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Optimal portfolio management in highly volatile markets
Stoyanov, Stoyan Veselinov - 2005
Persistent link: https://www.econbiz.de/10003346695
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Bad news bears : effects of expected market volatility on daily tracking error of leveraged bull and bear ETFs
Holzhauer, Hunter Matthew; Lu, Xing; MacLeod, Robert W.; … - In: Managerial finance 39 (2013) 12, pp. 1169-1187
Persistent link: https://www.econbiz.de/10010197618
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Applied quantitative finance
Härdle, Wolfgang (ed.); Hautsch, Nikolaus (ed.);  … - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10003719524
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Risk and financial management : mathematical and computational methods
Tapiero, Charles S. - 2004
Persistent link: https://www.econbiz.de/10001830103
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Risk perception and diversification behaviour in investment decisions
Siebenmorgen, Niklas - 2001
Persistent link: https://www.econbiz.de/10001553464
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Unconditional and conditional modeling of non-normal return densities : with application to risk measurement
Chin, Elion - 1999
Persistent link: https://www.econbiz.de/10001402965
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Applied quantitative finance : theory and computational tools
Härdle, Wolfgang; Stahl, Gerhard - 2002
Persistent link: https://www.econbiz.de/10001676122
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Stochastic filtering with applications in finance
Bhar, Ramaprasad - 2010
Persistent link: https://www.econbiz.de/10014277065
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Applied Quantitative Finance : Theory and Computational Tools
Härdle, Wolfgang - 2002
problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the …, practitioners access to new methods for their applications. The e-book design of the text links theory and computational tools in an …
Persistent link: https://www.econbiz.de/10013523096
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Modelling nonlinearities in the German stock market
Robé, Sophie - 1999
Persistent link: https://www.econbiz.de/10001356393