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

Article

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 [Article]

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 [Article]

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 [Article] (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 [Article] (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 [Article]

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 [Article]

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

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. [Book Section]

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. [Book Section]

Thesis

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