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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)
A multivariate GARCH in mean estimation of the capital asset pricing model
Hall, Stephen G., (1988)
Modeling risk premia in commodity forward prices : some evidence from the London Metal Exchange
Hall, Stephen G., (1989)
Applied econometric techniques
Cuthbertson, Keith, (1992)