Foundations and Trends R in Finance Vol. 2, No. 2 (2006) 83–190 c 2007 G. O. Argon and W. E. Ferson DOI: 10.1561/0500000015 Portfolio Performance Evaluation George O. Aragon1…
Stochastic Calculus Notes, Lecture 1 Last modified September 12, 2004 1 Overture 1.1. Introduction: The term stochastic means “random”. Because it usually occurs together…
1. The of Hedge Funds World Characteristics and Analysis 2. This page intentionally left blank 3. The of Characteristics and Analysais H. Gifford Fong editor Gifford Fong…
Dynamic Trading Indicators New Techniques for Evolving Markets Presented by David Stendahl Disclaimer ALL HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS,…
1. The Information in Option Volume for Stock Prices Jun Pan MI T Sloan School of Management Allen M. Poteshman University of Illinois at Urbana-Champaign 2. Derivatives…
The Information in Option Volume for Future Stock Prices Jun Pan MI T Sloan School of Management Allen M. Poteshman University of Illinois at Urbana-Champaign Why Do Investors…
Slide 1 …Fundamentals of Presentation to the Pencom Conference Elias Masilela Slide 2 Theme of conference Investment…? Basic fundamentals remain important i.Retirement…