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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
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Shortfall-risk-basierte Portfolio-Strategien : Grundlagen, Anwendungen, Algorithmen
Kaduff, Jochen Volker - 1996
Persistent link: https://www.econbiz.de/10004310203
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Weiche Modelle und iterative Schätzung : e. Anwendung auf Probleme d. neuen politischen Ökonomie
Meissner, Werner; Uhle-Fassing, Marion - 1982
Persistent link: https://www.econbiz.de/10004617914
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Schätzmethoden für konstante und variable Lag-Strukturen
Holz, Arnold - 1983
Persistent link: https://www.econbiz.de/10009607313
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Parametrische Modelle zur Ermittlung des Value-at-Risk
Read, Oliver - 1998
Persistent link: https://www.econbiz.de/10004379529
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Uncertain prospects ranking and portfolio analysis under the conditions of partial information
Colson, Gérard; Zelený, Milan - 1980
Persistent link: https://www.econbiz.de/10004021547
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An introduction to risk and return from common stocks
Brealey, Richard A. - 1993 - 2. ed., 5. print.
Persistent link: https://www.econbiz.de/10004197976
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Financial optimization
Zenios, Stavros Andrea (contributor) - 1993
Persistent link: https://www.econbiz.de/10004149678
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Dynamische Steuerung von Portfoliorisiken
Reinschmidt, Timo - 2006
Persistent link: https://www.econbiz.de/10004920247
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Kreditrisiko (CreditMetrics)
Heidorn, Thomas - 1999
Persistent link: https://www.econbiz.de/10004139969