haku: @author Barone-Adesi, G. / yhteensä: 5
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1.
Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS)
European Financial Management
2002 : MAR, VOL. 8:1, p. 31-58
 2002 Barone-Adesi, G.
Giannopoulos, K.
Vosper, L.
2.
Efficient analytic approximation of american option values.
Journal of Finance
1987 : JUN, VOL. 42:2, p. 301-320
 1987 Barone-Adesi, G.
Whaley, R. E.
3.
Seasonality in Canadian stock prices : a test of the "Tax-Loss-Selling" hypothesis.
Journal of Financial and Quantitative Analysis
1987 : MAR, VOL. 22:1, p. 51-63
 1987 Tinic, S. M.
Barone-Adesi, G.
West, R. R.
4.
The valuation of American call options and the expected ex-dividend stock price decline.
Journal of Financial Economics
1986 : SEP, VOL. 17:1, p. 91-111
 1986 Barone-Adesi, G.
Whaley, R. E.
5.
Arbitrage equilibrium with skewed asset returns.
Journal of Financial and Quantitative Analysis
1985 : SEP, VOL. 20:3, p. 299-313
 1985 Barone-Adesi, G.
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