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Backtesting derivative portfolios with filtered historical simulation (FHS)
Barone-Adesi, Giovanni; Giannopoulos, Kostas; Vosper, Les - In: European financial management : the journal of the … 8 (2002) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10001688408
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VAR without correlations for portfolios of derivative securities
Barone-Adesi, Giovanni; Giannopoulos, Kostas; Vosper, Les - In: The journal of futures markets 19 (1999) 5, pp. 583-602
Persistent link: https://www.econbiz.de/10001410433
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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