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Essays on robust portfolio management
Plachel, Lukas - 2019
Shrinkage Targets in einer Minimum Varianz Optimierung. Der Ansatz dominiert die Referenzstrategie der Identity Shrinkage …
Persistent link: https://www.econbiz.de/10012152145
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Portfolio choice and asset pricing under model uncertainty
Wu, Lue - 2007
Persistent link: https://www.econbiz.de/10003812033
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Essays in applied microeconomic theory
Tutuncu, Mehmet Mumtaz - 1990
Persistent link: https://www.econbiz.de/10000852742
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Decision making under risk with spectral risk measures : concepts and applications in financial theory
Brandtner, Mario - 2016
Persistent link: https://www.econbiz.de/10011525409
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Parameter estimation risk in portfolio optimisation - an application to Smart Beta investment strategies
Himbert, Benedikt W. - 2018
Persistent link: https://www.econbiz.de/10012018992
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Essays in risk and finance
Wöbbeking, Carl Fabian - 2019
Persistent link: https://www.econbiz.de/10012033533
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Essays on model uncertainty in financial models
Li, Jing - 2018
Persistent link: https://www.econbiz.de/10011778048
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Essays in optimal consumption and portfolio choice
Li, Jialun - 2012
Persistent link: https://www.econbiz.de/10011819078
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Essays on empirical asset pricing
Verbeek, Roy - 2017
Persistent link: https://www.econbiz.de/10011863839