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Mathematical models of price impact and optimal portfolio management in llliquid markets
Andreev, Nikolay - In: Financial econometrics and empirical market microstructure, (pp. 1-11). 2015
Persistent link: https://www.econbiz.de/10011326762
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Asset pricing under ambiguous information : an empirical game-theoretic analysis
Cassell, Ben-Alexander; Wellman, Michael P. - In: Computational and mathematical organization theory 18 (2012) 4, pp. 445-462
Persistent link: https://www.econbiz.de/10009682592
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Game-theoretic optimal portfolios in continuous time
Garivaltis, Alex - In: Economic theory bulletin 7 (2019) 2, pp. 235-243
Persistent link: https://www.econbiz.de/10012203328
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Asset market volatility and New Keynesian macroeconomics : a game-theoretic approach
Cho, Namun; Jang, Tae-Seok - In: Computational economics 54 (2019) 1, pp. 245-266
Persistent link: https://www.econbiz.de/10012134144
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Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian - 2001
Persistent link: https://www.econbiz.de/10001530439
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Portfolio theory and capital markets
Sharpe, William F. - 2000 - Original ed
Persistent link: https://www.econbiz.de/10001396066
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Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.; Wang, Jiang - 2000
Persistent link: https://www.econbiz.de/10001468727
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Basis- und Faktorportfolios : Risikofaktoren als Grundlage im Investitionsprozeß
Häfliger, Thomas - 1998
Persistent link: https://www.econbiz.de/10000676119
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Einsatz der Portfoliooptimierung im Asset Allocation-Prozess : Theorie und Umsetzung in die Praxis
Gügi, Patrick - 1995
Persistent link: https://www.econbiz.de/10000914088
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Arbitrage and optimal portfolio choice with financial constraints
Elsinger, Helmut; Summer, Martin - 2001
Persistent link: https://www.econbiz.de/10001609824