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1
Fair (intra-bank transfer) prices for credits with stochastic recovery
Leitner, Johannes
- In:
Annals of finance
4
(
2008
)
2
,
pp. 243-253
Persistent link: https://www.econbiz.de/10003645470
Saved in:
2
Individual forecasting behavior
Leitner, Johannes
- In:
Central European journal of operations research : CEJOR …
17
(
2009
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10003805496
Saved in:
3
Optimal portfolios with lower partial moment constraints and LPM-risk-optimal martingale measures
Leitner, Johannes
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 317-331
Persistent link: https://www.econbiz.de/10003683293
Saved in:
4
Dilatation monotonous Choquet integrals
Leitner, Johannes
- In:
Journal of mathematical economics
41
(
2005
)
8
,
pp. 994-1006
Persistent link: https://www.econbiz.de/10003189851
Saved in:
5
Balayage monotonous risk measures
Leitner, Johannes
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 887-900
Persistent link: https://www.econbiz.de/10002420730
Saved in:
6
A short note on second-order stochastic dominance preserving coherent risk measures
Leitner, Johannes
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 649-651
Persistent link: https://www.econbiz.de/10003121136
Saved in:
7
Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM
Leitner, Johannes
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001626257
Saved in:
8
Mean-variance efficiency and intertemporal price for risk
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001544834
Saved in:
9
Utility maximization and duality
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001544835
Saved in:
10
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001450616
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