Showing 21 - 40 results of 63 for search 'Oxford Finance', query time: 0.14s Refine Results
  1. 21
    Does transparency overcome conflicts of interest? Evidence from investment managers and their brokers.

    Does transparency overcome conflicts of interest? Evidence from investment managers and their brokers. by Abrahamson, M, Jenkinson, T

    Published 2009
    “…Oxford Finance…”
    Working paper
  2. 22
    Product market efficiency: The bright side of myopic, uninformed, and passive external finance.

    Product market efficiency: The bright side of myopic, uninformed, and passive external finance. by Noe, T, Rebello, M, Rietz, T

    Published 2008
    “…Oxford Finance…”
    Working paper
  3. 23
    Why SPAC investors should listen to the market.

    Why SPAC investors should listen to the market. by Jenkinson, T, Sousa, M

    Published 2009
    “…Oxford Finance…”
    Working paper
  4. 24
    Liquidity and Asset Prices.

    Liquidity and Asset Prices. by Espinoza, R, Tsomocos, D

    Published 2008
    “…Oxford Finance…”
    Working paper
  5. 25
    The development and performance of European private equity.

    The development and performance of European private equity. by Jenkinson, T

    Published 2008
    “…Oxford Finance…”
    Working paper
  6. 26
    Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework.

    Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework. by Pederzoli, C, Torricelli, C, Tsomocos, D

    Published 2008
    “…Oxford Finance…”
    Working paper
  7. 27
    Assessing the potential of AI for spatially sensitive nature-related financial risks

    Assessing the potential of AI for spatially sensitive nature-related financial risks by Reece, S, O’Donnell, O, Liu, F, Wolstenholme, J, Arriaga, F, Ascenzi, G, Pywell, R

    Published 2024
    “…Oxford Sustainable Finance Group…”
    Report
  8. 28
    The Hedge Fund Game: Incentives, Excess Returns, and Piggy-Backing.

    The Hedge Fund Game: Incentives, Excess Returns, and Piggy-Backing. by Foster, D, Young, H

    Published 2008
    “…Oxford-Man Institute of Quantitative Finance…”
    Working paper
  9. 29
    Crank-Nicolson time-marching.

    Crank-Nicolson time-marching. by Giles, M

    Published 2008
    “…Oxford-Man Institute of Quantitative Finance…”
    Working paper
  10. 30
    Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise.

    Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise. by Barndorff-Nielsen, O, Hansen, P, Lunde, A, Shephard, N

    Published 2007
    “…Oxford-Man Institute of Quantitative Finance…”
    Working paper
  11. 31
    Volatility forecast comparison using imperfect volatility.

    Volatility forecast comparison using imperfect volatility. by Patton, A

    Published 2007
    “…Oxford-Man Institute of Quantitative Finance…”
    Working paper
  12. 32
    Leaning in Real Time: Theory and empircal Evidence from the Term Structure of Survey Forecasts.

    Leaning in Real Time: Theory and empircal Evidence from the Term Structure of Survey Forecasts. by Patton, A, Timmermann, A

    Published 2008
    “…Oxford-Man Institute of Quantitative Finance…”
    Working paper
  13. 33
    A Market-Clearing Role for Inefficiency on a Limit Order Book.

    A Market-Clearing Role for Inefficiency on a Limit Order Book. by Large, J

    Published 2008
    “…Oxford-Man Institute of Quantitative Finance…”
    Working paper
  14. 34
    Copula-Based Models for Financial Time Series.

    Copula-Based Models for Financial Time Series. by Patton, A

    Published 2007
    “…Oxford-Man Institute of Quantitative Finance…”
    Working paper
  15. 35
    Improved multilevel Monte Carlo convergence using the Milstein scheme.

    Improved multilevel Monte Carlo convergence using the Milstein scheme. by Giles, M

    Published 2007
    “…Oxford-Man Institute of Quantitative Finance…”
    Working paper
  16. 36
    Monte Carlo evaluation of sensitivities in computational finance.

    Monte Carlo evaluation of sensitivities in computational finance. by Giles, M

    Published 2007
    “…Oxford-Man Institute of Quantitative Finance…”
    Working paper
  17. 37
    Evaluating Volatility and Correlation Forecasts.

    Evaluating Volatility and Correlation Forecasts. by Patton, A, Sheppard, K

    Published 2007
    “…Oxford-Man Institute of Quantitative Finance…”
    Working paper
  18. 38
    Stochastic Volatility: Origins and Overview.

    Stochastic Volatility: Origins and Overview. by Shephard, N, Andersen, T

    Published 2008
    “…Oxford-Man Institute of Quantitative Finance…”
    Working paper
  19. 39
    Time-varying liquidity in hedge fund returns.

    Time-varying liquidity in hedge fund returns. by Li, S, Patton, A

    Published 2007
    “…Oxford-Man Institute of Quantitative Finance…”
    Working paper
  20. 40
    Transmission of Liquidity Shocks: Evidence from the 2007 Subprime Crisis.

    Transmission of Liquidity Shocks: Evidence from the 2007 Subprime Crisis. by Frank, N, Gonzalez-Hermosillo, B, Hesse, H

    Published 2008
    “…Oxford-Man Institute of Quantitative Finance…”
    Working paper

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