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Zeithorizontverhalten von Lower Partial Moments
Portmann, Thomas - 1999
Persistent link: https://www.econbiz.de/10013418032
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Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre - 2003
Persistent link: https://www.econbiz.de/10001754325
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Shortfall-Risk-basierte Portfolio-Strategien : Grundlagen, Anwendungen, Algorithmen
Kaduff, Jochen Volker - 1996
Persistent link: https://www.econbiz.de/10013418025
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Risk perception and diversification behaviour in investment decisions
Siebenmorgen, Niklas - 2001
Persistent link: https://www.econbiz.de/10001553464
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The market for risk : a theoretical analysis
Brunner, Stephan - 1999
Persistent link: https://www.econbiz.de/10001401260
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Exploiting high frequency data for volatility forecasting and portfolio selection
Hu, Yujia - 2012
; volatility asymmetry ; mixed frequency model ; conditional correlation ; risk evaluation … estimation and forecast of financial volatility. The research, chapter by chapter is summarized below. Chapter 1 provides … empirical evidence on univariate realized volatility forecasting in relation to asymmetries present in the dynamics of both …
Persistent link: https://www.econbiz.de/10009664313
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Optimal portfolio management in highly volatile markets
Stoyanov, Stoyan Veselinov - 2005
Persistent link: https://www.econbiz.de/10003346695
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Bank risk and cross-border banking : an empirical analysis
Neugebauer, Katja - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009010058
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Unconditional and conditional modeling of non-normal return densities : with application to risk measurement
Chin, Elion - 1999
Persistent link: https://www.econbiz.de/10001402965