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Conditional asset allocation under non-normality : how costly is the mean-variance criterion?
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002635210
Saved in:
2
Theory and calibration of
swap
market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
Saved in:
3
A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864584
Saved in:
4
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
Saved in:
5
Distribution risk and equity returns
Danthine, Jean-Pierre
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003287296
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6
Real asset returns and components of inflation : a structural VAR analysis
Hagmann, Matthias
(
contributor
);
Lenz, Carlos
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002435979
Saved in:
7
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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8
European financial integration and equity returns : a theory-based assessment
Adjaoute, Kpate
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865060
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9
Conditional dependency of financial series : the copula-GARCH model
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791437
Saved in:
10
Are practitioners right? : On the relative importance of industrial factors in international stock returns
Isakov, Dušan
(
contributor
);
Sonney, Frédéric
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791445
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