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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
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Mathematische Grundlagen des modernen Portfolio-Managements
Auckenthaler, Christoph - 1991
Persistent link: https://www.econbiz.de/10000085068
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Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia; Korn, Ralf - 1998
Persistent link: https://www.econbiz.de/10000682685
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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
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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
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Dynamic hedging in incomplete markets : a simple solution
Başak, Suleyman; Chabakauri, Georgy - 2008
Persistent link: https://www.econbiz.de/10003805565
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Handelsstrategien mit Mindestgarantien : eine analytische Beschreibung
Balder, Sven (contributor) - 2009
Persistent link: https://www.econbiz.de/10003825504
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Stochastic financial models
Kennedy, Douglas - 2010
Persistent link: https://www.econbiz.de/10003895191
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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
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Financial markets in continuous time
Dana, Rose-Anne; Jeanblanc, Monique - 2007 - Corr. 2. print.
Persistent link: https://www.econbiz.de/10003453129