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~isPartOf:"Multi-moment asset allocation and pricing models"
~subject:"Theorie"
~type_genre:"Aufsatz im Buch"
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Multi-moment asset allocation and pricing models
Investment management and financial management
13
Valuation, financial modeling, and quantitative tools
13
Applied quantitative finance
12
The Oxford handbook of credit derivatives
11
The credit derivatives handbook : global perspectives, innovations, and market drivers
11
Advanced bond portfolio management : best practices in modeling and strategies
10
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Optimizing optimization : the next generation of optimization applications and theory
10
The handbook of fixed income securities
10
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
9
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
8
Quantitative fund management
8
Risk management for central bank foreign reserves
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
Advances in risk management
7
Handbook of heavy tailed distributions in finance
7
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
6
Credit risk : models, derivatives, and management
6
CreditRisk+ in the banking industry
6
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
6
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
6
Managerial multiple objective optimization
6
Multiple criteria decision making in finance, insurance and investment
6
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
6
Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
6
Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
6
Advances of OR in commodities and financial modeling
5
Analytical models for financial modeling and risk management
5
Application of operations research to financial markets
5
Computational methods in financial engineering : essays in honour of Manfred Gilli
5
Decision making and risk/return optimization in financial economics
5
Finance
5
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
5
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
5
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
5
Kreditrisikomanagement : Portfoliomodelle und Derivate
5
Kreditrisikomessung und Kreditrisikomanagement
5
Mathematical modeling and numerical methods in finance : special volume
5
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
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Theoretical foundations of asset allocation and pricing models with higher-order moments
Jurczenko, Emmanuel
;
Maillet, Bertrand
- In:
Multi-moment asset allocation and pricing models
,
(pp. 1-36)
.
2006
Persistent link: https://www.econbiz.de/10003477390
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2
On certain geometric aspects of portfolio otimisation with higher moments
Athayde, Gustavo M. de
;
Flôres Jr., Renato G.
- In:
Multi-moment asset allocation and pricing models
,
(pp. 37-50)
.
2006
Persistent link: https://www.econbiz.de/10003477391
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3
Hedge fund portfolio selection with higher-order moments : a nonparametric mean-variance-skewness-kurtosis efficient frontier
Jurczenko, Emmanuel
;
Maillet, Bertrand
;
Merlin, Paul
- In:
Multi-moment asset allocation and pricing models
,
(pp. 51-66)
.
2006
Persistent link: https://www.econbiz.de/10003477397
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4
Gram-Charlier expansions and portfolio selection in non-Gaussian universes
Desmoulins-Lebeault, François
- In:
Multi-moment asset allocation and pricing models
,
(pp. 79-112)
.
2006
Persistent link: https://www.econbiz.de/10003477402
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5
The four-moment capital asset pricing model : between asset pricing and asset allocation
Jurczenko, Emmanuel
;
Maillet, Bertrand
- In:
Multi-moment asset allocation and pricing models
,
(pp. 113-163)
.
2006
Persistent link: https://www.econbiz.de/10003477404
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6
Muli-moment method for portfolio management : generalised capital asset pricing model in homogeneous and heterogeneous markets
Malevergne, Yannick
;
Sornette, Didier
- In:
Multi-moment asset allocation and pricing models
,
(pp. 165-193)
.
2006
Persistent link: https://www.econbiz.de/10003477406
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