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A disaggregate approach to accounting based measures of systematic risk
Buttars, Thomas Alan - 1988
Persistent link: https://www.econbiz.de/10000899149
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Empirical applications of duality theory to two problems under uncertainty : optimal hedging and asset demands in a portfolio model
Arshanapalli, Bala Gangadhar - 1988
Persistent link: https://www.econbiz.de/10000905559
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Asset allocation and macroeconomic variables : a probabilistic integration
Stine, Joe Bert - 1984
Persistent link: https://www.econbiz.de/10000936492
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Information, financial markets, and investment : essays in financial and monetary economics
Zhou, Chunsheng - 1995
Persistent link: https://www.econbiz.de/10000952023
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Trends in velocity and policy expectations
Gordon, David B.; Leeper, Eric M.; Zha, Tao - 1997
Persistent link: https://www.econbiz.de/10000983349
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Comments on Gordon, Leeper, and Zhaś "Trends in velocity and policy expectations"
McGrattan, Ellen R. - 1998
Persistent link: https://www.econbiz.de/10000986030
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Bayesian inference and portfolio efficiency
Kandel, Shmuel; McCulloch, Robert E.; Stambaugh, Robert F. - 1993
Persistent link: https://www.econbiz.de/10000913805
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Empirical investigation of a capital asset pricing model using fundamental financial variables
Alaganar, Vairamuththu T. - 1990
Persistent link: https://www.econbiz.de/10000914151
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Die Hedgingeffektivität von Aktienindexfutures
Albrecht, Rainer - 1995
Persistent link: https://www.econbiz.de/10000917082
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On the accuracy of VaR estimates based on the variance-covariance approach
Dave, Rakhal D. - In: Risk measurement, econometrics and neural networks : …, (pp. 189-232). 1998
Persistent link: https://www.econbiz.de/10001305354