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A portfolio theory of defaultable bonds and its empirical validation
Schubert, Dirk A. - 2004
Persistent link: https://www.econbiz.de/10002212131
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Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.; Wang, Jiang - 2000
Persistent link: https://www.econbiz.de/10001468727
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Portfoliooptimierung unter Berücksichtigung höherer Momente
Guse, Frank - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013433016
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Portfolio-Optimierung und Beta-Bestimmung unter Verwendung impliziter Informationen
Saßning, Sven - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009691279
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Essays in intertemporal investment decisions and asset prices
Restoy, Fernando - 1991
Persistent link: https://www.econbiz.de/10000883054
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High-yield bonds : analysis and risk assessment
Altman, Edward I. (contributor);  … - 1990
Persistent link: https://www.econbiz.de/10000330114
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Stock market optimism and participation cost: a mean-variance estimation
Paiella, Monica; Tiseno, Andrea - 2005
Persistent link: https://www.econbiz.de/10003321887
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Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng - In: The review of financial studies 19 (2006) 1, pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
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Unconditional return disturbances: A non-parametric simulation approach
Tompkins, Robert G.; D'Ecclesia, Rita L. - In: Journal of banking & finance 30 (2006) 1, pp. 287-314
Persistent link: https://www.econbiz.de/10003285633