Härdle, Wolfgang (contributor); … - 2006
Risk Management. International Economic
Review 39/4: 863–883.
Elton, E. J. and M. J. Gruber (1995). Modern Portfolio Theory …-Universität zu Berlin, Germany
** Department of Statistics, Charles University in Prague,
Czech Republic
*** Bundesanstalt für … Finanzdienstleistungsaufsicht, Germany
This research was supported by the Deutsche
Forschungsgemeinschaft through the SFB 649 "Economic Risk …