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Towards a "market continuum"? : Structural models and interaction between credit and equity markets
Haas, François - In: Financial stability review : FSR (2003) 2, pp. 75-93
Persistent link: https://www.econbiz.de/10002100677
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Portfolio selection and the analysis of risk and time diversification
Persson, Mattias - 2001
Persistent link: https://www.econbiz.de/10001582673
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Implementing discrete-time dynamic investment strategies with downside risk : a comparison of returns and investment policies
Persson, Mattias - In: Developments in forecast combination and portfolio choice, (pp. 213-229). 2001
Persistent link: https://www.econbiz.de/10001719155
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Optimal active portfolio management and relative performance drivers : theory and evidence
Violi, Roberto - In: Portfolio and risk management for central banks and …, (pp. 187-209). 2011
Persistent link: https://www.econbiz.de/10009405178
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Estimation risk and portfolio selection in the lower partial moment
Persson, Mattias - In: Portfolio selection and the analysis of risk and time …, (pp. 11-38). 2001
Persistent link: https://www.econbiz.de/10001602095
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Implementering discrete-time dynamic investment strategies with downside risk : a comparison of returns and investment policies
Persson, Mattias - In: Portfolio selection and the analysis of risk and time …, (pp. 39-66). 2001
Persistent link: https://www.econbiz.de/10001602096
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Time diversification and estimation risk : a bootstrap approach
Persson, Mattias - In: Portfolio selection and the analysis of risk and time …, (pp. 67-92). 2001
Persistent link: https://www.econbiz.de/10001602099
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Expected utility maximization and time diversification
Persson, Mattias - In: Portfolio selection and the analysis of risk and time …, (pp. 93-111). 2001
Persistent link: https://www.econbiz.de/10001602103
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Structure par terme des taux d'intérêt, volatilité et primes de risque : applications au marché de l'Eurolire
Drudi, Francesco; Violi, Roberto - In: Economie & prévision : EP (1999) 4/5, pp. 21-34
Persistent link: https://www.econbiz.de/10001490857
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Decomposing the term structure into risk premia and expectations : evidence from the eurolira rates
Drudi, Francesco - In: Monetary policy and interest rates : proceedings of a …, (pp. 36-66). 1998
Persistent link: https://www.econbiz.de/10001303483