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type_genre:"Article in journal"
~isPartOf:"Finance and stochastics"
~person:"Rüschendorf, Ludger"
~subject:"Portfolio selection"
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Rüschendorf, Ludger
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Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
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2
Worst case portfolio vectors and diversification effects
Rüschendorf, Ludger
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10009423231
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3
On optimal portfolio diversification with respect to extreme risks
Mainik, Georg
;
Rüschendorf, Ludger
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 593-623
Persistent link: https://www.econbiz.de/10008823689
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4
Minimax and minimal distance martingale measures and their relationship to portfolio optimization
Goll, Thomas
;
Rüschendorf, Ludger
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 557-581
Persistent link: https://www.econbiz.de/10001614624
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