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Ein Portefeuilleansatz zur Erfassung des Finanzsektors : Modellansatz, Spezifikation u. empir. Schätzergebnisse für Österreich
Neusser, Klaus - In: Geldtheorie und Geldpolitik, (pp. 205-217). 1988
Persistent link: https://www.econbiz.de/10001269621
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Finanzmärkte in Österreich: Sektorbilanzen, portefeuilletheoretische Erklärungen und Prognosen
Neusser, Klaus; Winckler, Georg - 1988
Persistent link: https://www.econbiz.de/10000760042
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Multiple Long/Short Alpha-Strategien plus Geldmarkt : die Alternative zu traditionellen Long Only-Investments im Bondbereich
Lepelmeier, Dirk - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 37 (2008) 10, pp. 566-570
Persistent link: https://www.econbiz.de/10003767662
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Portfolio optimization under partial information : computation of optimal portfolio strategies
Putschögl, Wolfgang - 2007
Persistent link: https://www.econbiz.de/10003838292
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On dividend restrictions and the collapse of the interbank market
Goodhart, Charles A. E.; Peiris, M.U.; Tsomocos, … - 2010
Persistent link: https://www.econbiz.de/10003934955
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On dividend restrictions and the collapse of the interbank market
Goodhart, Charles A. E.; Peiris, M. U.; Tsomocos, … - In: Annals of finance 6 (2010) 4, pp. 455-473
Persistent link: https://www.econbiz.de/10008652610
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Comparison of decision-making under uncertainty investment strategies with the money market
Groenewald, Madeleine E.; Pretorius, Philip D. - In: Inventi impact: microfinance & banking (2012) 2, pp. 98-113
Persistent link: https://www.econbiz.de/10009623483
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Comparison of decision-making under uncertainty investment strategies with the money market
Groenewald, Madeleine E.; Pretorius, Philip D. - In: Journal of financial studies & research : JFSR 2011 (2011), pp. 1-16
Persistent link: https://www.econbiz.de/10009560172
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Estimation of a linear Gaussian model
Danesi, Vladimir; Genon-Catalot, Valentine; Laurent, … - In: Finance : revue de l'Association Française de Finance 19 (1998) 2, pp. 41-69
Persistent link: https://www.econbiz.de/10001476773
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Relaxing the cash-in-advance constraint at a fixed cost : are simple trigger-target portfolio rules optimal?
Corbae, Dean - In: Journal of economic dynamics & control 17 (1993) 1, pp. 51-64
Persistent link: https://www.econbiz.de/10001136249