Portfolio Optimization Under Uncertainty
Portfolio selection problems in practice: a comparison between linear and quadratic optimization models
Portfolios and the market geometry
Positive volatility simulation in the Heston model
Power Series Representations for European Option Prices under Stochastic Volatility Models
Power Utility Maximization in Constrained Exponential Lévy Models
Power Utility Maximization in Discrete-Time and Continuous-Time Exponential Levy Models
Precautionary Measures for Credit Risk Management in Jump Models
Predator-Prey Model for Stock Market Fluctuations
Predatory trading and risk minimisation: how to (b)eat the competition
Predicting economic market crises using measures of collective panic
Predicting Financial Markets: Comparing Survey, News, Twitter and Search Engine Data
Prediction accuracy and sloppiness of log-periodic functions
Preferences Yielding the "Precautionary Effect"
Preferred numbers and the distribution of trade sizes and trading volumes in the Chinese stock market
Preliminaries to an investigation of reduced product set finance
Presentation Du Nouvel Accord De Bale Sur Les Fonds Propres
Price and Quantity Trajectories: Second-order Dynamics
Price as a matter of choice and nonstochastic randomness
Price dynamics in a Markovian limit order market