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Online algorithms for the portfolio selection problem
Dochow, Robert - 2016
Persistent link: https://www.econbiz.de/10011450264
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Evaluating hedge fund and CTA performance : data envelopment analysis approach
Gregoriou, Greg N.; Zhu, Joe - 2005
Persistent link: https://www.econbiz.de/10002467381
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Quantitative assessment of securitisation deals
Campolongo, Francesca; Jönsson, Henrik; Schoutens, Wim - 2012
Persistent link: https://www.econbiz.de/10009623223
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Activist vs. passivist hedge funds : an empirical study and implications
Kühne, Ivan - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009317034
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Essays in delegated portfolio management
Hüther, Niklas - 2014
Persistent link: https://www.econbiz.de/10010358047
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Information risk and long-run performance of initial public offerings
Ecker, Frank - 2008 - 1. ed.
Persistent link: https://www.econbiz.de/10003731502
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The performance persistence of equity long/short hedge funds
Bonadurer, Werner - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003449878
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Performance evaluation with regard to investor portfolio structures and skewness preferences : an empirical analysis for German equity funds
Breuer, Wolfgang; Gürtler, Marc - 1998
Persistent link: https://www.econbiz.de/10004292376