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Theoretische Grundlagen des Minimum-Value at Risk-Hedges
Albrecht, Peter - 2010
Persistent link: https://www.econbiz.de/10008903635
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Safety first-Portfoliooptimierung bei Beschränkung des Conditional Value at Risk
Albrecht, Peter - 2012
Persistent link: https://www.econbiz.de/10009578725
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Conditional value at risk-minimale future hedges
Albrecht, Peter - 2012
Persistent link: https://www.econbiz.de/10009742092
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VaR- and CVaR-minimal futures hedging strategies : an analytical approach
Albrecht, Peter; Huggenberger, Markus; Pekelis, Alexandr - 2011
Persistent link: https://www.econbiz.de/10009316225
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Not a fallacy of the law of large numbers : pooling risks and the utility of insurance
Albrecht, Peter - 2015
Persistent link: https://www.econbiz.de/10011432252