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Macro trading and investment strategies : macroeconomic arbitrage in global markets
Burstein, Gabriel - 1999
Persistent link: https://www.econbiz.de/10000670859
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Basis- und Faktorportfolios : Risikofaktoren als Grundlage im Investitionsprozeß
Häfliger, Thomas - 1998
Persistent link: https://www.econbiz.de/10000676119
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Global risk premia on international investments
Oertmann, Peter - 1997
Persistent link: https://www.econbiz.de/10000958922
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Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B. - In: Finance and stochastics 12 (2008) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
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Quantitative finance : its development, mathematical foundations, and current scope
Epps, Thomas W. - 2009
Persistent link: https://www.econbiz.de/10003756274
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Essays in financial economics
Greenwood, Robin - 2002
Persistent link: https://www.econbiz.de/10003779960
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Value and momentum strategies : returns from risk-controlled portfolios
Russel, Philip S.; Sankaran, Karthik - In: The journal of business and economic studies 14 (2008) 2, pp. 25-38
Persistent link: https://www.econbiz.de/10003791381
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Fixed income securities : valuation, risk, and risk management
Veronesi, Pietro - 2010
Persistent link: https://www.econbiz.de/10003885625
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Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian; Sottinen, Tommi; Valkeila, Esko - In: Finance and stochastics 12 (2008) 4, pp. 441-468
Persistent link: https://www.econbiz.de/10003899260
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A generalized portfolio approach to limited risk arbitrage : evidence from the MSCI global index change
Hau, Harald - 2007
Persistent link: https://www.econbiz.de/10003432305