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A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
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2005
Persistent link: https://www.econbiz.de/10002634905
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A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
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2005
Persistent link: https://www.econbiz.de/10003074160
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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False discoveries in mutual fund performance : measuring luck in estimated alphas
Barras, Laurent
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Scaillet, Olivier
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2005
Persistent link: https://www.econbiz.de/10003287288
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Composition of robust equity portfolios
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Finance research letters
10
(
2013
)
2
,
pp. 72-81
Persistent link: https://www.econbiz.de/10009774437
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Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
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Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
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Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
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Portfolio diversification in Europe
Adjaoute, Kpate
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contributor
); …
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791457
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Portfolio selection with conservative short-selling
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Finance research letters
18
(
2016
),
pp. 363-369
Persistent link: https://www.econbiz.de/10011657303
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