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Murgoci, Agatha


 SSRN Author Rank: 20,836 by Downloads
 

University of Aarhus - School of Business and Social Sciences


 Nordre Ringgade 1
 Aarhus C, DK-8000
 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
1,400
Total
Citations
12
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
University of Aarhus - School of Business and Social Sciences
Posted:
20 Oct 10
470
(37,812)
3

2.  
Kallestrup, Rene
Capital Four Management
Lando, David
Copenhagen Business School - Department of Finance
Murgoci, Agatha
University of Aarhus - School of Business and Social Sciences
Posted:
17 Mar 12
Last Revised:
16 Apr 13
335
(57,337)
5

3.  
Convexity Adjustments for ATS Models | Show Abstract | Download This Paper | Open PDF in Browser |
ISEG Advance Working Paper No. 9/2008
Number of Pages in PDF File: 18
Gaspar, Raquel M.
ISEG - CEMAPRE, Universidade de Lisboa
Murgoci, Agatha
University of Aarhus - School of Business and Social Sciences
Posted:
05 May 09
Last Revised:
16 Dec 10
301
(65,029)
1

4.  
Murgoci, Agatha
University of Aarhus - School of Business and Social Sciences
Posted:
24 Feb 08
Last Revised:
12 Sep 14
160
(122,318)
1

5.  
Murgoci, Agatha
University of Aarhus - School of Business and Social Sciences
Posted:
24 Feb 08
134
(142,203)
 

6.  
Mean–Variance Portfolio Optimization with State‐Dependent Risk Aversion | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 24, Issue 1, pp. 1-24, 2014
Number of Pages in PDF File: 24
Bjork, Tomas
Stockholm School of Economics - Swedish House of Finance
Murgoci, Agatha
University of Aarhus - School of Business and Social Sciences
Zhou, Xun Yu
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Posted:
13 Dec 13
0
(460,101)
2

7.  
Convexity Adjustments | Show Abstract |
ENCYCLOPEDIA OF QUANTITATIVE FINANCE, R. Cont, ed., Wiley, 2009
Gaspar, Raquel M.
ISEG - CEMAPRE, Universidade de Lisboa
Murgoci, Agatha
University of Aarhus - School of Business and Social Sciences
Posted:
07 Mar 09
Last Revised:
06 May 09
 


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