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type_genre:"Collection of articles written by one author"
~language:"eng"
~subject:"Higher-moments"
~subject:"Theorie"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliography included"
~type_genre:"Book section"
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220
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220
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83
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47
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47
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43
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38
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Billio, Monica
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Maillet, Bertrand
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Pelizzon, Loriana
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Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
7
The VaR implementation handbook
2
Advances in financial risk management : corporates, intermediaries and portfolios
1
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
1
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1
Funds of hedge funds : performance, assessment, diversification, and statistical properties
1
Globalization and systemic risk
1
Handbuch Hedge Funds : Chancen, Risiken und Einsatz in der Asset Allocation
1
Including special section: behavioral considerations in developing and applying operations research models
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Investment management and financial management
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Linear factor models in finance
1
Multi-moment asset allocation and pricing models
1
Preventing currency crises in emerging markets
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Private wealth : advances in wealth management practices
1
Risk management decisions and value under uncertainty
1
The Oxford handbook of quantitative asset management
1
The legacy of Fischer Black
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ECONIS (ZBW)
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1
A meta-measure of performance related to both investors and investments characteristics
Billio, Monica
;
Maillet, Bertrand
;
Pelizzon, Loriana
- In:
Risk management decisions and value under uncertainty
,
(pp. 1405-1447)
.
2022
Persistent link: https://www.econbiz.de/10013342131
Saved in:
2
Essays in portfolio selection
Giuzio, Margherita
-
2017
Persistent link: https://www.econbiz.de/10011914236
Saved in:
3
Essays in empirical asset pricing
Rindler, Philipp
-
2014
Persistent link: https://www.econbiz.de/10011312878
Saved in:
4
Essays in empirical finance
Drerup, Tilman H.
-
2014
Persistent link: https://www.econbiz.de/10010483734
Saved in:
5
Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups
Park, Kun Soo
;
Whitt, Ward
- In:
Including special section: behavioral considerations in …
,
(pp. 357-379)
.
2013
Persistent link: https://www.econbiz.de/10010232509
Saved in:
6
Hedge fund portfolio allocation with higher moments and MVG models
Hitaj, Asmerilda
;
Mercuri, Lorenzo
- In:
Advances in financial risk management : corporates, …
,
(pp. 331-346)
.
2013
Persistent link: https://www.econbiz.de/10010213046
Saved in:
7
Fund-of-Funds Construction by Statistical Multiple Testing Methods
Wolf, Michael
;
Wunderli, Dan
- In:
The Oxford handbook of quantitative asset management
.
2012
Persistent link: https://www.econbiz.de/10012882306
Saved in:
8
Hedging low-cost-basis stock
Gordon, Robert N.
- In:
Private wealth : advances in wealth management practices
,
(pp. 373-383)
.
2009
Persistent link: https://www.econbiz.de/10003810087
Saved in:
9
Calculating VaR for hedge funds
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
- In:
The VaR implementation handbook
,
(pp. 3-24)
.
2009
Persistent link: https://www.econbiz.de/10003826894
Saved in:
10
Applying VaR to hedge fund trading strategies : limitations and challenges
Lamm, R. McFall
- In:
The VaR implementation handbook
,
(pp. 41-57)
.
2009
Persistent link: https://www.econbiz.de/10003826905
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