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Conditional value at risk-minimale future hedges
Albrecht, Peter - 2012
Persistent link: https://www.econbiz.de/10009742092
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Zur Theorie des Value at Risk-minimalen Hedges
Albrecht, Peter - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 63 (2011) 1, pp. 2-18
Persistent link: https://www.econbiz.de/10008841087
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Quantile maximizing safety-first investors : separation, performance measurement and capital market equilibrium
Albrecht, Peter - 2012
Persistent link: https://www.econbiz.de/10009578723
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Safety first-Portfoliooptimierung bei Beschränkung des Conditional Value at Risk
Albrecht, Peter - 2012
Persistent link: https://www.econbiz.de/10009578725
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Theoretische Grundlagen des Minimum-Value at Risk-Hedges
Albrecht, Peter - 2010
Persistent link: https://www.econbiz.de/10008903635
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Safety first-Investoren : Separation, Performancemessung und Kapitalmarktgleichgewicht
Albrecht, Peter - 2010
Persistent link: https://www.econbiz.de/10008903640
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Asset/liability management of German life insurance companies: a value-at-risk approach in the presence of interest rate guarantees
Albrecht, Peter; Weber, Carsten - In: Risk management : challenge and opportunity ; with 125 …, (pp. 407-419). 2005
Persistent link: https://www.econbiz.de/10002448077
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Cost-Average-Strategie versus Einmalanlage : Shortfallrisiken und Probable Minimum Wealth
Albrecht, Peter; Dus, Ivica; Maurer, Raimond - In: Finanzintermediation : theoretische, …, (pp. 49-67). 2004
Persistent link: https://www.econbiz.de/10002078239
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Risk pooling and solvency regulation : a policyholder's perspective
Huggenberger, Markus; Albrecht, Peter - In: The journal of risk & insurance 89 (2022) 4, pp. 907-950
Persistent link: https://www.econbiz.de/10013465877