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~person:"Ammann, Manuel"
~person:"Fabozzi, Frank J."
~person:"Sebastian, Steffen"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Ammann, Manuel
Fabozzi, Frank J.
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Journal of economic dynamics & control
1
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1
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1
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1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
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1
Commercial real estate risk management with derivatives
Fabozzi, Frank J.
;
Stanescu, Silvia
;
Tunaru, Radu
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
5
,
pp. 111-119
Persistent link: https://www.econbiz.de/10010209637
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2
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
3
Market experience with modeling for defined-benefit pension funds : evidence from four countries
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Jonas, Caroline L.
- In:
Journal of pension economics and finance
4
(
2005
)
3
,
pp. 313-327
Persistent link: https://www.econbiz.de/10003199347
Saved in:
4
Inflationsrisiken von Aktien, Bonds und indirekten Immobilienanlagen
Maurer, Raimond
;
Sebastian, Steffen
- In:
Kredit und Kapital
35
(
2002
)
2
,
pp. 242-279
Persistent link: https://www.econbiz.de/10001685256
Saved in:
5
Is governance related to investment performance and asset allocation? empirical evidence from Swiss pension funds
Ammann, Manuel
;
Ehmann, Christian
- In:
Swiss journal of economics and statistics
153
(
2017
)
3
,
pp. 293-339
Persistent link: https://www.econbiz.de/10011756343
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