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Mathematische Grundlagen des modernen Portfolio-Managements
Auckenthaler, Christoph - 1991
Persistent link: https://www.econbiz.de/10000085068
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Dynamic consumption and asset allocation with derivative securities
Hsuku, Yuan-Hung - In: Quantitative fund management, (pp. 43-66). 2009
Persistent link: https://www.econbiz.de/10003796940
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Recent advances in financial engineering 2009 : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009
Kijima, Masaaki (contributor) - 2010
Persistent link: https://www.econbiz.de/10003981989
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Duration models, heterogeneous beliefs, and optimal trading
Heijden, Thijs van der - 2011
Persistent link: https://www.econbiz.de/10009159983
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Essays in financial economics and contract theory
Voicu, Cristian - 2007
Persistent link: https://www.econbiz.de/10009707368
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Volume of derivative trading, enterprise value, and the return on assets
Yang, Jin-yong - In: Modern economy 4 (2013) 8, pp. 513-519
Persistent link: https://www.econbiz.de/10010242162
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Riding the yield curve : a variety of strategies
Bieri, David S.; Chincarni, Ludwig B. - In: The journal of fixed income 15 (2005) 2, pp. 6-35
Persistent link: https://www.econbiz.de/10003229842
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Optimal f and portfolio return optimisation in US futures markets
Anderson, John - 2003
Persistent link: https://www.econbiz.de/10001737273
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Anlage- und Portfolioeigenschaften von Commodities am Beispiel des GSCI
Rudolf, Markus - In: Finanzmarkt und Portfolio-Management 7 (1993) 3, pp. 339-359
Persistent link: https://www.econbiz.de/10001219147
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The effect of alternative return measures in financial futures research
Yau, Jot - In: Advances in futures and options research : a research annual 4 (1990), pp. 281-295
Persistent link: https://www.econbiz.de/10001101724