Portefeuilletheorie bei nichtklassischen Risikonutzenfunktionen
Year of publication: |
1996
|
---|---|
Authors: | Rau-Bredow, Hans |
Published in: | |
Subject: | Wertpapierportefeuille | Bernoullisches Prinzip |
-
Risikoentscheidungen und Substitutionsaxiom
Rau-Bredow, Hans, (1995)
-
Principal-Agent-Theorie ohne Substitutionsaxiom
Rau-Bredow, Hans, (1995)
-
Breuer, Wolfgang, (2006)
- More ...
-
Unsystematic Credit Risk and Coherent Risk Measures
Rau-Bredow, Hans, (2005)
-
Granularity Adjustment in a General Factor Model
Rau-Bredow, Hans, (2005)
-
Derivatives of Value at Risk and Expected Shortfall
Rau-Bredow, Hans, (2002)
- More ...