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Which Quantitative Finance journal shows the most skin? Which book has the prettiest illustrations?
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filthy
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Post by filthy »

does anyone have access to



"capital growth with security"



by



Leonard C. MacLean, Rafael Sanegre, Yonggan Zhao and William T. Ziemba



Journal of Economic Dynamics and Control, 2004, vol. 28, issue 5, pages 937-954
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kanukatchit
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Post by kanukatchit »

Here it is.



[url=/User%20Files/683/sdarticle.pdf]Attached File: sdarticle.pdf[/url]
My Stimulus Package: A titty bar at every corner.
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dgn2
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Post by dgn2 »

sweet...thanks man
...WARNING: I am an optimal f'er
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filthy
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Post by filthy »

me too
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filthy
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Post by filthy »

dgn2,



i'll send you some stuff today.
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kanukatchit
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Post by kanukatchit »

Glad to be of service guys.
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doobs
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Post by doobs »

On the Predictive Power of Interest Rates and Interest Rate Spreads by Ben?



Thanks
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adas
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Post by adas »

Found via Google. Hope this help, doobs:



 [url=/User%20Files/235/w3486.pdf]Attached File: w3486.pdf[/url]
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doobs
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Post by doobs »

Thanks Adas, I guess I gave up too quickly.
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filthy
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Post by filthy »

does anyone have



Jondeau, E. and Rockinger, M., 1999. “Estimating Gram-Charlier Expansions with Positivity Constraints,” Working Paper, Banque de France.



Jondeau, E. and Rockinger, M., 2001. “Gram-Charlier Densities,” Journal of Economic Dynamics and Control, 10, 347-369?



i'm trying to calculate the range of validity for gram-charlier expansions and i'm getting results that disagree with those i can sort of remember.
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