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Portfoliooptimierung unter Berücksichtigung höherer Momente
Guse, Frank
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2005
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1. Aufl.
Persistent link: https://www.econbiz.de/10013433016
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Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM
Leitner, Johannes
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2001
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1. Aufl.
Persistent link: https://www.econbiz.de/10001626257
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Mean-variance hedging in the presence of additionally observed market prices
Thierbach, Frank
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2003
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1. Aufl.
Persistent link: https://www.econbiz.de/10001785090
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