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Essays on asset pricing

Koijen, Ralph Sebastiaan Johannes - 2008

Persistent link: https://www.econbiz.de/10003845951

Essays in asset pricing

Yang, Sharon - 2011

Persistent link: https://www.econbiz.de/10011950732

Continuous-time finance

Merton, Robert C. - 1990 - 1. publ.

Persistent link: https://www.econbiz.de/10013501402

Intermediate financial theory

Danthine, Jean-Pierre; Donaldson, John B. - 2015 - Third edition

Targeting readers with backgrounds in economics, Intermediate Financial Theory, Third Edition includes new material on … rigor and intuition, Intermediate Financial Theory is perfect for those who need basic training in financial theory and … those looking for a user-friendly introduction to advanced theory. Completely updated edition of classic textbook that fills …

Persistent link: https://www.econbiz.de/10012684153

A simple parallel algorithm for large-scale portfolio problems

Smimou, Kamal; Thulasiram, Ruppa K. - In: Journal of risk finance : the convergence of financial … 11 (2010) 5, pp. 481-495

Persistent link: https://www.econbiz.de/10008778706

Optimal mean-variance portfolio selection using Cauchy-Schwarz maximization

Chen, Hsin-hung; Tsai, Hsien-tang; Lin, Dennis K. J. - In: Applied economics 43 (2011) 19/21, pp. 2795-2801

Persistent link: https://www.econbiz.de/10009379590

Variance swap portfolio theory

Madan, Dilip B. - In: Contemporary quantitative finance : essays in honour of …, (pp. 183-194). 2010

Persistent link: https://www.econbiz.de/10008749280

Asymptotic arbitrage and large deviations

Föllmer, Hans; Schachermayer, Walter - In: Mathematics and financial economics 1 (2008) 3/4, pp. 213-249

Persistent link: https://www.econbiz.de/10003722526

Lower Partial Moments : Alternative oder Ergänzung zum Value at Risk?

Angermüller, Niels O.; Eichhorn, Michael; Ramke, Thomas - In: Finanz-Betrieb : FB ; Zeitschrift für … 8 (2006) 3, pp. 149-153

Persistent link: https://www.econbiz.de/10003291082

Coherent risk measures, valuation bounds, and (m, r)-portfolio optimization

Jaschke, Stefan R.; Küchler, Uwe - 1999

Persistent link: https://www.econbiz.de/10001425817