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1
Mean-p portfolio selection and p-arbitrage for coherent risk measures
Herdegen, Martin
;
Khan, Nazem
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 226-272
Persistent link: https://www.econbiz.de/10012815955
Saved in:
2
Downside-orientiertes Portfoliomanagement
Reichling, Peter
;
Schulze, Gordon
-
2017
Persistent link: https://www.econbiz.de/10011629137
Saved in:
3
Marktrisiken : Portfoliotheorie und Risikomaße
Kremer, Jürgen
-
2018
Persistent link: https://www.econbiz.de/10011772607
Saved in:
4
Marktrisiken : Portfoliotheorie und Risikomaße
Kremer, Jürgen
-
2018
Portfoliotheorie -- Arbitragefreie Ein-Perioden-Modelle und
CAPM
-- Value at Risk -- Kohärente Risikomaße und der …
Persistent link: https://www.econbiz.de/10014018592
Saved in:
5
Downside-orientiertes Portfoliomanagement
Reichling, Peter
-
2017
Manches voraus: Sie sollten mit Begriffen wie Portfolioselektion und
CAPM
, Duration und Zinsstruktur, Black-Scholes-Formel und …
Persistent link: https://www.econbiz.de/10014019581
Saved in:
6
Delegated investing and optimal risk budgets
Starck, Markus O.
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013432859
Saved in:
7
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra
;
Hafner, Christian M.
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
Saved in:
8
Unconditional return disturbances: A non-parametric simulation approach
Tompkins, Robert G.
;
D'Ecclesia, Rita L.
- In:
Journal of banking & finance
30
(
2006
)
1
,
pp. 287-314
Persistent link: https://www.econbiz.de/10003285633
Saved in:
9
Effiziente Asset Allocation im globalen Portfoliomanagement
Fischer, Edwin O.
;
Lind-Braucher, Susanne
- In:
Finanz-Betrieb : FB ; Zeitschrift für …
11
(
2009
)
9
,
pp. 481-495
Persistent link: https://www.econbiz.de/10003880213
Saved in:
10
Optimal market indices using value-at-risk : a first empirical approach for three stock markets
Andreu Sugranyes, Jordi
;
Torra, Salvador
- In:
Applied financial economics
19
(
2009
)
13/15
,
pp. 1163-1170
calculate Capital Asset Pricing Model (
CAPM
), few articles have studied how we should build, weigh or incorporate Modern …
Persistent link: https://www.econbiz.de/10003886015
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