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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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Customer portfolio management : an application to private wealth management
Zaum, Christian - 2011
Persistent link: https://www.econbiz.de/10009546144
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Value at Risk : Quantifizierung mit Hilfe von Hochfrequenzdaten
Kroedel, Matthias; Lister, Michael; Neukomm, Mark; … - 2003
Persistent link: https://www.econbiz.de/10001851143
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Enhancing portfolio performance using options strategies : why beating the market is easy
Lhabitant, François-Serge - 1998
Persistent link: https://www.econbiz.de/10001641852
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Value at Risk-Quantifizierung unter Verwendung von Hochfrequenzdaten : empirische Analyse am Beispiel des Aktienkursrisikos
Neukomm, Mark - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001932309
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Die Modellierung von Zinsrisikofaktoren in einem Value-at-Risk-Modell
Tobler, Jürg; Walder, Roger - In: Finanzmarkt und Portfolio-Management 12 (1998) 3, pp. 342-370
Persistent link: https://www.econbiz.de/10001517508
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The estimation of multiple factor models and their applications : the Swiss equity market
Beckers, Stan - In: Finanzmarkt und Portfolio-Management 7 (1993) 1, pp. 24-45
Persistent link: https://www.econbiz.de/10001219062
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Universal currency hedging
Brandenberger, Susanne - In: Finanzmarkt und Portfolio-Management 9 (1995) 4, pp. 458-481
Persistent link: https://www.econbiz.de/10001221661