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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia; Seifert, Miriam - Sonderforschungsbereich Statistical Modelling of … - 2019
Persistent link: https://www.econbiz.de/10012035248
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Risk capital allocation by coherent risk measures based on one-sided moments
Fischer, Tom - 2002
Persistent link: https://www.econbiz.de/10001718853
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Extreme value theory for space-time processes with heavy-tailed distributions
Davis, Richard A.; Mikosch, Thomas - 2006
Persistent link: https://www.econbiz.de/10003370444
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Optimal investment for executive stockholders with exponential utility
Desmettre, Sascha - 2010
Persistent link: https://www.econbiz.de/10009688316
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Portfolio selection and asset pricing
Wang, Shouyang; Xia, Yusen - 2002
Persistent link: https://www.econbiz.de/10001621088
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Portefeuilleselektion unter Berücksichtigung des Anlagehorizonts
Lasch, Rainer; Hilbert, Andreas - 1996
Persistent link: https://www.econbiz.de/10013453008
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Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger - 1993
Persistent link: https://www.econbiz.de/10000873425
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Risk minimizing hedging strategies under restricted information
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000880233
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Risiko beim diskreten Hedgen von Optionen im Black/Scholes-Modell
Bär, Jürgen - 1994
Persistent link: https://www.econbiz.de/10000913802
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Finance demand and finance-portfolio restraint in a monetary economy
Li, Shul-John - 1995
Persistent link: https://www.econbiz.de/10000930198