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Multi-period structural model of a mortgage portfolio with cointegrated factors
Gapko, Petr; Šmíd, Martin - In: Finance a úvěr 66 (2016) 6, pp. 565-574
Persistent link: https://www.econbiz.de/10011582648
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Interest rate differential, exchange rate expectations and capital mobility : Norwegian evidence
Vikøren, Birger - 1994
Persistent link: https://www.econbiz.de/10000889525
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Balance sheet linkages within the commercial banking industry : theory and evidence
Plath, Donald A. - 1987
Persistent link: https://www.econbiz.de/10000891256
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Portfolio optimization and index efficiency : an empirical analysis of the Swiss market in a multiperiod approach
Vauthey, Patrick; Pasquier-Dorthe, Jacques - 1990
Persistent link: https://www.econbiz.de/10000805752
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Investment analysis. Techniques of appraising the British stock market
Firth, Michael; Firth, Michael Arthur - 1975
Persistent link: https://www.econbiz.de/10000557685
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Varianzminimale Portefeuilles am deutschen Aktienmarkt
Moftakhar, Victor - 1994 - 1. Aufl
Persistent link: https://www.econbiz.de/10000148675
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Interest rate differential, exchange rate expectations and capital mobility : Norwegian evidence
Vikøren, Birger M. - 1994
Persistent link: https://www.econbiz.de/10000543784
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1997
Persistent link: https://www.econbiz.de/10000645107
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Neuronale Netze im Portfoliomanagement
Benenati, Ignazio - 1998
Persistent link: https://www.econbiz.de/10000676801