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Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
Munk, Claus - In: Journal of economic dynamics & control 32 (2008) 11, pp. 3560-3589
Persistent link: https://www.econbiz.de/10003780974
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Optimal consumption and investment strategies with stochastic interest rates
Munk, Claus; Sørensen, Carsten - In: Journal of banking & finance 28 (2004) 8, pp. 1987-2013
Persistent link: https://www.econbiz.de/10002118373
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Modeling of contagion effects and their influence to the pricing and hedging of basket credit derivatives
Wang, Qian - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003320531
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The effect of information quality on optional portfolio choice
Lundtofte, Frederik - In: The financial review : the official publication of the … 41 (2006) 2, pp. 157-185
Persistent link: https://www.econbiz.de/10003327445
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Hedging interest rate risk with term structure factor models
Martellini, Lionel (contributor) - In: Advanced bond portfolio management : best practices in …, (pp. 267-289). 2006
Persistent link: https://www.econbiz.de/10003280223
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Optimal hedge fund style allocation under higher moments
Bacmann, Jean-François; Pache, Sébastien - In: Intelligent hedge fund investing, (pp. 393-421). 2004
Persistent link: https://www.econbiz.de/10003286940
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Evaluating hedge fund investments: the role of pure style indices
Lhabitant, François-Serge - In: Intelligent hedge fund investing, (pp. 447-463). 2004
Persistent link: https://www.econbiz.de/10003286963
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Crash hedging strategies and worst-case scenario portfolio optimization
Menkens, Olaf - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 597-618
Persistent link: https://www.econbiz.de/10003347393
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Dynamic mean-variance asset allocation
Başak, Suleyman; Chabakauri, Georgy - 2009
Persistent link: https://www.econbiz.de/10003835659
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The out-of-sample forecasting of hedged portfolio variances using bivariate mixed normal GARCH models
Chung, Sang-kuck - In: Journal of economic research 13 (2008) 2, pp. 325-347
Persistent link: https://www.econbiz.de/10003797517