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Allen, H. | |
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| ![](../icons/ecblank.gif) ![](libroaperto955b.gif?OpenImageResource) | Taylor, M.P. - Allen, H. (1992) The Use of Technical Analysis in the Foreign Exchange Market; in Journal of International Money and Finance, vol. 11, pagg. 304-314. | ![](../icons/ecblank.gif) |
Allen, L. | ![](../icons/ecblank.gif) |
| ![](../icons/ecblank.gif) ![](libroaperto955b.gif?OpenImageResource) | Allen, L. - Saunders, A. (2003) A survey of cyclical effects in credit risk measurement models; Bank for International Settlements, Working Papers, Basel, No. 126, January Web Download. | ![](../icons/ecblank.gif) |
Allen, M. | ![](../icons/ecblank.gif) |
| ![](../icons/ecblank.gif) ![](libroaperto955b.gif?OpenImageResource) | Allen, M. - Rodrigues, M. (1996) Estate of the Art; in Risk, vol. 9, nr. 4, April, pagg. 60-63. | ![](../icons/ecblank.gif) |
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| ![](../icons/ecblank.gif) ![](libroaperto955b.gif?OpenImageResource) | Allingham, M. (1991) Arbitrage. Elements of Financial Economics, Macmillan, London, 1991, trad.it.; in DefeliceMoriconi96, Il mulino, Bologna, pagg. 31-189. | ![](../icons/ecblank.gif) |
Almgren, R. | ![](../icons/ecblank.gif) |
| ![](../icons/ecblank.gif) ![](libroaperto955b.gif?OpenImageResource) | Almgren, R. - Chriss, N.A. (1999) Optimal Execution of Portfolio Transactions; University of Chicago, Department of Mathematics, Chicago, April 8 Web Download. | ![](../icons/ecblank.gif) |
![](../icons/ecblank.gif) | ![](../icons/ecblank.gif) ![](libroaperto955b.gif?OpenImageResource) | Almgren, R. - Chriss, N.A. (1999) Value Under Liquidation; in Risk, vol. 12, nr. 12, December, pagg. 61-63. | ![](../icons/ecblank.gif) |
Altman, E.I. | |
![](../icons/ecblank.gif) | ![](../icons/ecblank.gif) ![](libroaperto955b.gif?OpenImageResource) | Altman, E.I. - Kao, D.L. (1992) The Implications of Corporate Bond Ratings Drift; in Financial Analysts Journal, nr. 3, May/June, pagg. 64-75. | ![](../icons/ecblank.gif) |
| ![](../icons/ecblank.gif) ![](libroaperto955b.gif?OpenImageResource) | Altman, E.I. - Resti, A. - Sironi, A. (2002) The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios; Bank for International Settlements, Working Paper, Basel, Nr. 113, July. | ![](../icons/ecblank.gif) |
![](../icons/ecblank.gif) | ![](../icons/ecblank.gif) ![](libroaperto955b.gif?OpenImageResource) | Altman, E.I. - Sametz, A.W. (1977) Financial Crises. Institutions and Markets in a Fragile Environment; John Wiley & Sons, New York. | ![](../icons/ecblank.gif) |
| ![](../icons/ecblank.gif) ![](libroaperto955b.gif?OpenImageResource) | Altman, E.I. (1968) Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy; in Journal of Finance, vol. 23, pagg. 589-609. | ![](../icons/ecblank.gif) |
![](../icons/ecblank.gif) | ![](../icons/ecblank.gif) ![](libroaperto955b.gif?OpenImageResource) | Altman, E.I. (2001) Altman High Yield Bond and Default Study; Salomon Smith Barney, U.S. Fixed Income High Yield Report, New York, July. | ![](../icons/ecblank.gif) |
| ![](../icons/ecblank.gif) ![](libroaperto955b.gif?OpenImageResource) | Caouette, J.B. - Altman, E.I. - Narayanan, P. (1998) Managing Credit Risk: The Next Great Financial Challenge; Wiley, New York. | ![](../icons/ecblank.gif) |
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| ![](../icons/ecblank.gif) ![](libroaperto955b.gif?OpenImageResource) | Amihud, Y. - Mendelson, H. (1980) Dealership Market: Market Making with Inventory; in Journal of Financial Economics, vol. 8, pagg. 31-53. | ![](../icons/ecblank.gif) |
![](../icons/ecblank.gif) | ![](../icons/ecblank.gif) ![](libroaperto955b.gif?OpenImageResource) | Amihud, Y. - Mendelson, H. (1986) Asset Pricing and the Bid-Ask Spread; in Journal of Financial Economics, vol. 17, pagg. 223-249. | ![](../icons/ecblank.gif) |
| ![](../icons/ecblank.gif) ![](libroaperto955b.gif?OpenImageResource) | Amihud, Y. - Mendelson, H. (1987) Trading Mechanism and Stock Returns: An Empirical Investigation; in Journal of Finance, vol. 42, pagg. 533-553. | ![](../icons/ecblank.gif) |
![](../icons/ecblank.gif) | ![](../icons/ecblank.gif) ![](libroaperto955b.gif?OpenImageResource) | Amihud, Y. - Mendelson, H. (1991) Liquidity, Asset Prices and Financial Policy; in Financial Analysts Journal, November-December, pagg. 56-66. | ![](../icons/ecblank.gif) |
Andersen, L. | |
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| ![](../icons/ecblank.gif) ![](libroaperto955b.gif?OpenImageResource) | Andersen, L. - Brotherton-Ratcliffe, R. (1996) Exact Exotics; in Risk, vol. 9, nr. 10, October, pagg. 85-89. | ![](../icons/ecblank.gif) |
Andersen, T.G. | ![](../icons/ecblank.gif) |
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