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Exact arbitrage and portfolio analysis in large asset markets
Khan, Ali (contributor); Sun, Yeneng (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717078
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Arbitraging mispriced assets with separation portfolios to lessen total risk
Apreda, Rodolfo - 2001
Persistent link: https://www.econbiz.de/10001659618
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Steuerarbitragestrategien mit festverzinslichen Wertpapieren : Steueroptimierung von Investmentfonds
Borgmann, Michael - 2002 - 1. Aufl
Persistent link: https://www.econbiz.de/10001643590
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A benchmark model for financial markets
Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001619270
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A benchmark model for financial markets
Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001606224
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Quantitative methods in derivatives pricing : an introduction to computational finance
Tavella, Domingo - 2002
Persistent link: https://www.econbiz.de/10001607626
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Empirical content of capital asset pricing model (CAPM) and arbitrage pricing theory (APT) across time
Soufian, Nasreen - 2001
Persistent link: https://www.econbiz.de/10001608786
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Arbitrage and optimal portfolio choice with financial constraints
Elsinger, Helmut; Summer, Martin - 2001
Persistent link: https://www.econbiz.de/10001609824
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Dynamic portfolio theory and management : using active asset allocation to improve profits and reduce risk
Oberuc, Richard E. - 2004
Persistent link: https://www.econbiz.de/10001783789
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Effects of exchange-rate and interest-rate risk on ADR pricing behavior
Bin, Feng-shun; Morris, Gay B.; Chen, Dar-hsin - In: The North American journal of economics and finance : a … 14 (2003) 2, pp. 241-262
Persistent link: https://www.econbiz.de/10001794094