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~person:"Lioui, Abraham"
~person:"Rudolf, Markus"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
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Lioui, Abraham
Rudolf, Markus
Platen, Eckhard
7
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5
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5
Branger, Nicole
4
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4
Baldeaux, Jan
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Finanzmarkt und Portfolio-Management
2
The journal of futures markets
2
Journal of banking & finance
1
Special issue on insurance and financial risk management
1
The Geneva papers on risk and insurance theory
1
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ECONIS (ZBW)
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1
Optimal dynamic hedging in incomplete futures markets
Lioui, Abraham
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10001334890
Saved in:
2
Anlage- und Portfolioeigenschaften von Commodities am Beispiel des GSCI
Rudolf, Markus
- In:
Finanzmarkt und Portfolio-Management
7
(
1993
)
3
,
pp. 339-359
Persistent link: https://www.econbiz.de/10001219147
Saved in:
3
Mean-variance efficiency of the market portfolio and futures trading
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
21
(
2001
)
4
,
pp. 329-346
Persistent link: https://www.econbiz.de/10001567419
Saved in:
4
Bernoulli speculator and trading strategy risk
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
20
(
2000
)
6
,
pp. 507-523
Persistent link: https://www.econbiz.de/10001509969
Saved in:
5
Die Europäische Währungsunion : Konsequenzen für das Portfoliomanagement
Rudolf, Markus
- In:
Finanzmarkt und Portfolio-Management
10
(
1996
)
2
,
pp. 206-230
Persistent link: https://www.econbiz.de/10001223495
Saved in:
6
A linear model for tracking error minimization
Rudolf, Markus
- In:
Journal of banking & finance
23
(
1999
)
1
,
pp. 85-103
Persistent link: https://www.econbiz.de/10001253534
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