-1480-0/hbk). 103-112 (2010). MSC: 62P05 62G10 PDF BibTeX XML Cite \textit{P. Coretto} and \textit{M. L. Parrella}, in: Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the international conference MAF 2008, Venice, Italy, March 26--28, 2008. Milano: Springer. 103--112 (2010; Zbl 1380.62243) OpenURL
Anthropelos, Michail; Žitković, Gordan Partial equilibria with convex capital requirements: existence, uniqueness and stability. (English) Zbl 1233.91113 Ann. Finance 6, No. 1, 107-135 (2010). MSC: 91B25 91G20 91B30 PDF BibTeX XML Cite \textit{M. Anthropelos} and \textit{G. Žitković}, Ann. Finance 6, No. 1, 107--135 (2010; Zbl 1233.91113) Full Text: DOI arXiv Link OpenURL
Levy, Moshe Loss aversion and the price of risk. (English) Zbl 1232.91351 Quant. Finance 10, No. 9, 1009-1022 (2010). MSC: 91B30 91B25 PDF BibTeX XML Cite \textit{M. Levy}, Quant. Finance 10, No. 9, 1009--1022 (2010; Zbl 1232.91351) Full Text: DOI OpenURL
Chen, Shu-Heng; Wang, Shu G. On the elasticity puzzle: would the agent-based modeling help? (English) Zbl 1207.91049 Adv. Appl. Stat. Sci. 2, No. 2, 375-391 (2010). MSC: 91B82 91B25 91B69 62P20 PDF BibTeX XML Cite \textit{S.-H. Chen} and \textit{S. G. Wang}, Adv. Appl. Stat. Sci. 2, No. 2, 375--391 (2010; Zbl 1207.91049) OpenURL
Alvarez, Luis H. R. Irreversible capital accumulation under interest rate uncertainty. (English) Zbl 1211.91247 Math. Methods Oper. Res. 72, No. 2, 249-271 (2010). MSC: 91G50 91G10 93E20 91G30 PDF BibTeX XML Cite \textit{L. H. R. Alvarez}, Math. Methods Oper. Res. 72, No. 2, 249--271 (2010; Zbl 1211.91247) Full Text: DOI OpenURL
Adcock, C. J. Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution. (English) Zbl 1233.91112 Ann. Oper. Res. 176, 221-234 (2010). MSC: 91B25 91G70 62P05 91G10 PDF BibTeX XML Cite \textit{C. J. Adcock}, Ann. Oper. Res. 176, 221--234 (2010; Zbl 1233.91112) Full Text: DOI OpenURL
Kleibergen, Frank Tests of risk premia in linear factor models. (English) Zbl 1429.62680 J. Econom. 149, No. 2, 149-173 (2009). MSC: 62P20 62J05 PDF BibTeX XML Cite \textit{F. Kleibergen}, J. Econom. 149, No. 2, 149--173 (2009; Zbl 1429.62680) Full Text: DOI Link OpenURL
Xu, Jiangang; Wu, Yi; Zhang, Xiaorong RMB/USD forward exchange risk premium: an empirical research. (Chinese. English summary) Zbl 1224.91189 J. Fudan Univ., Nat. Sci. 48, No. 6, 693-699, 707 (2009). MSC: 91G70 91B25 62P05 PDF BibTeX XML Cite \textit{J. Xu} et al., J. Fudan Univ., Nat. Sci. 48, No. 6, 693--699, 707 (2009; Zbl 1224.91189) OpenURL
Xu, Qin; Wei, Yi; Chen, Xiaoyan; Zheng, Caixiang Clarification of certainty equivalence approach in capital budgeting. (Chinese. English summary) Zbl 1224.91031 J. Tongji Univ., Nat. Sci. 37, No. 10, 1414-1417 (2009). MSC: 91B25 91B30 62P05 91B16 PDF BibTeX XML Cite \textit{Q. Xu} et al., J. Tongji Univ., Nat. Sci. 37, No. 10, 1414--1417 (2009; Zbl 1224.91031) Full Text: DOI OpenURL
An, Peng; Li, Shenghong Empirical analysis on risk of security investment. (English) Zbl 1199.91260 Appl. Math., Ser. B (Engl. Ed.) 24, No. 2, 127-134 (2009). MSC: 91G70 91G20 62M10 62P05 PDF BibTeX XML Cite \textit{P. An} and \textit{S. Li}, Appl. Math., Ser. B (Engl. Ed.) 24, No. 2, 127--134 (2009; Zbl 1199.91260) Full Text: DOI OpenURL
McCauley, Joseph L. Dynamics of markets. The new financial economics. 2nd ed. (English) Zbl 1186.91007 Cambridge: Cambridge University Press (ISBN 978-0-521-42962-7/hbk). xv, 270 p. (2009). Reviewer: Malgorzata Doman (Poznań) MSC: 91-02 91B80 91G10 91G20 91G80 91B84 91B70 PDF BibTeX XML Cite \textit{J. L. McCauley}, Dynamics of markets. The new financial economics. 2nd ed. Cambridge: Cambridge University Press (2009; Zbl 1186.91007) Full Text: DOI OpenURL
Elliott, Robert J.; Miao, Hong VaR and expected shortfall: a non-normal regime switching framework. (English) Zbl 1187.91100 Quant. Finance 9, No. 6, 747-755 (2009). MSC: 91B30 91B25 91G50 PDF BibTeX XML Cite \textit{R. J. Elliott} and \textit{H. Miao}, Quant. Finance 9, No. 6, 747--755 (2009; Zbl 1187.91100) Full Text: DOI Link OpenURL
Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo; Taboga, Marco Portfolio selection with monotone mean-variance preferences. (English) Zbl 1168.91396 Math. Finance 19, No. 3, 487-521 (2009). MSC: 91G10 PDF BibTeX XML Cite \textit{F. Maccheroni} et al., Math. Finance 19, No. 3, 487--521 (2009; Zbl 1168.91396) Full Text: DOI OpenURL
Bensoussan, Alain Real options. (English) Zbl 1180.91303 Bensoussan, Alain (ed.) et al., Handbook of numerical analysis. Vol XV. Special Volume: Mathematical modeling and numerical methods in finance. Amsterdam: Elsevier/North-Holland (ISBN 978-0-444-51879-8/hbk). Handbook of Numerical Analysis 15, 531-572 (2009). MSC: 91G50 91B25 91G80 49J40 PDF BibTeX XML Cite \textit{A. Bensoussan}, Handb. Numer. Anal. 15, 531--572 (2009; Zbl 1180.91303) Full Text: DOI OpenURL
Magni, Carlo Alberto Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM? (English) Zbl 1157.91366 Eur. J. Oper. Res. 192, No. 2, 549-560 (2009). MSC: 91G10 PDF BibTeX XML Cite \textit{C. A. Magni}, Eur. J. Oper. Res. 192, No. 2, 549--560 (2009; Zbl 1157.91366) Full Text: DOI Link OpenURL
Markowitz, Harry M. Selected works. Edited by Harry M. Markowitz. (English) Zbl 1173.01013 World Scientific-Nobel Laureate Series 1. Hackensack, NJ: World Scientific (ISBN 978-981-283-363-1/hbk; 978-981-283-364-8/pbk). xvi, 700 p. (2008). Reviewer: Angel F. Tenorio (Seville) MSC: 01A75 91-06 91G10 91B26 90C05 68U20 68T20 68N15 62P20 68W25 PDF BibTeX XML Cite \textit{H. M. Markowitz}, Selected works. Edited by Harry M. Markowitz. Hackensack, NJ: World Scientific (2008; Zbl 1173.01013) OpenURL