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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 new perspective on the validity of the CAPM : still alive and well
Levy, Moshe, (2012)
Generalized performance measures : optimal overweighing of fees relative to sample returns
Levy, Moshe, (2018)
The market portfolio may be mean/variance efficient after all
Levy, Moshe, (2010)