4 Treffer für Schlagwort = "Portfolio Selection"

• Estimation of risk measures in energy portfolios using modern copula techniques Jäschke, Stefan [Dortmund] : SFB 823, October 7, 2012

• On a Merton problem with irreversible healthcare investment Ferrari, Giorgio ; Zhu, Shihao Bielefeld : Universitätsbibliothek Bielefeld, 2023

• Optimal consumption and investment under relative performance citeria with Epstein-Zin utility Dianetti, Jodi ; Riedel, Frank ; Stanza, Lorenzo Bielefeld : Center for Mathematical Economics (IMW), Bielefeld University, [February 2024]

• Testing for structural changes in large portfolios Posch, Peter N. ; Ullmann, Daniel ; Wied, Dominik Dortmund : Universitätsbibliothek Dortmund, August 2015