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Portfolio selection
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7
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3
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1
A note on optimal estimation from a risk-management perspective under possibly misspecified tail behavior
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 31-39
Persistent link: https://www.econbiz.de/10001441592
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2
Testing for mean-variance spanning : a survey
Roon, Frans de
;
Nijman, Theodore E.
- In:
Journal of empirical finance
8
(
2001
)
2
,
pp. 111-155
Persistent link: https://www.econbiz.de/10001575265
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3
Computational finance : a scientific perspective
Los, Cornelis Albertus
-
2001
-
Repr
Persistent link: https://www.econbiz.de/10001549228
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4
Model misspecification and under-diversification
Uppal, Raman
(
contributor
);
Wang, Tan
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700283
Saved in:
5
Modelling techniques for financial markets and bank management
Bertocchi, Marida
(
ed.
);
Cavalli, Enrico
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000562871
Saved in:
6
An introduction to credit risk modeling
Bluhm, Christian
;
Overbeck, Ludger
;
Wagner, Christoph
-
2003
Persistent link: https://www.econbiz.de/10001674383
Saved in:
7
Confronting model misspecification in finance : tractable collections of scenario probability measures for robust financial optimization problems
Friedman, Craig
- In:
International journal of theoretical and applied finance
5
(
2002
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10001657399
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8
Quantitative Modelle zur Prognose von high yield spreads
Huber, Claus
- In:
Die Bank
(
2002
)
2
,
pp. 126-131
Persistent link: https://www.econbiz.de/10001657695
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9
Financial modelling with jump processes
Cont, Rama
;
Tankov, Peter
-
2004
Persistent link: https://www.econbiz.de/10001790344
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10
Model misspecification and underdiversification
Uppal, Raman
;
Wang, Tan
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2465-2486
Persistent link: https://www.econbiz.de/10001845804
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