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ECONIS (ZBW)
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Marktrisiken : Portfoliotheorie und Risikomaße
Kremer, Jürgen
-
2018
Portfoliotheorie -- Arbitragefreie Ein-Perioden-Modelle und
CAPM
-- Value at Risk -- Kohärente Risikomaße und der …
Persistent link: https://www.econbiz.de/10014018592
Saved in:
2
Downside-orientiertes Portfoliomanagement
Reichling, Peter
-
2017
Manches voraus: Sie sollten mit Begriffen wie Portfolioselektion und
CAPM
, Duration und Zinsstruktur, Black-Scholes-Formel und …
Persistent link: https://www.econbiz.de/10014019581
Saved in:
3
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra
;
Hafner, Christian M.
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
Saved in:
4
Downside-orientiertes Portfoliomanagement
Reichling, Peter
;
Schulze, Gordon
-
2017
Persistent link: https://www.econbiz.de/10011629137
Saved in:
5
Marktrisiken : Portfoliotheorie und Risikomaße
Kremer, Jürgen
-
2018
Persistent link: https://www.econbiz.de/10011772607
Saved in:
6
Is there a low-risk anomaly across countries?
Zaremba, Adam
- In:
Eurasian economic review : a journal in applied …
6
(
2016
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10011441281
Saved in:
7
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
8
Insights to systematic risk and diversification across a joint probability distribution
Choo, Weihao
;
De Jong, Piet
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 142-150
Persistent link: https://www.econbiz.de/10011457218
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9
Heterogeneity of investors and asset pricing in a risk-value world
Franke, Günter
;
Weber, Martin
-
2003
Persistent link: https://www.econbiz.de/10001748020
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10
A relative robust approach on expected returns with bounded CVaR for portfolio selection
Benati, Stefano
;
Sánchez Conde, Eduardo
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 332-352
Persistent link: https://www.econbiz.de/10012820171
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