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Items where Division is "ICMA Centre" and Year is 2007

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Number of items: 25.

A

Alexander, C. and Barbosa, A. (2007) Effectiveness of minimum-variance hedging. Journal of Portfolio Management, 33 (2). pp. 46-59. ISSN 0095-4918 doi: https://doi.org/10.3905/jpm.2007.674793

Alexander, C. and Nogueira, L. M. (2007) Model-free hedge ratios and scale-invariant models. Journal of Banking & Finance, 31 (6). pp. 1839-1861. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2006.11.011

Alexander, C. and Nogueira, L. M. (2007) Model-free price hedge ratios for homogeneous claims on tradable assets. Quantative Finance, 7 (5). pp. 473-479. ISSN 1469-7696 doi: https://doi.org/10.1080/14697680601101700

Alexandridis, G., Antoniou, A. and Petmezas, D. (2007) Divergence of opinion and post-acquisition performance. Journal of Business Finance and Accounting, 34 (3-4). pp. 439-460. ISSN 1468-5957 doi: https://doi.org/10.1111/j.1468-5957.2007.02043.x

Andenas, M. and Zleptnig, S. (2007) Proportionality and balancing in WTO law: a comparative perspective. Cambridge Review of International Affairs, 20 (1). pp. 71-92. ISSN 1474-449X doi: https://doi.org/10.1080/09557570701232233

Anderson, K. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2007) Extreme returns from extreme value stocks: enhancing the value premium. The Journal of Investing, 16 (1). pp. 69-81. ISSN 1068-0896 doi: https://doi.org/10.3905/joi.2007.681825

B

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P. R. (2007) The English wool market, c.1230-1327. Cambridge University Press, Cambridge, pp214. ISBN 9780521859417

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P. R. (2007) Interest rates and efficiency in medieval wool forward contracts. Journal of Banking & Finance, 31 (2). pp. 361-380. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2006.04.006

Board, J. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2007) Joined-up pensions policy in the UK: an asset-liability model for simultaneously determining the asset allocation and contribution rate. In: Zenios, S. A. and Ziemba, W. (eds.) Handbook of asset and liability management: applications and case studies. Handbooks in Finance (2). Elsevier , pp. 1029-1067. ISBN 9780444528025

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Davies, R. J. and Kim, S. S. (2007) Cross hedging with single stock futures. Assurances et gestion des risques, 74 (4). pp. 473-504. ISSN 1705-7299

C

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341, Joutz, F. and Stekler, H. O. (2007) An evaluation of the forecasts of the Federal Reserve: A pooled approach. Journal of Applied Econometrics, 22 (1). pp. 121-136. ISSN 1099-1255 doi: https://doi.org/10.1002/jae.954

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Kim, J.H. (2007) Bootstrap prediction intervals for autoregressive time series. Computational Statistics and Data Analysis, 51 (7). pp. 3580-3594. ISSN 0167-9473 doi: https://doi.org/10.1016/j.csda.2006.09.012

F

Favato, G., Mills, R.W. and Pieri, V. (2007) Analisi costo-efficacia del programma di vaccinazione anti-HPV in Italia: il modello multi-coorte Markov. Farmaci: Aggiornamenti per il medico pratico, 31 (Supp. 2). pp. 1-14.

Favato, G. and Mills, R. (2007) Identifying best practices in cost management. Henley Manager Update, 18 (3). pp. 43-52. ISSN 1745-7866

Favato, G., Mariani, P., Mills, R.W., Capone, A., Pelagatti, M., Pieri, V., Marcobelli, A., Trotta, M., Zucchi, A. and Catapano, A. (2007) ASSET (Age/Sex Standardised Estimates of Treatment): a research model to improve the governance of prescribing funds in Italy. PLoS ONE, 2 (7). e592. ISSN 1932-6203 doi: https://doi.org/10.1371/journal.pone.0000592

Favato, G., Mills, R.W. and Weinstein, B. (2007) Estimating the cost of clinical innovation: parametric analysis of late stage pharmaceutical R&D. International Journal of Technology Intelligence and Planning, 3 (3). pp. 233-245. ISSN 1740-2840 doi: https://doi.org/10.1504/IJTIP.2007.015771

G

Goergen, M., Khurshed, A. and Mudambi, R. (2007) The long-run performance of UK IPOs: can it be predicted? Managerial Finance, 33 (6). pp. 401-419. ISSN 0307-4358 doi: https://doi.org/10.1108/03074350710748759 (special issue 'Initial public offerings (IPOs)')

M

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Ward, C. (2007) Back from beyond the bid-ask spread: estimating liquidity in international markets. Real Estate Economics, 35 (4). pp. 597-620. ISSN 1080-8620 doi: https://doi.org/10.1111/j.1540-6229.2007.00202.x

Mills, R. and Print, C. (2007) Business finance and accounting for managers. Value Focus Group, Oxford, pp435. ISBN 9781906156008

Mills, R.W. (2007) Sustainability, regulation and reverse logistics. Henley Manager Update, 18. pp. 21-28. ISSN 1745-7866

N

Nickell, P., Perraudin, W. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2007) Ratings-based credit risk modelling: an empirical analysis. International Review of Financial Analysis, 16 (5). pp. 434-451. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2007.06.003

P

Prokopczuk, M., Rachev, S. T., Schindlmayr, G. and Trück, S. (2007) Quantifying risk in the electricity business: a RAROC-based approach. Energy Economics, 29 (5). pp. 1033-1049. ISSN 0140-9883 doi: https://doi.org/10.1016/j.eneco.2006.08.006

S

Schofield, N. C. (2007) Commodity derivatives: markets and applications. Wiley, Chichester, pp336. ISBN 9780470019108

Simpkin, D. (2007) The English army and the Scottish campaign of 1310-11. In: King, A. and Penman, M. A. (eds.) England and Scotland in the fourteenth century: new perspectives. Boydell Press, pp. 14-39. ISBN 9781843833185

Z

Zenios, S. A. and Ziemba, W. T., eds. (2007) Handbook of asset and liability management: applications and case studies. Handbooks in finance, 2. Elsevier, Amsterdam, pp684. ISBN 9780444528025

This list was generated on Sun Nov 24 10:21:09 2024 UTC.

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