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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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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
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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
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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
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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