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Murgoci, Agatha


 SSRN Author Rank: 21,236 by Downloads
 

Copenhagen Business School - Department of Finance


 Solbjerg Plads 3
 Frederiksberg, DK-2000
 Denmark
 email address

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. Murgoci, Agatha's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,193
Total
Citations
11
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Bjork, Tomas
Stockholm School of Economics - Swedish House of Finance
Murgoci, Agatha
Copenhagen Business School - Department of Finance
Posted:
20 Oct 10
361
(45,910)
3

2.  
Convexity Adjustments for ATS Models | Show Abstract | Download |
ISEG Advance Working Paper No. 9/2008
Working Paper Series
Gaspar, Raquel M.
ISEG - CEMAPRE, Universidade de Lisboa
Murgoci, Agatha
Copenhagen Business School - Department of Finance
Posted:
05 May 09
Last Revised:
16 Dec 10
285
(60,709)
1

3.  
Kallestrup, Rene
Capital Four Management
Lando, David
Copenhagen Business School - Department of Finance
Murgoci, Agatha
Copenhagen Business School - Department of Finance
Posted:
17 Mar 12
Last Revised:
16 Apr 13
275
(63,210)
5

4.  
Murgoci, Agatha
Copenhagen Business School - Department of Finance
Posted:
24 Feb 08
Last Revised:
12 Sep 14
141
(121,351)
1

5.  
Murgoci, Agatha
Copenhagen Business School - Department of Finance
Posted:
24 Feb 08
131
(129,049)
 

6.  
Mean–Variance Portfolio Optimization with State‐Dependent Risk Aversion | Show Abstract | Download |
Mathematical Finance, Vol. 24, Issue 1, pp. 1-24, 2014
Accepted Paper Series
Bjork, Tomas
Stockholm School of Economics - Swedish House of Finance
Murgoci, Agatha
Copenhagen Business School - Department of Finance
Zhou, Xun Yu
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Posted:
13 Dec 13
0
(416,419)
1

7.  
Convexity Adjustments | Show Abstract |
ENCYCLOPEDIA OF QUANTITATIVE FINANCE, R. Cont, ed., Wiley, 2009
Accepted Paper Series
Gaspar, Raquel M.
ISEG - CEMAPRE, Universidade de Lisboa
Murgoci, Agatha
Copenhagen Business School - Department of Finance
Posted:
07 Mar 09
Last Revised:
06 May 09
 


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