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Theory of Performance Particip...
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Portfolio selection
68
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Zagst, Rudi
96
Bertrand, Philippe
51
Escobar, Marcos
31
Prigent, Jean-Luc
25
Lichtenstern, Andreas
9
Scherer, Matthias
8
Götz, Barbara
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
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Innovations in Insurance, Risk- and Asset Management <Veranstaltung> <2017, Garching b. München>
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1
Option-Based performance participation
Zagst, Rudi
;
Kraus, Julia
;
Bertrand, Philippe
- In:
Journal of banking & finance
105
(
2019
),
pp. 44-61
Persistent link: https://www.econbiz.de/10012163804
Saved in:
2
Stochastic dominance of portfolio insurance strategies : OBPI versus CPPI
Zagst, Rudi
;
Kraus, Julia
-
2011
Persistent link: https://www.econbiz.de/10009126534
Saved in:
3
Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints
Bertrand, Philippe
- In:
The journal of asset management
10
(
2009/10
)
2
,
pp. 75-88
Persistent link: https://www.econbiz.de/10003854333
Saved in:
4
Another look at portfolio optimization under tracking-error constraints
Bertrand, Philippe
- In:
Financial analysts' journal : FAJ
66
(
2010
)
3
,
pp. 78-90
Persistent link: https://www.econbiz.de/10003983976
Saved in:
5
L' Europe et l'évolution démographique du monde
Bertrand, Philippe
- In:
Liber amicorum Henri Brugmans : au service de l'Europe …
,
(pp. 171-178)
.
1981
Persistent link: https://www.econbiz.de/10001909180
Saved in:
6
Obligation à réinvestissement optionnel du coupon : prix à l'émission et évaluation de la position en chaque instant
Bertrand, Philippe
- In:
Finance : revue de l'Association Française de Finance
14
(
1993
)
2
,
pp. 23-41
Persistent link: https://www.econbiz.de/10001157710
Saved in:
7
Mehrstufige Konsum- und Investment-Planung
Zagst, Rudi
- In:
Asset Management : Festschrift für Prof. Dr. rer. nat. …
,
(pp. 133-143)
.
2012
Persistent link: https://www.econbiz.de/10009613908
Saved in:
8
Interest-rate management
Zagst, Rudi
-
2002
Persistent link: https://www.econbiz.de/10001532032
Saved in:
9
Effiziente Value-at-Risk-Berechnung für Rentenportfolios
Zagst, Rudi
- In:
Finanzmarkt und Portfolio-Management
11
(
1997
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10001227919
Saved in:
10
The sensitivity of the asymptotic variance of performance measures with respect to skewness and kurtosis
Bertrand, Philippe
;
Protopopescu, Costin
- In:
International journal of business
13
(
2008
)
4
,
pp. 349-360
Persistent link: https://www.econbiz.de/10003770619
Saved in:
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