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Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre, (2003)
Kombinationen aus Diversifikations- und Wachstumsstrategien im Lichte von Rendite, Risiko und Unternehmensgröße
Dorenkamp, Axel, (2002)
A portfolio theory of defaultable bonds and its empirical validation
Schubert, Dirk A., (2004)
Computational aspects of prospect theory with asset pricing applications
De Giorgi, Enrico, (2007)
A Note on Reward-Risk Portfolio Selection and Two-Fund Separation
De Giorgi, Enrico, (2010)
Computational Aspects of Prospect Theory with Asset Pricing Applications
De Giorgi, Enrico, (2006)