haku: @indexterm financial models / yhteensä: 494
viitteet: 261-270 / 494
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261.
An analytical model of risky yield curves.
Journal of Financial Research
1987 : WINTER, VOL. 10:4, p. 295-303
 1987 Kolari, J. W.
262.
The valuation of currency options for alternate stochastic processes.
Journal of Financial Research
1987 : WINTER, VOL. 10:4, p. 283-293
 1987 Shastri, K.
Wethyavivorn, K.
263.
Les marches financiers speculatifs et les nouveaux outils de gestion. (The black & Scholes formula)
Gestion 2000
1987 : VOL. 3:6, p. 175-197
 1987 Levasseur, M.
264.
Parsimonious modeling of yield curves.
Journal of Business
1987 : OCT, VOL. 60:4, p. 473-489
 1987 Nelson, C. R.
Siegel, A. F.
265.
The prediction performance of a structural model of accounting numbers.
Journal of Accounting Research
1987 : SPRING, VOL. 25:1, p. 139-160
 1987 Wild, J. J.
266.
A five-state financial distress prediction model.
Journal of Accounting Research
1987 : SPRING, VOL. 25:1, p. 127-138
 1987 Lau, A. H. L.
267.
De l'analyste financier au systeme-expert : quelques reflexions sur la modelisation de l'expertise financiere = From financial analysis to expert system : some notions on modelling financial knowledge.
Revue Francaise de Comptabilite
1987 : DEC, 185, p. 50-53
 1987 Oger, B.
268.
An examination of the small-firm effect on the basis of skewness preference.
Journal of Financial Research
1987 : SPRING, VOL. 10:1, p. 77-86
 1987 Booth, J. R.
Smith, R. L.
269.
Systematic risk in a purely random market model : some empirical evidence for individual public utilities.
Journal of Financial Research
1987 : SUMMER, VOL. 10:2, p. 143-152
 1987 Rahman, A.
Kryzanowski, L.
Sim, A. B.
270.
Product market structure, capital intensity, and systematic risk : empirical results from the Theory of the Firm.
Journal of Financial Research
1987 : SUMMER, VOL. 10:2, p. 161-175
 1987 Jose, M. L.
Stevens, J. L.
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