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Dynamic portfolio choice with deferred annuities
Horneff, Wolfram J.; Maurer, Raimond; Rogalla, Ralph - In: Journal of banking & finance 34 (2010) 11, pp. 2652-2664
Persistent link: https://www.econbiz.de/10008858851
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Conditionally fitted Sharpe performance with an application to hedge fund rating
Darolles, Serge; Gouriéroux, Christian - In: Journal of banking & finance 34 (2010) 3, pp. 578-593
Persistent link: https://www.econbiz.de/10003951916
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Measuring portfolio credit risk correctly : why parameter uncertainty matters
Tarashev, Nikola A. - In: Journal of banking & finance 34 (2010) 9, pp. 2065-2076
Persistent link: https://www.econbiz.de/10008732113
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Active portfolio management with benchmarking : a frontier based on alpha
Alexander, Gordon J.; Baptista, Alexandre M. - In: Journal of banking & finance 34 (2010) 9, pp. 2185-2197
Persistent link: https://www.econbiz.de/10008737950
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Credit portfolios : what defines risk horizons and risk measurement?
Ebnöther, Silvan; Vanini, Paolo - In: Journal of banking & finance 31 (2007) 12, pp. 3663-3679
Persistent link: https://www.econbiz.de/10003604359
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Bank portfolio choice with private information about loan quality : theory and implications for regulation
Lucas, Deborah; MacDonald, Robert L. - In: Journal of banking & finance 11 (1987) 3, pp. 473-497
Persistent link: https://www.econbiz.de/10003622556
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A model for tax advantages of portfolios with many assets
Birge, John R.; Yang, Song - In: Journal of banking & finance 31 (2007) 11, pp. 3269-3290
Persistent link: https://www.econbiz.de/10003577338
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Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.; Jašić, Teo; Stoyanov, Stoyan; … - In: Journal of banking & finance 31 (2007) 8, pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
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A simple model of credit contagion
Egloff, Daniel; Leippold, Markus; Vanini, Paolo - In: Journal of banking & finance 31 (2007) 8, pp. 2475-2492
Persistent link: https://www.econbiz.de/10003522957
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The limits of diversification when losses may be large
Ibragimov, Rustam; Walden, Johan - In: Journal of banking & finance 31 (2007) 8, pp. 2551-2569
Persistent link: https://www.econbiz.de/10003522982