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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Frey, Rüdiger"
~subject:"Portfolio selection"
~type:"article"
~type:"book"
~type_genre:"Forschungsbericht"
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Frey, Rüdiger
Fabozzi, Frank J.
41
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30
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26
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25
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ECONIS (ZBW)
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1
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
Saved in:
2
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 105-133
Persistent link: https://www.econbiz.de/10009423247
Saved in:
3
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
4
An approximation for credit portfolio losses
Frey, Rüdiger
;
Popp, Monika
;
Weber, Stefan
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
1
,
pp. 3-20
Persistent link: https://www.econbiz.de/10003745393
Saved in:
5
Risk minimization with incomplete information in a model for high-frequency data
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 215-225
Persistent link: https://www.econbiz.de/10002177564
Saved in:
6
Risk-minimizing hedging strategies under restricted information : the case of stochastic volatility models observable only at discrete random times
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 339-350
Persistent link: https://www.econbiz.de/10001428847
Saved in:
7
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
-
1993
Persistent link: https://www.econbiz.de/10000873425
Saved in:
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