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New approaches to robustness and learning in data-driven portfolio optimization
Vahn, Gah-Yi - 2012
Persistent link: https://www.econbiz.de/10011815719
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Essays on robust portfolio management
Plachel, Lukas - 2019
-of-sample volatility if a jump in systematic risk occurs. Chapter 2 introduces a covariance estimation approach which is based solely on … systematischen Risiko auftreten. Kapitel 2 führt eine Kovarianz-Schätzmethode ein, welche auf charakteristische Unternehmens …
Persistent link: https://www.econbiz.de/10012152145
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Decision-making under multi-dimensional price uncertainty for long-lived energy investments
Rohlfs, Wilko - 2015 - 1. Aufl.
Persistent link: https://www.econbiz.de/10011372895
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Energy investment decision-making under uncertainty : the influence of behavioral and social effects
Hampl, Nina - 2012
-Vorhaben neben rein rationalen Risiko-Rendite-Abwägungen berücksichtigen müssen, um die Erfolgschance einer Kapitalakquise zu erhöhen …
Persistent link: https://www.econbiz.de/10009715328
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A stochastic optimization approach to financial decision making
Koivu, Matti - 2004
Persistent link: https://www.econbiz.de/10002052165
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Portfolio choice and asset pricing under model uncertainty
Wu, Lue - 2007
Persistent link: https://www.econbiz.de/10003812033
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Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
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Essays on incentives and behavior
Pjankov, Nikita E. - 2003
Persistent link: https://www.econbiz.de/10003385467
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Topics in dynamic macroeconomics
Kuhn, Moritz - 2010
Persistent link: https://www.econbiz.de/10003943512
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Three forewords
Phelps, Edmund S. - 2008
Persistent link: https://www.econbiz.de/10009304941