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A note on asset management and market risk
Scherer, Bernd - In: Financial markets and portfolio management 24 (2010) 3, pp. 309-320
Persistent link: https://www.econbiz.de/10008668593
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Should asset managers hedge their "fees at risk"?
Scherer, Bernd - In: Journal of applied corporate finance : JACF 22 (2010) 4, pp. 96-102
Persistent link: https://www.econbiz.de/10008841318
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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - In: Journal of empirical finance 7 (2000) 3/4, pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
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Benchmarked risk minimization
Du, Ke; Platen, Eckhard - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
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Tail risk in the cross section of alternative risk premium strategies
Baltas, Nick; Scherer, Bernd - In: The journal of portfolio management : a publication of … 45 (2018) 2, pp. 93-104
Persistent link: https://www.econbiz.de/10012016844
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The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos; Obłój, Jan; Platen, Eckhard - In: Mathematical finance : an international journal of … 27 (2017) 1, pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
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Currency overlay
Scherer, Bernd - 2008
Persistent link: https://www.econbiz.de/10003764471
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Modeling the volatility and expected value of a diversified world index
Platen, Eckhard - In: International journal of theoretical and applied finance 7 (2004) 4, pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
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A benchmark approach to finance
Platen, Eckhard - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 131-151
Persistent link: https://www.econbiz.de/10003336868
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The diversification benefits of commodity futures indexes : a mean-variance spanning test
Scherer, Bernd; He, Li - In: The handbook of commodity investing, (pp. 241-265). 2008
Persistent link: https://www.econbiz.de/10003795047