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~institution:"International Center for Financial Asset Management and Engineering"
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International Center for Financial Asset Management and Engineering
National Bureau of Economic Research
886
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Institut für Schweizerisches Bankwesen <Zürich>
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Fisher Investments Inc. <Woodside, Calif.>
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On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
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2
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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3
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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4
Quantitative selection of long-short hedge funds
Chen, Kaifeng
(
contributor
);
Passow, Alexander
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864630
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5
Mutual fund flows and performance in rational markets
Berk, Jonathan B.
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contributor
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865022
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6
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
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7
Portfolio optimization with concave transaction costs
Demchuk, Andriy
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contributor
)
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865036
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8
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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9
International evidence on real estate as a portfolio diversifier
Hoesli, Martin
(
contributor
);
Lekander, Jon
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791443
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10
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
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