An empirical bayes estimate of market risk
Year of publication: |
1982
|
---|---|
Authors: | Maier, Steven F. ; Peterson, David W. ; VanderWeide, James H. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 28.1982, 7, p. 728-737
|
Subject: | Wertpapier | Risikoprämie |
-
Elgeti, Rolf, (2000)
-
Trade in nominal assets : monetary policy, and price level and exchange rate risk
Svensson, Lars E. O., (1987)
-
Zur Theorie der risikopräferenzfreien Bewertung von Rentenoptionen
Schöbel, Rainer, (1986)
- More ...
-
Managing corporate liquidity : an introd. to working capital management
VanderWeide, James H., (1985)
-
A Monte Carlo investigation of characteristics of optimal geometric mean portfolios
Maier, Steven F., (1977)
-
A strategy which maximizes the geometric mean return on portfolio investments
Vander Wiede, James H., (1977)
- More ...