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Optimal funding and asset allocation rules for defined-benefit pension plans

Harrison, J. Michael; Sharpe, William F. - In: Financial aspects of the United States pension system, (pp. 91-105). 1983

Persistent link: https://www.econbiz.de/10002653682

Dynamische Steuerung von Portfoliorisiken

Reinschmidt, Timo - 2006

Persistent link: https://www.econbiz.de/10004920247

Shortfall-risk-basierte Portfolio-Strategien : Grundlagen, Anwendungen, Algorithmen

Kaduff, Jochen Volker - 1996

Persistent link: https://www.econbiz.de/10004310203

Flexible Wechselkurse, Wechselkursvolatilität und Welthandel

Schubert, Michael - 1992

Persistent link: https://www.econbiz.de/10004128136

Das Management von Zinsänderungsrisiken : theoret. Ansätze u. ihre empir. Überprüfung für d. dt. Rentenmarkt

Bußmann, Johannes - 1988

Persistent link: https://www.econbiz.de/10000743472

Uncertain prospects ranking and portfolio analysis under the conditions of partial information

Colson, Gérard; Zelený, Milan - 1980

Persistent link: https://www.econbiz.de/10004021547

An introduction to risk and return from common stocks

Brealey, Richard A. - 1993 - 2. ed., 5. print.

Persistent link: https://www.econbiz.de/10004197976

Financial optimization

Zenios, Stavros Andrea (contributor) - 1993

Persistent link: https://www.econbiz.de/10004149678

Parameter estimation error: a cautionary tale in computational finance

Popovic, Ray - 2010

motion (GBM) process. That is, we show what difficulties can arise when failing to account for estimation risk. Our working … difficulties that can ensue when failing to account for estimation risk in valuation and hedging formulae. …We quantify the effects on contingent claim valuation of using an estimator for the volatility of a geometric Brownian …

Persistent link: https://www.econbiz.de/10009476145

Asset price volatility and option hedging in imperfectly elastic markets

Frey, Rüdiger - 1995

Persistent link: https://www.econbiz.de/10004299305

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