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Skewed distributions in finance and actuarial science : a review
Adcock, Christopher; Eling, Martin; Loperfido, Nicola - In: The European journal of finance 21 (2015) 13/15, pp. 1253-1281
Persistent link: https://www.econbiz.de/10011419878
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Downside-orientiertes Portfoliomanagement
Reichling, Peter; Schulze, Gordon - 2017
Persistent link: https://www.econbiz.de/10011629137
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Marktrisiken : Portfoliotheorie und Risikomaße
Kremer, Jürgen - 2018
Persistent link: https://www.econbiz.de/10011772607
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A comparative analysis of four-factor model and three-factor model in the Nigerian stock market
Evbayiro-Osagie, Esther Ikavbo; Osamwonyi, Ifuero Osad - In: International journal of financial research 8 (2017) 4, pp. 38-52
Persistent link: https://www.econbiz.de/10011781370
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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
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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
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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
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Applied Fundamentals in Finance : Portfolio Management and Investments
Mondello, Enzo - 2023
Part 1: Portfolio Management -- Chapter 1. Return -- Chapter 2. Risk -- Chapter 3. Other Investment Characteristics -- Chapter 4. Efficient Risky Portfolios -- Chapter 5. Optimal Portfolio -- Chapter 6 Capital Asset Pricing Model and Fama−french Model -- Chapter 7. Portfolio Management Process...
Persistent link: https://www.econbiz.de/10014302674
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Investment Management : A Modern Guide to Security Analysis and Stock Selection
Krishnamurti, Chandrasekhar (contributor);  … - 2009
compendium on the financial theory, the empirical evidence and the mathematical tools that form the underlying principles of …
Persistent link: https://www.econbiz.de/10013521150
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Arbitrage, factor structure, and mean-variance analysis on large asset markets
Chamberlain, Gary; Rothschild, Michael - 1982
Persistent link: https://www.econbiz.de/10009571475