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Der Anlageerfolg des Minimum-Varianz-Portfolios : eine empirische Untersuchung am deutschen, englischen, japanischen, kanadischen und US-amerikanischen Aktienmarkt
Kleeberg, Jochen M. - 1995 - 2., unveränd. Aufl.
Persistent link: https://www.econbiz.de/10013438231
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Shortfall-Risk-basierte Portfolio-Strategien : Grundlagen, Anwendungen, Algorithmen
Kaduff, Jochen Volker - 1996
Persistent link: https://www.econbiz.de/10013418025
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Asset Allocation - Entscheidungen im Portfolio-Management
Gast, Christian - 1998
Persistent link: https://www.econbiz.de/10014274191
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High-dimensionality in statistics and portfolio optimization
Glombek, Konstantin - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013360879
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Neural networks and the financial markets : predicting, combining, and portfolio optimisation
Shadbolt, Jimmy (contributor); Taylor, John G. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001665786
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Predictability of the Swiss stock market with respect to style
Scheurle, Patrick - 2010 - 1. ed.
Persistent link: https://www.econbiz.de/10003915279
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Realistic simulation of financial markets : analyzing market behaviors by the third mode of science
Kita, Hajime (ed.); Taniguchi, Kazuhisa (ed.);  … - 2016
Persistent link: https://www.econbiz.de/10011507193
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Financial stability from a network perspective
León, Carlos - 2015
Persistent link: https://www.econbiz.de/10011372754
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Capital market days as an investor relations instrument : empirical evidence from Germany
Linden, Karla - 2019
Persistent link: https://www.econbiz.de/10012130637
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Essays on behavioral finance
Neszveda, Gábor - 2019
Persistent link: https://www.econbiz.de/10012106500