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Solving the value-at-risk minimisation model with linear programming techniques
Xu, Chunhui, (2016)
Basis- und Faktorportfolios : Risikofaktoren als Grundlage im Investitionsprozeß
Häfliger, Thomas, (1998)
Methoden zur externen Messung der Performance von Aktienportfolios
Jäger, Lars, (2003)
The response of multinationals' foreign exchange rate exposure to macroeconomic news
Boudt, Kris, (2017)
Smart beta and CPPI performance
Ardia, David, (2016)
The economic benefits of market timing the style allocation of characteristic-based portfolios