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Further analysis of the Markowitz model of utility with a small degree of probability distortion
Peel, David; Law, David - In: The journal of gambling business and economics 2 (2008) 3, pp. 71-84
Persistent link: https://www.econbiz.de/10003824118
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Ein Kreditrisikomodell für mittelständische Unternehmen bei stochastisch variierender Umwelt
Bondzio, Dirk - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003872173
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Private equity returns in a model of entrepreneurial choice with learning
Campanale, Claudio - In: The B.E. journal of macroeconomics 10 (2010) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10009577368
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Portfolio-optimization models for small investors
Baumann, Philipp; Trautmann, Norbert - In: Mathematical methods of operations research 77 (2013) 3, pp. 345-356
Persistent link: https://www.econbiz.de/10009774889
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Evaluation of minimum capital requirements for bank loans to SMEs
Düllmann, Klaus; Koziol, Philipp - 2013
). Key contributions are the use of a unique data set of SME lending by over 400 German banks and relating systematic risk to … granted in Basel II for SMEs relative to large firms. For SME loans in the corporate portfolio of the Internal Ratings …-Based Approach and also for SME loans treated under the revised standardized approach of Basel II, our asset correlation estimates …
Persistent link: https://www.econbiz.de/10009751062
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Occupational choice and the private equity premium puzzle
Hintermaier, Thomas; Steinberger, Thomas - 2002
This paper suggests a solution to what has become known as the "private equity premium puzzle" (Moskowitz and Vissing-Jorgensen (2002)). We interpret occupational choice as a dynamic portfolio choice problem of a life-cycle investor facing a liquidity constraint and imperfect information about...
Persistent link: https://www.econbiz.de/10009725485
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Valuing and comparing small portfolios
Mitchell, Rick; Hunt, Francis; Probert, David - In: Research technology management : RTM 53 (2010) 2, pp. 43-54
Persistent link: https://www.econbiz.de/10009517005