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Computational methods in financial engineering : essays in honour of Manfred Gilli
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Financial markets and portfolio management
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ECONIS (ZBW)
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Portfolio selection using the principal components Garch model
Specht, Katja
;
Gohout, Wolfgang
- In:
Financial markets and portfolio management
17
(
2003
)
4
,
pp. 450-458
Persistent link: https://www.econbiz.de/10001999815
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Modelle zur Schätzung der Volatilität : eine theoretische und empirische Analyse am Beispiel von Finanzmarktdaten
Specht, Katja
-
2000
Persistent link: https://www.econbiz.de/10001511096
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3
Portfolio optimization under VaR constraints based on dynamic estimates of the variance-covariance matrix
Specht, Katja
;
Winker, Peter
- In:
Computational methods in financial engineering : essays …
,
(pp. 73-94)
.
2008
Persistent link: https://www.econbiz.de/10003669449
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