Narrow search
Showing 1 - 10 of 30,437
Cover Image
Essays on portfolio optimization and estimation risk
Kovalenko, Illia - 2021
Persistent link: https://www.econbiz.de/10013502668
Cover Image
Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009152690
Cover Image
Multivariate Modellierung der Renditen von Asset-Klassen auf Basis von Copulas mit Anwendungen im Risikomanagement
Jensen, Sören - 2012
Persistent link: https://www.econbiz.de/10013360909
Cover Image
Essays on financial risk : forecasts and investor perceptions
Sokolinskiy, Oleg - 2011
Persistent link: https://www.econbiz.de/10009317703
Cover Image
Econometric analysis of financial count data and portfolio choice : a dynamic approach
Rengifo, Erick W. - 2005
Persistent link: https://www.econbiz.de/10003987160
Cover Image
Performance-Messung und Copula-Funktionen : eine Synthese
Schulz, Martin T. - 2008
Persistent link: https://www.econbiz.de/10003752816
Cover Image
Dependency modeling and value-at-risk forecasts for financial portfolios
Berger, Theo - 2013
Persistent link: https://www.econbiz.de/10013432837
Cover Image
Essays on robust portfolio management
Plachel, Lukas - 2019
Modern Portfolio Theory (MPT) provides an elegant mathematical framework for the efficient portfolio allocation problem …Die Moderne Portfolio Theorie (MPT) bietet einen eleganten mathematischen Rahmen für das Problem der effizienten …
Persistent link: https://www.econbiz.de/10012152145
Cover Image
New approaches to robustness and learning in data-driven portfolio optimization
Vahn, Gah-Yi - 2012
Persistent link: https://www.econbiz.de/10011815719
Cover Image
Essays in macroeconomics and behavioral economics
Nocetti, Diego - 2006
Persistent link: https://www.econbiz.de/10003965683