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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 likehood function of conditionally heteroskedastic factor models
Sentana, Enrique, (2000)
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique, (1998)
Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix
Sentana, Enrique, (1999)