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~isPartOf:"FAME research paper series"
~person:"Bali, Turan G."
~person:"Bodie, Zvi"
~person:"Georgarakos, Dimitris"
~person:"Scaillet, Olivier"
~person:"Stulz, René M."
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Bali, Turan G.
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Georgarakos, Dimitris
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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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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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