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Branchenorientierte Steuerung eines Kreditportfolios
Frank, Martin, (1999)
Rebels, conformists, contrarians and momentum traders
Gatev, Evan G., (2000)
Quantifizierung von Kreditportfoliorisiken : eine Untersuchung zu Modellalternativen und Anwendungsfeldern
Bröker, Frank, (2000)
The optimal construction of internationally diversified equity portfolios hedged against exchange rate uncertainty
Larsen, Glen A., (2000)
Refining the bootstrap method of stochastic dominance analysis : the case of the January effect
Larsen, Glen A., (1996)
Universal currency hedging for international equity portfolios under parameter uncertainty
Larsen, Glen A., (1997)