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Algorithms for portfolio optimization and portfolio insurance
Rudolf, Markus - 1994
Persistent link: https://www.econbiz.de/10012317467
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Algorithms for portfolio optimization and portfolio insurance
Rudolf, Markus - 1994
Persistent link: https://www.econbiz.de/10013417914
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Assurance et couverture de portefeuille, volatilité des prix et stabilité des marchés financiers : les enseignements de trois modèles théoriques
Charléty, Patricia - In: Revue économique : revue bimestrielle 48 (1997) 4, pp. 853-868
Persistent link: https://www.econbiz.de/10001222556
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Portfolio effects of VIX futures index
Ratner, Mitchell; Chiu, Chih-Chieh - In: Quantitative finance and economics 1 (2017) 3, pp. 288-299
Persistent link: https://www.econbiz.de/10012137805
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Strategien mit Aktienkursindex-Instrumenten
Gießelbach, Axel - 1989
Persistent link: https://www.econbiz.de/10013343959
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Computergestütztes Wertpapiermanagement
Loistl, Otto - 2018 - 5., überarbeitete und aktualisierte Auflage. Reprint 2018
Persistent link: https://www.econbiz.de/10014508302
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Computergestütztes Wertpapiermanagement
Loistl, Otto - 1996 - 5., überarb. und aktualisierte Aufl.
Persistent link: https://www.econbiz.de/10000573707
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Myopic loss aversion, disappointment aversion, and the equity premium puzzle
Fielding, David; Stracca, Livio - In: Journal of economic behavior & organization : JEBO 64 (2007) 2, pp. 250-268
Persistent link: https://www.econbiz.de/10003559732
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Duration models, heterogeneous beliefs, and optimal trading
Heijden, Thijs van der - 2011
Persistent link: https://www.econbiz.de/10009159983
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The pricing of correlated default risk : evidence from the credit derivatives market
Tarashev, Nikola A. (contributor); Zhu, Haibin (contributor) - 2008
order to analyze the pricing of portfolio credit risk as revealed by tranche spreads of a popular credit default swap (CDS) index we extract risk-neutral probabilities of default (PDs) and physical asset return correlations from single-name CDS spreads. The time profile and overall level of...
Persistent link: https://www.econbiz.de/10003721579