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Ausfallorientierte Risikoentscheidungskalküle im Rahmen absoluter und relativer Portefeuilleplanungsmodelle
Frowein, Wolf - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001724899
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Zeithorizontverhalten von Lower Partial Moments
Portmann, Thomas - 1999
Persistent link: https://www.econbiz.de/10013418032
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Ausfallorientierte Risikoentscheidungskalküle im Rahmen absoluter und relativer Portfeuilleplanungsmodelle
Frowein, Wolf - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10012699161
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Essays on information, hedging, volatility in financial market
Xiao, Yajun - 2009
Persistent link: https://www.econbiz.de/10003916641
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Essays on incomplete financial markets
Ebmeyer, Dirk - 2002
Persistent link: https://www.econbiz.de/10001656705
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Efficient hedging in incomplete markets under model uncertainty
Kirch, Michael (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001643060
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Innovative Kapitalanlage-Konzepte : ART, Behavioral Finance, Hedge Funds, Neue Märkte, Private Equity, Venture Capital
Hehn, Elisabeth (ed.) - 2000
Persistent link: https://www.econbiz.de/10001459414
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Quantile hedging
Föllmer, Hans; Leukert, Peter - In: Finance and stochastics 3 (1999) 3, pp. 251-273
Persistent link: https://www.econbiz.de/10001389101
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Thinking finance with a view towards risk management
Sander, Jörg - 2017
Persistent link: https://www.econbiz.de/10011739261
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Mean-Variance Efficiency and Intertemporal Price for Risk
Leitner, Johannes - 2000
the Hedging Numeraire to equal the Market Portfolio and find the mean-variance efficient portfolios. …
Persistent link: https://www.econbiz.de/10010324061