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Asset Allocation, Risiko-Overlay und Manager-Selektion : das Diversifikationsbuch
Söhnholz, Dirk; Rieken, Sascha; Kaiser, Dieter G. - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10008666594
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Optimal investment for executive stockholders with exponential utility
Desmettre, Sascha - 2010
Persistent link: https://www.econbiz.de/10009688316
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Profit sharing in hedge funds
He, Xue Dong; Kou, Steven - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 50-81
Persistent link: https://www.econbiz.de/10011969148
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Dynamische Portfolio-Selektion : eine Analyse unter Einbeziehung von Kurssprüngen und Transaktionskosten
Nietert, Bernhard - 1996
Persistent link: https://www.econbiz.de/10013420731
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Asset Allocation, Risiko-Overlay und Manager-Selektion : Das Diversifikationsbuch
Söhnholz, Dirk - 2010
Persistent link: https://www.econbiz.de/10013515936
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Leistungsorientierte Entlohnung von Portfoliomanagern
Raulin, Gitta - 1996
Persistent link: https://www.econbiz.de/10013438273
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Asymmetric information in financial markets
Zender, Jaime Francis - 1988
Persistent link: https://www.econbiz.de/10000955607
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High-water marks - high risk apetites? : convex compensation, long horizons and portfolio choice
Panageas, Stauros (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003726859
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MiFID best execution benchmark
Karande, Kiran - In: The journal of trading 2 (2007) 3, pp. 49-57
Persistent link: https://www.econbiz.de/10003777798
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A dynamic financial model of a managerial firm
Ekman, Elon V. - 1981
Persistent link: https://www.econbiz.de/10002118038