Publication

Martingale Pricing

Pierre Collin Dufresne
1997
Book chapter

Abstract

Abstract of the book: Tracks the evolution of the reinvention of the equity derivatives market, focusing on the major product and application innovations -Overview of corporate uses, investment and portfolio strategies, valuation and risk analysis -New approaches in corporate finance and investment

Official source

https://infoscience.epfl.ch/record/188046?ln=en

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Martingale Pricing

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Portfolio Construction with Hierarchical Momentum

Asset life, leverage, and debt maturity matching

Greening the Swiss National Bank's Portfolio

Asset life, leverage, and debt maturity matching

Greening the Swiss National Bank's Portfolio

Portfolio Construction with Hierarchical Momentum