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Das Management von Zinsänderungsrisiken : theoret. Ansätze u. ihre empir. Überprüfung für d. dt. Rentenmarkt
Bußmann, Johannes - 1988
Persistent link: https://www.econbiz.de/10000743472
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A nyitott gazdaság makroökonómiája
Simon, András - In: Külgazdaság 36 (1992) 9, pp. 61-78
Persistent link: https://www.econbiz.de/10001280836
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A lakossági megtakarítások portfóliószerkezete
Ábel, István - In: Közgazdasági szemle : a magyar Tudományos Akadémia … 39 (1992) 7, pp. 654-666
Persistent link: https://www.econbiz.de/10001132884
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Anvendelse af en porteføljemodel
Dyrlev, Janne - In: Nationaløkonomisk tidsskrift 131 (1993) 1, pp. 108-124
Persistent link: https://www.econbiz.de/10001146255
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Valutarisiko, valutagæld og rentespænd
Nielsen, Lars Tyge - In: Nationaløkonomisk tidsskrift 127 (1989) 3, pp. 346-355
Persistent link: https://www.econbiz.de/10001075117
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Portfólióegyensúlyi modell : egy lehetséges alkalmazás a lakossági megtakarítások szerkezetének vizsgálatára
Kerekes, Anna - In: Közgazdasági szemle : a magyar Tudományos Akadémia … 40 (1993) 12, pp. 1056-1075
Persistent link: https://www.econbiz.de/10001161998
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Optimal funding and asset allocation rules for defined-benefit pension plans
Harrison, J. Michael; Sharpe, William F. - In: Financial aspects of the United States pension system, (pp. 91-105). 1983
Persistent link: https://www.econbiz.de/10002653682
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Teoria dos jogos e seleção de portfólio: uma proposta de adaptação ao modelo minimax e aplicação ao mercado acionário brasileiro
Farias, Christiano Alves; Vieira, Wilson da Cruz; … - In: Revista de Economia e Agronegocio / Brazilian Review of … 2 (2004) 1
The objective of this paper was to compare and to analyze three portfolio selection models: Mean-Variance, Minimax and Minimax Weighted. These models were evaluated using historical data (September 1999 to August 2000, January 2001 to December 2001 and February 2002 to January 2003) obtained...
Persistent link: https://www.econbiz.de/10008555664
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Game theory and portfolio selection: a proposed adjustment to the minimax model and application to the Brazilian stock market
Farias, Christiano Alves; Vieira, Wilson da Cruz; … - 2004
The objective of this paper was to compare and to analyze three portfolio selection models: Mean-Variance, Minimax and Minimax Weighted. These models were evaluated using historical data (September 1999 to August 2000, January 2001 to December 2001 and February 2002 to January 2003) obtained...
Persistent link: https://www.econbiz.de/10009445890