Items where Author / Artist / Editor is "Tunaru, Radu"

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Clark, Ephraim A. and Tunaru, Radu (2008) Modelling stochastic political risk for capital budgeting: currency crises. Banque et marchés . pp. 45-56. ISSN 1167-4946

Clark, Ephraim A., Masood, O. and Tunaru, Radu (2008) The effect of political events on the Pakistan stock exchange 1947-2001. Investment management and financial innovations, 5 (3) . ISSN 1810-4967

Giannopoulos, Kostas, Clark, Ephraim A. and Tunaru, Radu (2005) Portfolio selection under VaR constraints. Computational Management Science, 2 (2) . pp. 123-138. ISSN 1619-697X (doi:10.1007/s10287-004-0030-9)

Clark, Ephraim A., Tunaru, Radu and Viney, H. (2005) An option pricing framework for the valuation of football players. Review of financial economics, 14 (3) . pp. 281-295. ISSN 1058-3300 (doi:10.1016/j.rfe.2004.11.002)

Clark, Ephraim A., Tan, Mark and Tunaru, Radu (2003) Cross hedging jet fuel on the Singapore spot market. International Journal of Banking and Finance, 1 (2) . ISSN 1675-7227

Clark, Ephraim A. and Tunaru, Radu (2003) Quantification of political risk with multiple dependent sources. Journal of economics and finance, 27 (2) . pp. 125-135. ISSN 1938-9744

Clark, Ephraim A. and Tunaru, Radu (2001) Emerging markets: investing with political risk. Multinational Finance Journal, 5 (3) . pp. 155-173. ISSN 1096-1879

Book Section

Clark, Ephraim A. and Tunaru, Radu (2004) Political risk in Taiwan: valuing the doubly stochastic China factor. In: Global financial markets : issues and strategies. Ghosh, Dilip K. and Ariff, Mohamed, eds. Greenwood Press. ISBN 9781567205725.

Clark, Ephraim A. and Tunaru, Radu (2000) Les options réelles et des risques politiques multiples dépendents: une comparaison avec le modèle du risque unique. In: Gestion des risques dans un cadre international : réflexions théoriques et tests empiriques. Bellalah, Mondher and Rahman, Kamal Abdel, eds. Economica, Paris. ISBN 9782717841299.


Tunaru, Radu (1999) Statistical modelling of road accident data via graphical models and hierarchical Bayesian models. PhD thesis, Middlesex University.

This list was generated on Mon Sep 21 05:08:12 2020 BST.