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Messung und Analyse der Performance von Wertpapierportfolios : eine theoretische und empirische Untersuchung
Wittrock, Carsten - 1995
Persistent link: https://www.econbiz.de/10013438213
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Risikoberücksichtigung beim Messen von Renditedifferenzen
Nagel, Frank - In: Wirtschafts- und Finanzpolitik nach ordoliberalen …, (pp. 345-359). 1999
Persistent link: https://www.econbiz.de/10014544352
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Methoden und Probleme der Performance-Messung von Aktienportefeuilles
Roßbach, Peter - 1991
Persistent link: https://www.econbiz.de/10000082198
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Equilibrium with excessive holdings constraint : an application to DC pension plans
Soumaré, Issouf - In: International journal of theoretical and applied finance 10 (2007) 7, pp. 1159-1190
Persistent link: https://www.econbiz.de/10003632061
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Affine and quadratic Markov processes and their applications in finance
Chen, Li - 2004
Persistent link: https://www.econbiz.de/10003549391
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MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.; Li, Haitao; Wells, Martin T. - In: Mathematical finance : an international journal of … 21 (2011) 3, pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
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Common stocks as long term investments
Smith, Edgar Lawrence - 1928
Persistent link: https://www.econbiz.de/10001428788
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Stock market risk and return : an equilibrium approach
Whitelaw, Robert F. - In: The review of financial studies 13 (2000) 3, pp. 521-547
Persistent link: https://www.econbiz.de/10001499742
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Estimating the cost of equity and equity risk-premia of Canadian firms
Athanassakos, George - In: Multinational finance journal : MF ; quarterly … 1 (1997) 3, pp. 229-254
Persistent link: https://www.econbiz.de/10001436150