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~type_genre:"Aufsatz im Buch"
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Funds of hedge funds : performance, assessment, diversification, and statistical properties
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Modeling financial security returns using Lévy processes
Wu, Liuren
- In:
Financial engineering
,
(pp. 117-162)
.
2008
Persistent link: https://www.econbiz.de/10003567103
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Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
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Quantitative hedge fund selection for funds of funds
Joehri, Stephan
;
Leippold, Markus
- In:
Funds of hedge funds : performance, assessment, …
,
(pp. 433-454)
.
2006
Persistent link: https://www.econbiz.de/10003377841
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International stock portfolios and optimal currency hedging with regime switching
Leippold, Markus
;
Morger, Felix
- In:
Asset allocation and international investments
,
(pp. 16-41)
.
2007
Persistent link: https://www.econbiz.de/10003402327
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