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Copulas and risk measures for strategic asset allocation : a case study for central banks and sovereign wealth funds
Caillault, Cyril; Monier, Stéphane - In: Interest rate models, asset allocation and quantitative …, (pp. 158-177). 2010
Persistent link: https://www.econbiz.de/10003940928
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Copulas and risk measures for strategic asset allocation : a case study for central banks and sovereign wealth funds
Caillault, Cyril; Monier, Stéphane - In: Interest rate models, asset allocation and quantitative …, (pp. 158-177). 2010
Persistent link: https://www.econbiz.de/10008746615
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Time-varying downside risk : an application to the art market
Campbell, Rachel; Kräussl, Roman - In: Asset allocation and international investments, (pp. 1-15). 2007
Persistent link: https://www.econbiz.de/10003402319
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International stock portfolios and optimal currency hedging with regime switching
Leippold, Markus; Morger, Felix - In: Asset allocation and international investments, (pp. 16-41). 2007
Persistent link: https://www.econbiz.de/10003402327
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The determinants of domestic and foreign biases : an empirical study
Abid, Fathi; Bahloul, Slah - In: Asset allocation and international investments, (pp. 42-79). 2007
Persistent link: https://www.econbiz.de/10003402330
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The critical line algorithm for UPM-LPM parametric general asset allocation problem with allocation boundaries and linear constraints
Čumova, Denisa; Moreno, David; Nawrocki, David N. - In: Asset allocation and international investments, (pp. 80-95). 2007
Persistent link: https://www.econbiz.de/10003402333
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Currency crises, contagion and portfolio selection
Bandopadhyaya, Arindam; Nagarajan, Sushmita - In: Asset allocation and international investments, (pp. 96-102). 2007
Persistent link: https://www.econbiz.de/10003402340
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The price of efficiency - so, what do you think about emerging markets?
Berényi, Zsolt - In: Asset allocation and international investments, (pp. 137-150). 2007
Persistent link: https://www.econbiz.de/10003402347
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Matrix elliptical contoured distributions versus a stable model : application to daily stock returns of eight stock markets
Bodnar, Taras; Schmid, Wolfgang - In: Asset allocation and international investments, (pp. 214-227). 2007
Persistent link: https://www.econbiz.de/10003402358
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A strategic asset allocation methodology using variable time horizon
Cacella, Paulo Maurício F. de; Damaso, Isabela Ribeiro; … - In: Interest rate models, asset allocation and quantitative …, (pp. 93-111). 2010
Persistent link: https://www.econbiz.de/10003940915