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Volumn 60, Issue 1, 2004, Pages 26-30

Risk avoidance and market fragility

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EID: 20444455306     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v60.n1.2590     Document Type: Review
Times cited : (14)

References (21)
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    • Black, F.1    Scholes, M.2
  • 2
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    • Thoughts on the future: Life-cycle investing in theory and practice
    • Bodie, Zvi. 2003. "Thoughts on the Future: Life-Cycle Investing in Theory and Practice." Financial Analysts Journal, vol. 59, no. 1 (January/February):24-29.
    • (2003) Financial Analysts Journal , vol.59 , Issue.1 JANUARY-FEBRUARY , pp. 24-29
    • Bodie, Z.1
  • 5
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    • Viewpoint on portfolio insurance: It's prone to failure
    • 16 November
    • Jacobs, Bruce I. 1987. "Viewpoint on Portfolio Insurance: It's Prone to Failure." Pensions & Investment Age (16 November):3.
    • (1987) Pensions & Investment Age , pp. 3
    • Jacobs, B.I.1
  • 6
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    • Option pricing theory and its unintended consequences
    • _. 1998. "Option Pricing Theory and Its Unintended Consequences." Journal of Investing, vol. 7, no. 1 (Spring):12-14.
    • (1998) Journal of Investing , vol.7 , Issue.1 SPRING , pp. 12-14
  • 8
    • 20444497767 scopus 로고    scopus 로고
    • When seemingly infallible arbitrage strategies fail
    • _. 1999b. "When Seemingly Infallible Arbitrage Strategies Fail." Journal of Investing, vol. 8, no. 1 (Spring):9-10.
    • (1999) Journal of Investing , vol.8 , Issue.1 SPRING , pp. 9-10
  • 9
    • 85039403144 scopus 로고    scopus 로고
    • The world according to bruce jacobs
    • Kolman, Joe. 2000. "The World According to Bruce Jacobs." Derivatives Strategy, vol. 5, no. 2 (February):40-44. (See www. derivativesstrategy.com/magazine/archive/2000/ 0200qa.asp.)
    • (2000) Derivatives Strategy , vol.5 , Issue.2 FEBRUARY , pp. 40-44
    • Kolman, J.1
  • 12
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    • Oxford, U.K.: Blackwell
    • _. 1990. Continuous-Time Finance. Oxford, U.K.: Blackwell.
    • (1990) Continuous-time Finance
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    • Thoughts on the future: Theory and practice in investment management
    • _. 2003. "Thoughts on the Future: Theory and Practice in Investment Management." Financial Analysts Journal, vol. 59, no. 1 (January/February):17-23.
    • (2003) Financial Analysts Journal , vol.59 , Issue.1 JANUARY-FEBRUARY , pp. 17-23
  • 14
    • 20444494447 scopus 로고    scopus 로고
    • Risk hall of fame
    • "Risk Hall of Fame." 2002. Risk, vol. 15, no. 12 (December):68.
    • (2002) Risk , vol.15 , Issue.12 DECEMBER , pp. 68
  • 16
    • 0001790749 scopus 로고
    • Replicating options with positions in stock and cash
    • Rubinstein, Mark, and Hayne Leland. 1981. "Replicating Options with Positions in Stock and Cash." Financial Analysts Journal, vol. 37, no. 4 (July/August):113-121.
    • (1981) Financial Analysts Journal , vol.37 , Issue.4 JULY-AUGUST , pp. 113-121
    • Rubinstein, M.1    Leland, H.2
  • 17
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    • A start-up with high ambitions
    • Salmon, Felix. 2003. "A Start-Up with High Ambitions." Euromoney, vol. 34, no. 410 (June):36-37.
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    • Salmon, F.1
  • 21
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    • 2000 Hall of fame roundtable: Portfolio insurance revisited
    • "2000 Hall of Fame Roundtable: Portfolio Insurance Revisited." 2000. Derivatives Strategy, vol. 5, no. 8 (August):31-36. (See www.derivativesstrategy.com/magazine/archive/2000/0800fea3.asp.)
    • (2000) Derivatives Strategy , vol.5 , Issue.8 AUGUST , pp. 31-36


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.