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Discrete and continuous time dynamic mean-variance analysis
Reiss, Ariane - 1999
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is...
Persistent link: https://www.econbiz.de/10010305021
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Ausfallorientierte Risikoentscheidungskalküle im Rahmen absoluter und relativer Portefeuilleplanungsmodelle
Frowein, Wolf - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001724899
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Prozeßorientierte Asset Allocation von Bondportfolios : Prognose, Optimierung und Beurteilungskritierien
Siemßen, Sönke J. - 2000
Persistent link: https://www.econbiz.de/10013438280
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Zeithorizontverhalten von Lower Partial Moments
Portmann, Thomas - 1999
Persistent link: https://www.econbiz.de/10013418032
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Ausfallorientierte Risikoentscheidungskalküle im Rahmen absoluter und relativer Portfeuilleplanungsmodelle
Frowein, Wolf - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10012699161
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Polynomial optimization : matrix factorization ranks, portfolio selection, and queueing theory
Steenkamp, Andries - 2023
Persistent link: https://www.econbiz.de/10014388473
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Quantitative Verfahren im Finanzmarktbereich
Schröder, Michael (ed.) - 1996 - 1. Aufl.
Persistent link: https://www.econbiz.de/10000592147
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Essays on asset allocation with derivatives and model estimation
Breuer, Beate - 2009
Persistent link: https://www.econbiz.de/10003823672