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~person:"Hyman, Jay"
~person:"Schröder, Michael"
~type:"article"
~type_genre:"Amtsdruckschrift"
~type_genre:"Book section"
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Portfolio selection
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Hyman, Jay
Schröder, Michael
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9
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Advanced bond portfolio management : best practices in modeling and strategies
2
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
Europäische Währungsunion und Kapitalmärkte
1
Finanzmarktanwendungen neuronaler Netze und ökonometrischer Verfahren : Ergebnisse des 4. Karlsruher Ökonometrie-Workshops
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Risk management for central bank foreign reserves
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
The handbook of fixed income securities
1
The incomplete European market for financial services : with 52 tables
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The new capital markets in Central and Eastern Europe : with 131 tables
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ECONIS (ZBW)
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Quantitative portfolio strategy : including US MBS in global treasury portfolios
Dynkin, Lev
;
Hyman, Jay
;
Phelps, Bruce D.
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 249-264)
.
2010
Persistent link: https://www.econbiz.de/10003940949
Saved in:
2
Quantitative portfolio strategy : including US MBS in global treasury portfolios
Dynkin, Lev
;
Hyman, Jay
;
Phelps, Bruce D.
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 249-264)
.
2010
Persistent link: https://www.econbiz.de/10008746605
Saved in:
3
Liability-based benchmarks
Dynkin, Lev
;
Hyman, Jay
;
Phelps, Bruce D.
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 97-109)
.
2006
Persistent link: https://www.econbiz.de/10003280182
Saved in:
4
Multifactor risk models and their applications
Dynkin, Lev
;
Hyman, Jay
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 195-246)
.
2006
Persistent link: https://www.econbiz.de/10003280210
Saved in:
5
Quantitative management of benchmarked portfolios
Dynkin, Lev
;
Hyman, Jay
;
Konstantinovsky, Vadim
- In:
The handbook of fixed income securities
,
(pp. 1017-1046)
.
2005
Persistent link: https://www.econbiz.de/10003055196
Saved in:
6
Multi-factor risk analysis of bond portfolios
Dynkin, Lev
;
Hyman, Jay
- In:
Risk management for central bank foreign reserves
,
(pp. 201-221)
.
2004
Persistent link: https://www.econbiz.de/10002111491
Saved in:
7
Benefits of diversification and integration for international equity and bond portfolios
Schröder, Michael
- In:
The incomplete European market for financial services : …
,
(pp. 179-185)
.
2003
Persistent link: https://www.econbiz.de/10001749443
Saved in:
8
Investments in CEE capital markets : benefits from diversification and optimal portfolios
Schröder, Michael
- In:
The new capital markets in Central and Eastern Europe : …
,
(pp. 466-482)
.
2001
Persistent link: https://www.econbiz.de/10001586668
Saved in:
9
Portfolio analysis based on the shortfall concept
Matthes, Rainer
- In:
Risk measurement, econometrics and neural networks : …
,
(pp. 147-160)
.
1998
Persistent link: https://www.econbiz.de/10001305356
Saved in:
10
Der Einfluß der Europäischen Währungsunion auf die Gestaltung von Anlageportfolios
Schröder, Michael
- In:
Europäische Währungsunion und Kapitalmärkte
,
(pp. 83-98)
.
1997
Persistent link: https://www.econbiz.de/10001319696
Saved in:
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