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Decomposing portfolio value-at...
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Hallerbach, Winfried G.
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Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
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Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G.
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2000
Persistent link: https://www.econbiz.de/10001503370
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2
Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G.
- In:
Current topics in quantitative finance : with 23 tables
,
(pp. 80-92)
.
1999
Persistent link: https://www.econbiz.de/10001442926
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3
A simple approximation to the normal distribution function : with an application to the Black & Scholes option pricing model
Hallerbach, Winfried G.
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1994
Persistent link: https://www.econbiz.de/10000901363
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4
Duration and bond return approximation : the quasi-convexity effect
Hallerbach, Winfried G.
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1994
Persistent link: https://www.econbiz.de/10000880121
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5
Theoretical and empirical aspects of the relation between interest rates and common stock returns
Hallerbach, Winfried G.
- In:
Operations research models in quantitative finance : …
,
(pp. 112-133)
.
1994
Persistent link: https://www.econbiz.de/10001315481
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6
Decomposing portfolio value-at-risk : a general analysis
Hallerbach, Winfried G.
-
1999
-
Rev.
Persistent link: https://www.econbiz.de/10001375090
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7
Duration & dimension
Hallerbach, Winfried G.
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1999
Persistent link: https://www.econbiz.de/10001387278
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8
The stationarity of CAPM-beta in a changing economic environment
Hallerbach, Winfried G.
- In:
Belgian journal of operations research, statistics and …
31
(
1991
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10001117579
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9
Present value models and multi-factor risk analysis
Hallerbach, Winfried G.
- In:
Recent research in financial modelling
,
(pp. 59-74)
.
1993
Persistent link: https://www.econbiz.de/10001282582
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10
Index tracking : some techniques and results
Hallerbach, Winfried G.
- In:
Financial modelling : recent research ; [selection of …
,
(pp. 113-137)
.
1994
Persistent link: https://www.econbiz.de/10001285730
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