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Anwendung von Downside-Risikomaßen auf dem deutschen Wohnungsmarkt
Morawski, Jaroslaw; Rehkugler, Heinz - In: Kredit und Kapital 39 (2006) 1, pp. 11-42
Persistent link: https://www.econbiz.de/10003311565
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Minimising value-at-risk in a portfolio optimisation problem using a multi-objective genetic algorithm
Alfaro-Cid, Eva; Baixouli-Soler, J. Samuel; … - In: International journal of risk assessment and management … 15 (2011) 5/6, pp. 453-477
Persistent link: https://www.econbiz.de/10009487198
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Sustainable profitability in volatile cyclical markets
Sarraf, Hanna - In: Journal of risk management in financial institutions 13 (2019/2020) 2, pp. 182-189
Persistent link: https://www.econbiz.de/10012250026
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Testing for rational speculative bubbles in the Brazilian residential real-estate market
Oliveira, Marcelo M. de; Almeida, Alexandre C. L. - In: Risk manangement post financial crisis : a period of …, (pp. 401-416). 2014
Persistent link: https://www.econbiz.de/10010430621
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Using value-at-risk to estimate downside residential market risk
Jin, Changha; Ziobrowski, Alan J. - In: The journal of real estate research 33 (2011) 3, pp. 389-413
Persistent link: https://www.econbiz.de/10009384941
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Using value-at-risk methodologies in portfolio management : the case of Swiss private banking
Rogačev, Andrej J. - 2008
Persistent link: https://www.econbiz.de/10003772327
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Simulative portfolio optimization under distributions of hyperbolic type : methods and empirical investigation
Bierkamp, Nils - 2006
Persistent link: https://www.econbiz.de/10003373967
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Die Optimierung des Kreditportfolios : ein Modell zur optimalen Gestaltung des Kreditportfolios mithilfe aktiver Steuerungsinstrumente
Geidt-Karrenbauer, Ulrike - 2010
Persistent link: https://www.econbiz.de/10003929052