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The maximum drawdown as a risk measure : the role of real estate in the optimal portfolio revisited
Hamelink, Foort (contributor); Hoesli, Martin (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791461
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Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
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Tests of an international capital asset pricing model with stocks and government bonds and regime switching prices of risk and intercepts
Fearnley, Tom A. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864770
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Mutual fund flows and performance in rational markets
Berk, Jonathan B. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865022
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Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
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Portfolio optimization with concave transaction costs
Demchuk, Andriy (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865036
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The allocation of assets under higher moments
Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791441
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Geographical versus industrial diversification : a mean variance spanning approach
Ehling, Paul (contributor); Ramos, Sofia B. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791454