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An analysis of risk-based asset allocation and portfolio insurance strategies
Ho, Lan-chih; Cadle, John; Theobald, Michael - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 247-267
Persistent link: https://www.econbiz.de/10009272505
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Portfolio selection in an expected shortfall framework during the recent "credit crunch" period
Ho, Lan-chih; Cadle, John; Theobald, Michael - In: The journal of asset management 9 (2008/09) 2, pp. 121-137
Persistent link: https://www.econbiz.de/10003745639
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Risk management : challenges and limitations
Theobald, Michael - In: Kapitalmarkt in Theorie und Praxis : Festschrift zum …, (pp. 303-312). 2010
Persistent link: https://www.econbiz.de/10008808428
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Market capitalisation, cross-correlations, the lead/lag structure and microstructure effects in the Indian stock market
Poshakwale, Sunil S.; Theobald, Michael - In: Journal of international financial markets, … 14 (2004) 4, pp. 385-400
Persistent link: https://www.econbiz.de/10002142015
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Hedging ratios and cash futures market linkages
Theobald, Michael - In: The journal of futures markets 17 (1997) 1, pp. 101-115
Persistent link: https://www.econbiz.de/10001216340
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Liability-driven investment : multiple liabilities and the question of the number of moments
Theobald, Michael; Yallup, Peter J. - In: The European journal of finance 16 (2010) 5/6, pp. 413-435
Persistent link: https://www.econbiz.de/10008698583