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Consumption and asset prices with recursive preferences : continous-time approximations to discrete-time models
Fisher, Mark - 1999
Persistent link: https://www.econbiz.de/10001427379
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Consumption and asset prices with homothetic recursive preferences
Fisher, Mark; Gilles, Christian - 1999
Persistent link: https://www.econbiz.de/10001427381
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Three points on the yield curve
Flemming, John Stanton - In: The monetary economics of John Hicks, (pp. 119-132). 1990
Persistent link: https://www.econbiz.de/10001312735
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Factor immunization
Kremer, G. H. - In: Recent research in financial modelling, (pp. 37-48). 1993
Persistent link: https://www.econbiz.de/10001282584
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Special issue on insurance and financial risk management
Loubergé, Henri (contributor);  … - In: The Geneva papers on risk and insurance theory 21 (1996) 1, pp. 5-141
Persistent link: https://www.econbiz.de/10001210083
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Managing interest rate risk under non-parallel changes : an application of a two-factor model
Moreno, Manuel - In: Advances in risk management, (pp. 69-85). 2007
Persistent link: https://www.econbiz.de/10003401583
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Portfolio selection in stochastic environments
Liu, Jun - In: The review of financial studies 20 (2007) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10003403670
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Performancemessung bei Zinsänderungen : Konzepte für Rentenportefeuilles
Darijtschuk, Niklas - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001598076
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Financial markets in continuous time
Dana, Rose-Anne; Jeanblanc, Monique; Jeanblanc, Monique - 2003
Persistent link: https://www.econbiz.de/10001702715
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An inflation-hedging portfolio selection model
Hsieh, Chan-Tesh; Hamwi, Iskandar S.; Hudson, Timothy - In: International advances in economic research : IAER ; an … 8 (2002) 1, pp. 20-34
Persistent link: https://www.econbiz.de/10001722078