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A portfolio theory of defaultable bonds and its empirical validation
Schubert, Dirk A. - 2004
Persistent link: https://www.econbiz.de/10002212131
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Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.; Wang, Jiang - 2000
Persistent link: https://www.econbiz.de/10001468727
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Essays in intertemporal investment decisions and asset prices
Restoy, Fernando - 1991
Persistent link: https://www.econbiz.de/10000883054
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High-yield bonds : analysis and risk assessment
Altman, Edward I. (contributor);  … - 1990
Persistent link: https://www.econbiz.de/10000330114
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Stock market optimism and participation cost: a mean-variance estimation
Paiella, Monica; Tiseno, Andrea - 2005
Persistent link: https://www.econbiz.de/10003321887
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Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng - In: The review of financial studies 19 (2006) 1, pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
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Unconditional return disturbances: A non-parametric simulation approach
Tompkins, Robert G.; D'Ecclesia, Rita L. - In: Journal of banking & finance 30 (2006) 1, pp. 287-314
Persistent link: https://www.econbiz.de/10003285633
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The role of real return assets in a portfolio
Greer, Robert J.; Yocham, Don - In: The handbook of inflation hedging investments : enhance …, (pp. 283-296). 2006
Persistent link: https://www.econbiz.de/10003319522
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Testing portfolio efficiency with conditioning information
Ferson, Wayne E.; Siegel, Andrew F. - In: The review of financial studies 22 (2009) 7, pp. 2735-2758
Persistent link: https://www.econbiz.de/10003866868
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Asset pricing and default risk
Breig, Christoph - 2011
Persistent link: https://www.econbiz.de/10008779050