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Market time and asset price movements : theory and estimation
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1995
Persistent link: https://www.econbiz.de/10001512798
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A model of comparative statics for changes in stochastic returns with dependent risky assets
Dionne, Georges; Gollier, Christian - 1995
Persistent link: https://www.econbiz.de/10001512802
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Applying modern portfolio theory to real estate
Hudson-Wilson, Susan - In: Investment policy 1 (1998) 3, pp. 81-89
Persistent link: https://www.econbiz.de/10001513159
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Macroeconomic implications of switching the social security trust fund towards a greater investment in equities
Pestieau, Pierre; Possen, Uri M. - 2000
Persistent link: https://www.econbiz.de/10001514955
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Robust portfolio selection
Victoria-Feser, Maria-Pia - 2000
Persistent link: https://www.econbiz.de/10001516045
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Arbitrage, factor structure and mean-variance analysis on large asset markets
Chamberlain, Gary; Rothschild, Michael - 1982
Persistent link: https://www.econbiz.de/10001517477
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Portfolio management in the 20th century : an overview
Lhabitant, François-Serge - In: Finanzmarkt und Portfolio-Management 12 (1998) 4, pp. 497-509
Persistent link: https://www.econbiz.de/10001517484
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Über die Bestimmung des "Teil-Value-at Risk" eines Subportfolios
Rolfes, Bernd; Henn, Eric Tobias - In: Finanzmarkt und Portfolio-Management 12 (1998) 3, pp. 317-325
Persistent link: https://www.econbiz.de/10001517501
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Lower Partial Moments und Value-at-Risk: eine Synthese
Portmann, Thomas; Wegmann, Patrick - In: Finanzmarkt und Portfolio-Management 12 (1998) 3, pp. 326-341
Persistent link: https://www.econbiz.de/10001517505
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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