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Fabozzi, Frank J.
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ECONIS (ZBW)
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A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002634905
Saved in:
2
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
3
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
Saved in:
4
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074160
Saved in:
5
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
Saved in:
6
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
Saved in:
7
Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
Saved in:
8
False discoveries in mutual fund performance : measuring luck in estimated alphas
Barras, Laurent
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003287288
Saved in:
9
Relative deviation metrics and the problem of strategy replication
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Ortobelli, Sergio
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 199-206
Persistent link: https://www.econbiz.de/10003647097
Saved in:
10
Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.
;
Jašić, Teo
;
Stoyanov, Stoyan
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
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