search query: @indexterm Monte Carlo technique / total: 130
references: 23-32 / 130
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23.
Persistence in sequences of football match results: a Monte Carlo analysis
European Journal of Operational Research
2003 : JUL, VOL. 148:2, p. 247-256
 2003 Dobson, S.
Goddard, J.
24.
Combining DEA and stochastic frontier models: an empirical Bayes approach
European Journal of Operational Research
2003 : JUN, VOL. 147:3, p. 499-510
 2003 Tsionas, E. G.
25.
A Monte Carlo method for optimal portfolios
Journal of Finance
2003 : FEB, VOL. 58:1, p. 401-446
 2003 Detemple, J.B.
Garcia, R.
Rindisbacher, M.
26.
The Hull and White model of the short rate: an alternative analytical representation
Journal of Financial Research
2002 : WINTER, VOL. 25:4, p. 463-476
 2002 Grant, D.
Vora, G.
27.
Empirical evaluation of asset-pricing models: a comparison of the SDF and beta methods
Journal of Finance
2002 : OCT, VOL. 57:5, p. 2337-2367
 2002 Jagannathan, R.
Wang, Z.
28.
On testing the adequacy of stable processes under conditional heteroscedasticity
Journal of Empirical Finance
2002 : MAR, VOL. 9:2, p. 257-270
 2002 Deo, R.S.
29.
Panel tests of Gibrat's law for Japanese manufacturing
International Journal of Industrial Organization
2002 : MAR, VOL. 20:3, p. 415-433
 2002 Goddard, J.
Wilson, J.
Blandon, P.
30.
Asymptotic Distribution of the EMS Option Price Estimator
Management Science
2001 : AUG, VOL. 47:8, p. 1122-1132
 2001 Duan, J.-C.
Gauthier, G.
Simonato, J.-G.
31.
Addressing negative willingness to pay in dichotomous choice contingent valuation
Environmental and Resource Economics
2001 : NOV, VOL. 20:3, p. 173-195
 2001 Bohara, A.K.
Kerkvliet, J.
Berrens, R.P.
32.
Derivatives Performance Attribution
Journal of Financial and Quantitative Analysis
2001 : MAR, VOL. 36:1, p. 75-92
 2001 Rubinstein, M.
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