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Theorie und Praxis des modernen Portfolio-Managements
Auckenthaler, Christoph, (1994)
Modern portfolio theory and investment analysis
Elton, Edwin J., (1995)
Reserve-currency diversification and the substitution account
Ben Basaṭ, Avi, (1984)
The equity premium in the long-run
Taboga, Marco, (2004)
Robust portfolio selection with and without relative entropy
Taboga, Marco, (2006)
Option-implied probability distributions : How reliable? How jagged?
Taboga, Marco, (2016)