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Meucci, Attilio - 2007 - Corrected 3rd printing

Persistent link: https://www.econbiz.de/10003722675

A general framework for portfolio theory : part I: theory and various models

Maier-Paape, Stanislaus; Zhu, Qiji Jim - In: Risks : open access journal 6 (2018) 2, pp. 1-35

of utility and risk. This is a rather general pattern. The modern portfolio theory of Markowitz (1959) and the capital … utility. As a result, the growth optimal portfolio theory Lintner (1965) and the leverage space portfolio theory Vince (2009 …

Persistent link: https://www.econbiz.de/10011867378

New developments in financial modelling : an introduction

Soares, João Oliveira; Pina, Joaquim P.; … - In: New developments in financial modelling, (pp. 1-4). 2008

Persistent link: https://www.econbiz.de/10003981740

New developments in financial modelling

Soares, João Oliveira (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003829316

Mathematische Grundlagen des modernen Portfolio-Managements

Auckenthaler, Christoph - 1991

Persistent link: https://www.econbiz.de/10000085068

Risk and asset allocation

Meucci, Attilio - 2005

This book provides a comprehensive treatment of all the steps of asset allocation: detecting the market invariants; estimating the invariants' distribution; modeling the market at any horizon; defining optimality; accounting for estimation- and model-risk; including the practitioner's experience...