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1
Gain,
loss
, and asset pricing
Bernardo, Antonio E.
;
Ledoit, Olivier
- In:
Journal of political economy
108
(
2000
)
1
,
pp. 144-172
Persistent link: https://www.econbiz.de/10001454797
Saved in:
2
Mathematische Grundlagen des modernen Portfolio-Managements
Auckenthaler, Christoph
-
1991
Persistent link: https://www.econbiz.de/10000085068
Saved in:
3
Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia
;
Korn, Ralf
-
1998
Persistent link: https://www.econbiz.de/10000682685
Saved in:
4
A renewal theoretic result in portfolio
theory
under transaction costs with multiple risky assets
Irle, Albrecht
(
contributor
);
Prelle, Claas
(
contributor
)
-
2008
and one stock, to a market with a finite number n>1 of stocks. -- Portfolio
theory
; transaction costs ; Harris recurrence … ; renewal
theory
…
Persistent link: https://www.econbiz.de/10003757574
Saved in:
5
Optimal portfolios : new variations of an old theme
Korn, Ralf
- In:
Computational Management Science : CMS
5
(
2008
)
4
,
pp. 289-304
Persistent link: https://www.econbiz.de/10003758290
Saved in:
6
Dynamic hedging in incomplete markets : a simple solution
Başak, Suleyman
;
Chabakauri, Georgy
-
2008
Persistent link: https://www.econbiz.de/10003805565
Saved in:
7
Handelsstrategien mit Mindestgarantien : eine analytische Beschreibung
Balder, Sven
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003825504
Saved in:
8
Stochastic financial models
Kennedy, Douglas
-
2010
Persistent link: https://www.econbiz.de/10003895191
Saved in:
9
Mean square error for the Leland-Lott hedging strategy
Gamys, Moussa
;
Kabanov, Jurij M.
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 1-25)
.
2009
Persistent link: https://www.econbiz.de/10003871153
Saved in:
10
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
-
2007
-
Corr. 2. print.
Persistent link: https://www.econbiz.de/10003453129
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