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"Managed Futures" als Diversifikationselement in einem traditionellen Aktien, Anleiheportfolio
Jeschko, Andreas - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 40 (1992) 8, pp. 684-689
Persistent link: https://www.econbiz.de/10001129000
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Der Verfalltagseffekt in Österreich : eine empirische Untersuchung
Grünbichler, Andreas - In: Finanzmarkt und Portfolio-Management 11 (1997) 1, pp. 51-61
Persistent link: https://www.econbiz.de/10001221458
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Neural networks in the capital markets : an applikation to index forecasting
Häfke, Christian; Helmenstein, Christian - 1995
Persistent link: https://www.econbiz.de/10013439115
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Risk management and financial derivatives : a guide to the mathematics
Das, Satyajit (ed.) - 1998
Persistent link: https://www.econbiz.de/10000647161
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Financial economics
Fabozzi, Frank J.; Neave, Edwin H.; Zhou, Guofu - 2012
Financial Economics has quickly established itself as a strong and growing market. Introduction to Financial Economics by Frank Fabozzi, Edwin Neave, and Gaofu Zhou presents an introduction to basic financial ideas through a strong grounding in microeconomic theory. This calculus based text...
Persistent link: https://www.econbiz.de/10009412743
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Risk sharing in a financial market with endogenous option prices
Wenzelburger, Jan - In: The European journal of finance 19 (2013) 5/6, pp. 491-517
Persistent link: https://www.econbiz.de/10010243599
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Derivatives, short selling and US equity and bond mutual funds
Dezfouli, Kaveh Moradi; Kryzanowski, Lawrence - In: The quarterly journal of finance 6 (2016) 1, pp. 1-44
Persistent link: https://www.econbiz.de/10011452388
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An engine, not a camera : how financial models shape markets
MacKenzie, Donald A. - 2006
Persistent link: https://www.econbiz.de/10003039616
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Worst-Case Analysen des Ausfallrisikos eines Portfolios aus marktabhängigen Finanzderivaten
Barth, Jörn - In: Kreditrisikomanagement : Kernbereiche, Aufsicht und …, (pp. 115-156). 2002
Persistent link: https://www.econbiz.de/10001720335
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Worst-Case Analysen des Ausfallrisikos eines Portfolios aus marktabhängigen Finanzderivaten
Barth, Jörn - In: Kreditrisikomanagement : Portfoliomodelle und Derivate, (pp. 107-148). 2000
Persistent link: https://www.econbiz.de/10001491336