Narrow search
Showing 1 - 10 of 47
Cover Image
Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1996
Persistent link: https://www.econbiz.de/10000944513
Cover Image
Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1998
Persistent link: https://www.econbiz.de/10000978825
Cover Image
Dynamic incentives in the money management tournament
Palomino, Frédéric; Prat, Andrea - 1998
Persistent link: https://www.econbiz.de/10000995260
Cover Image
Risk taking and optimal contracts for money managers
Palomino, Frédéric; Prat, Andrea - 1998
Persistent link: https://www.econbiz.de/10000995262
Cover Image
Equilibria in incomplete financial markets with portfolio constraints and transaction costs
De Waegenaere, Anja - 1994
Persistent link: https://www.econbiz.de/10000889938
Cover Image
Equivalence of robust VaR and CVaR optimization
Lofti, Somayyeh; Zenios, Stauros Andrea - 2016 - Date of first version: April 4, 2016
Persistent link: https://www.econbiz.de/10011539339
Cover Image
Taxation and the external wealth of nations : evidence from bilateral portfolio holdings
Huizinga, Harry; Todtenhaupt, Maximilian; Voget, Johannes; … - 2019
Persistent link: https://www.econbiz.de/10012116600
Cover Image
Evaluation periods and asset prices in a market experiment
Genîzî, Ûrî (contributor); Kapteyn, Arie (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001646754
Cover Image
Robust one period option modelling
Lutgens, Frank Johannes Willem (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733026
Cover Image
Strategic and tactical allocation to commodities for retirement savings schemes
Nijman, Theodore E. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773682