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Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian, (2001)
Mathematische Grundlagen des modernen Portfolio-Managements
Auckenthaler, Christoph, (1991)
Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre, (2003)
Trading off monetary and financial stability : a balance of risk framework
End, Jan-Willem van den, (2010)
Liquidity stress-tester : do Basel III and unconventional monetary policy work?
End, Jan-Willem van den, (2012)
A macroprudential approach to address liquidity risk with the loan-to-deposit ratio
End, Jan-Willem van den, (2013)