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The theory and practice of investment management : asset allocation, valuation, portfolio construction, and strategies
Fabozzi, Frank J., (2011)
Essentials of investments
Bodie, Zvi, (2022)
Dynamische Portfolio-Selektion : eine Analyse unter Einbeziehung von Kurssprüngen und Transaktionskosten
Nietert, Bernhard, (1996)
The performance of mutual funds : a reexamination of timing and selectivity
Kadiyala, K. Rao, (1982)
Risk measurement for event-dependent security returns
Lockwood, Larry, (1988)
Estimation of covariance components for random-walk regression parameters
Lockwood, Larry, (1986)