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~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~institution:"Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>"
~subject:"Portfolio selection"
~subject:"Volatility"
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Menoncin, Francesco
7
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3
Föllmer, Hans
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Härdle, Wolfgang
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
National Bureau of Economic Research
425
Institute of Finance and Accounting <London>
20
Rodney L. White Center for Financial Research
13
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Ekonomiska forskningsinstitutet <Stockholm>
11
Center for Economic Research <Tilburg>
10
European University Institute / Department of Economics
9
Springer Fachmedien Wiesbaden
9
Birkbeck College / Department of Economics
7
Centre for Analytical Finance <Århus>
7
European University Institute / Department of Law
7
International Center for Financial Asset Management and Engineering
7
Internationaler Währungsfonds / Research Department
7
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
7
The Wharton Financial Institutions Center
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
World Bank
7
Goethe-Universität Frankfurt am Main
6
Svenska Handelshögskolan <Helsinki>
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Erasmus Research Institute of Management
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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Judge Institute of Management Studies
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Nationalekonomiska Institutionen <Lund>
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Pensions Institute
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Universität Mannheim
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Friedrich-Schiller-Universität Jena
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Gottfried Wilhelm Leibniz Universität Hannover
4
Institut für Weltwirtschaft
4
Instituto Valenciano de Investigaciones Económicas
4
International Monetary Fund
4
Københavns Universitet / Økonomisk Institut
4
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Discussion papers of interdisciplinary research project 373
20
IRES discussion papers
8
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ECONIS (ZBW)
28
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1
Investment strategies for HARA utility function : a general algebraic approximated solution
Menoncin, Francesco
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717456
Saved in:
2
How the financial managers' remuneration can affect the optimal portfolio composition
Menoncin, Francesco
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717444
Saved in:
3
Optimal portfolio strategies with stochastic wage income : the case of a defined contribution pension plan
Battocchio, Paolo
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001652505
Saved in:
4
Optimal portfolio rules for an integrated stock bond portfolio
Menoncin, Francesco
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700018
Saved in:
5
Distribution-invariant dynamic risk measures
Weber, Stefan
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001917139
Saved in:
6
Cyclical correlations, credit contagion, and portfolio losses
Giesecke, Kay
(
contributor
);
Weber, Stefan
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919109
Saved in:
7
Fitting the smile revisited : a least squares kernel estimator for the implied volatility surface
Fengler, Matthias R.
(
contributor
);
Wang, Qihua
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919426
Saved in:
8
Optimal pension management under stochastic interest rates, wages, and inflation
Battocchio, Paolo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001719335
Saved in:
9
Investment strategies in incomplete markets : sufficient conditions for a closed form solution
Menoncin, Francesco
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001719343
Saved in:
10
How to manage inflation risk in an asset allocation problem : an algebraic approximated solution
Menoncin, Francesco
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001719354
Saved in:
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