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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)
Dynamic portfolio strategies : quantitative methods and empirical rules for incomplete information
Dokučaev, Nikolaj G., (2002)
Option pricing via maximization over uncertainty and correction of volatility smile
Dokučaev, Nikolaj G., (2011)
Mean-reverting discrete time market models : speculative opportunities and absence of arbitrage
Dokučaev, Nikolaj G., (2012)