Narrow search
Showing 1 - 5 of 5
Cover Image
Aggregation of preferences for skewed asset returns
Chabi-Yo, Fousseni; Leisen, Dietmar; Renault, Eric - In: Journal of economic theory 154 (2014), pp. 453-489
Persistent link: https://www.econbiz.de/10010481322
Cover Image
Investing for the long run
Leisen, Dietmar; Platen, Eckhard - 2017
Persistent link: https://www.econbiz.de/10011778143
Cover Image
An overview of factor modeling for CDO pricing
Laurent, Jean-Paul; Cousin, Areski - In: Frontiers in quantitative finance : volatility and …, (pp. 185-216). 2009
Persistent link: https://www.econbiz.de/10003787603
Cover Image
Practical pricing of synthetic CDOs
Gregory, Jon; Laurent, Jean-Paul - In: The definitive guide to CDOs : market, application, …, (pp. 223-257). 2008
Persistent link: https://www.econbiz.de/10003918718
Cover Image
A comparative analysis of CDO pricing models
Burtschell, Xavier; Gregory, Jon; Laurent, Jean-Paul - In: The definitive guide to CDOs : market, application, …, (pp. 389-427). 2008
Persistent link: https://www.econbiz.de/10003918804