Narrow search
Showing 1 - 10 of 166
Cover Image
An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003790653
Cover Image
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003586276
Cover Image
Forecasting the term structure of government bond yields
Diebold, Francis X. (contributor); Li, Canlin (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
Cover Image
Asset allocation and location over the life cycle with survival-contingent payoffs
Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - 2008
Persistent link: https://www.econbiz.de/10003861308
Cover Image
A strategy-proof test of portfolio returns
Foster, Dean P.; Young, H. Peyton - 2011
Persistent link: https://www.econbiz.de/10009303205
Cover Image
Asset commonality, debt maturity and systemic risk
Allen, Franklin; Babus, Ana; Carletti, Elena - 2011
Persistent link: https://www.econbiz.de/10009490252
Cover Image
Sources of inconsistencies in risk weighted asset determinations
Araten, Michel - 2013
Persistent link: https://www.econbiz.de/10010238587
Cover Image
Equivalence of robust VaR and CVaR optimization
Lofti, Somayyeh; Zenios, Stauros Andrea - 2016 - Date of first version: April 4, 2016
Persistent link: https://www.econbiz.de/10011539339
Cover Image
Forthcoming review of finance optimal portfolio choice over the life-cycle with flexible work, endogenous retirement, and lifetime payouts
Chai, Jingjing; Horneff, Wolfram J.; Maurer, Raimond; … - 2011
Persistent link: https://www.econbiz.de/10009231319
Cover Image
The tail that wags the dog : integrating credit risk in asset portfolios
Jobst, Norbert (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657314