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RORAC-basiertes Software-Agentensystem zur Koordination von Finanztransaktionen auf internen Märkten in Banken
Deschner, Dominik; Willinsky, Christian - In: Elektronische Dienstleistungsgesellschaft und Financial …, (pp. 57-78). 1999
Persistent link: https://www.econbiz.de/10001466162
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Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F. (contributor) - 1992 - Rev
Persistent link: https://www.econbiz.de/10000841635
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Vector forecasting and dynamic portfolio selection : empirical efficiency of recursive multiperiod strategies
Östermark, Ralf - 1989
Persistent link: https://www.econbiz.de/10000772990
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Quantitative Verfahren im Finanzmarktbereich
Schröder, Michael (ed.) - 1996 - 1. Aufl.
Persistent link: https://www.econbiz.de/10000592147
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Connections between discrete-time and continuous-time financial models
Sun, Tong-sheng - 1987
Persistent link: https://www.econbiz.de/10000167721
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Modelling techniques for financial markets and bank management
Bertocchi, Marida (ed.); Cavalli, Enrico (contributor);  … - 1996
Persistent link: https://www.econbiz.de/10000562871
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Verteilungsprognose für den Deutschen Aktienindex : Einsatz neuronaler Netze
Baun, Susanne - 1997
Persistent link: https://www.econbiz.de/10000956636
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Assessing estimation error in a tracking error variance minimisation framework
Walsh, David M. - 1997
Persistent link: https://www.econbiz.de/10000961886
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International asset allocation under regime switching, skew and kurtosis preferences
Guidolin, Massimo; Timmermann, Allan - In: The review of financial studies 21 (2008) 2, pp. 889-935
Persistent link: https://www.econbiz.de/10003716663