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Yaari's dual theory of choice, generalized Gini's mean differences, and performance evaluation of mutual funds

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Einsatz inflationsindexierter Anleihen im Asset-Liability-Management

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Der Diskontierungseffekt

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Analysts' dividend forecasts as a basis for portfolio selection and for the calculation of market risk premia

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Concentration risk under Pillar 2 : when are credit portfolios infinitely fine grained?

Gürtler, Marc; Heithecker, Dirk; Hibbeln, Martin - 2006 - This Version: 2006-10-23

The ongoing debate concerning credit concentration risk is mainly driven by the requirements on credit risk management due to Pillar 2 of Basel II since risks (e.g. concentration risk) that are not fully captured by Pillar 1 should be adequately considered in the banks' risk management. This...

Persistent link: https://www.econbiz.de/10009486442