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Strategic asset allocation in a continuous time VAR model
Campbell, John Y. (contributor) - 2003
Persistent link: https://www.econbiz.de/10001903027
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Foreign currency for long-term investors
Campbell, John Y.; Viceira, Luis M.; White, Joshua Stuart - 2002
Persistent link: https://www.econbiz.de/10001686055
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Value-at-risk analysis : a review and the potential for agricultural applications
Manfredo, Mark R.; Leuthold, Raymond M. - In: Review of agricultural economics : RAE 21 (1999) 1, pp. 99-111
Persistent link: https://www.econbiz.de/10001417821
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Asset allocation using extreme value theory
Bensalah, Younes - 2002
Persistent link: https://www.econbiz.de/10001642214
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Strategic asset allocation in a continuous-time VAR model
Campbell, John Y.; Chacko, George; Rodriguez, Jorge; … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001826813
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Vector autoregression modelling tools for asset liability management
Swanson, Norman R.; Fairchild, Joseph R.; Pedersen, Hal W. - In: Asset and liability management tools, (pp. 235-249). 2003
Persistent link: https://www.econbiz.de/10002169357
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Dynamic optimal portfolio selection in a VaR framework
Rengifo, E. W. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002347367
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Strategic asset allocation in a continuous-time VAR model
Campbell, John Y.; Chacko, George; Rodriguez, Jorge; … - In: Journal of economic dynamics & control 28 (2004) 11, pp. 2195-2214
Persistent link: https://www.econbiz.de/10002171788
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Are survey forecasts of individual and institutional investor sentiments rational?
Verma, Rahul; Verma, Priti - In: International review of financial analysis 17 (2008) 5, pp. 1139-1155
Persistent link: https://www.econbiz.de/10003792455
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Maximize the sharpe ratio and minimize a VaR
Durand, Robert B.; Jafarpour, Hedieh; Klüüelberg, Claudia - In: The journal of wealth management 13 (2010) 1, pp. 91-102
Persistent link: https://www.econbiz.de/10003981782