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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Finanzanalyse"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Research paper series / Swiss Finance Institute
42
Swiss Finance Institute Research Paper
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1
Quantile hedging
Föllmer, Hans
;
Leukert, Peter
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1998
Persistent link: https://www.econbiz.de/10000992218
Saved in:
2
Should smart investors buy funds with high returns in the past?
Palomino, Frédéric
;
Uhlig, Harald
-
2002
Persistent link: https://www.econbiz.de/10001684701
Saved in:
3
Coherent risk measures, valuation bounds, and (m, r)-portfolio optimization
Jaschke, Stefan R.
;
Küchler, Uwe
-
1999
Persistent link: https://www.econbiz.de/10001425817
Saved in:
4
Default compensator, incomplete information, and the term structure of credit spreads
Giesecke, Kay
-
2002
Persistent link: https://www.econbiz.de/10001656712
Saved in:
5
Credit risk modeling and valuation : an introduction
Giesecke, Kay
-
2002
Persistent link: https://www.econbiz.de/10001697727
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