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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)
Optimal use of futures contracts for the competitive firm
Giannetti, Antoine, (2006)
Does temporal aggregation explain the persistence of the S&P/Case-Shiller indices? : evidence from a longitudinal specification
Giannetti, Antoine, (2018)
Local economic conditions and repeat-sale indices performance : evidence from a moderation effect specification
Giannetti, Antoine, (2021)