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ResearchGate
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Stefan Weisheit. Variance‐covariance risk of the exchange rate is highly relevant for international investors. This paper addresses optimal ...
31. Optimal Portfolio Choice, Derivatives and Event RiskO'Reilly Media
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31 Optimal Portfolio Choice, Derivatives and Event Risk Matthias Muck and Stefan Weisheit University of Bamberg Chapter Outline Introduction Model ...
Internationales Management und die Grundlagen des globalisierten...
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Björn Ivens, Alexander Leischnig. 9. Optimale Fristentransformation von international agierenden Banken Matthias Muck, Dominik Staniewski, Stefan Weisheit.
Rethinking Valuation and Pricing Models: Lessons Learned ...google.de
books.google.de
499 Optimal Portfolio Choice, Derivatives and Event Risk Matthias Muck and Stefan Weisheit Introduction.
Valuation, Empirical Analysis, and Optimal Exercise of ...google.de
books.google.de
Additionally, I would like to thank Michael Herold and Stefan Weisheit who contributed to that great working atmosphere as well. Moreover, I have received ...
SSRN eLibrary
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von N Branger · · Zitiert von: 5 — Stefan Weisheit. Talanx AG - HDI Global SE. Date Written: April 6, Abstract. We study the optimal portfolio choice of international ...
Optimal Portfolios When Variances and Covariances Can Jump | FIS...
fis.uni-bamberg.de
Nicole Branger, Matthias Muck, Frank Seifried, Stefan Weisheit. We analyze the optimal portfolio choice in a multi-asset Wishart-model in which ...
Internationales Management und die Grundlagen des ...Springer
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von S Eckert · Zitiert von: 6 — Optimale Fristentransformation von international agierenden Banken. Matthias Muck, Dominik Staniewski, Stefan Weisheit. Pages
ResearchGate
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Stefan Weisheit. Variance‐covariance risk of the exchange rate is highly relevant for international investors. This paper addresses optimal asset allocation ...
Optimale Fristentransformation von international Springer Linklink.springer.com › content › pdf
link.springer.com
Matthias Muck, Dominik Staniewski, Stefan Weisheit. 1 Motivation. Fristentransformation – sprich die Umwandlung kurzfristiger Einlagen in langfristige Kre-.
Optimal Portfolios when Variances and Covariances can Jump
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Stefan Weisheit · Stefan Weisheit. This person is not on ResearchGate, or hasn't claimed this research yet. Request Full-text Paper PDF. ›
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Optimal Portfolios when Variances and Covariances Can Jump (with Nicole Branger, Matthias Muck and Stefan Weisheit), Journal of Economic Dynamics and ...
2016 – GEABA eVwww.geaba.de › discussion-papers
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2016 · Nicole Branger · Matthias Muck · Stefan Weisheit · Optimal Portfolios when Variances and Covariances can Jump.
Rethinking valuation and pricing models [electronic resource] :...
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· 31 Optimal Portfolio Choice, Derivatives and Event Risk / Stefan Weisheit Introduction Model Parameter Estimation
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