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Asmussen, Søren; Albrecher, Hansjörg - 2010 - 2. ed.

Persistent link: https://www.econbiz.de/10008760401

Statistics and finance : an introduction

Ruppert, David - 2004

regression using splines, are introduced as needed. The classical methods of finance such as portfolio theory, CAPM, and the …:Introduction * Probability and Statistical Models * Returns * Time Series Models * Portfolio Theory * Regression * The Capital Asset Pricing …

Persistent link: https://www.econbiz.de/10001805902

Rational hedging and valuation with utility-based preferences

Becherer, Dirk (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001639701

Bayesian inference and portfolio efficiency

Kandel, Shmuel; McCulloch, Robert E.; Stambaugh, Robert F. - 1993

Persistent link: https://www.econbiz.de/10000913805

Objectivist misinterpretations of Bayesian nuances in portfolio theory and the models

Phillips, Herbert E. - In: International review of financial analysis 2 (1993) 2, pp. 69-76

Persistent link: https://www.econbiz.de/10001162880

Stochastic processes: applications in mathematical economics-finance : proceedings of the 15th Course of the International School of Mathematics G. Stampacchia, Erice, Sicily, 14 - 22 May 1992

Runggaldier, Wolfgang J. (contributor) - 1992

Persistent link: https://www.econbiz.de/10000895003

A new stochastic dominance criterion for dependent random variables with applications

Belzunce, Félix; Martinez-Riquelme, Carolina - In: Insurance / Mathematics & economics 108 (2023), pp. 165-176

Persistent link: https://www.econbiz.de/10013534518

Statistical approach for open bonus malus

Guerreiro, Gracinda Rita; Mexia, João Tiago; Miguens, … - In: Astin bulletin : the journal of the International … 44 (2014) 1, pp. 63-83

Persistent link: https://www.econbiz.de/10010240689

Bayesian Inference and Portfolio Efficiency

Kandel, Shmuel - 1993

A Bayesian approach is used to investigate a sample's information about a portfolio's degree of inefficiency. With standard diffuse priors, posterior distributions for measures of portfolio inefficiency can concentrate well away from values consistent with efficiency, even when the portfolio is...

Persistent link: https://www.econbiz.de/10012474605

Bayesian Inference and Portfolio Efficiency

Kandel (deceased), Shmuel - 2008

Persistent link: https://www.econbiz.de/10012774475