Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Alessandro Sbuelz
Information about the author Alessandro Sbuelz will soon be added to the site.
Found
2 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Revisiting corporate growth options in the presence of state‐dependent cashflow risk
2012
Given a non‐trivial market price of risk, we study the impact of...
Momentum and mean reversion in strategic asset allocation
2009
We study a dynamic asset allocation problem in which stock returns exhibit short-run...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
