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Essays on robust portfolio management
Plachel, Lukas - 2019
Modern Portfolio Theory (MPT) provides an elegant mathematical framework for the efficient portfolio allocation problem. Despite its exceptional popularity, MPT poses a number of well-documented problems in practical applications. Especially the fact that it generates notoriously extreme and...
Persistent link: https://www.econbiz.de/10012152145
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Risk measures for the 21st century
Szegö, Giorgio P. (ed.) - 2004
Persistent link: https://www.econbiz.de/10001803007
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Handbuch Hedge Funds : Chancen, Risiken und Einsatz in der Asset Allocation
Dichtl, Hubert (ed.) - 2005
Persistent link: https://www.econbiz.de/10002570422
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New developments in financial modelling
Soares, João Oliveira (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003829316
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Finance, investment and risk
Humphries, Jane (contributor) - 2009
Persistent link: https://www.econbiz.de/10003859388
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Hedge funds : crossing the institutional frontier
Jaffer, Sohail (contributor) - 2011 - 2. ed.
Persistent link: https://www.econbiz.de/10009541601
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Financial risk measurement and management
Diebold, Francis X. (contributor) - 2012
Persistent link: https://www.econbiz.de/10009773251
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Modelowanie preferencji a ryzyko '13
Trzaskalik, Tadeusz (contributor) - 2013
Persistent link: https://www.econbiz.de/10010388226
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Financial econometrics modeling : market microstructure, factor models and financial risk measures
Gregoriou, Greg N. (ed.); Pascalau, Razvan (contributor) - 2011
Persistent link: https://www.econbiz.de/10008654748