UB Paderborn / Katalog / Suche / in CDI

Long horizon predictability: An asset allocation perspective

European journal of operational research, 2019-11, Vol.278 (3), p.961-975

2019

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Monetary non-neutrality in the Sidrauski model under uncertainty

Economics letters, 2008-07, Vol.100 (1), p.22-26

2008

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Optimal benchmarking for active portfolio managers

European journal of operational research, 2013-04, Vol.226 (2), p.268-276

2013

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Write-Down Bonds and Capital and Debt Structures

Journal of corporate finance (Amsterdam, Netherlands), 2015-12, Vol.35, p.97-119

2015

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Understanding dynamic mean variance asset allocation

European journal of operational research, 2016-10, Vol.254 (1), p.320-337

2016

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Dynamic Asset Allocation with Forwards and Futures

1, 2005

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Capital Structure and Debt Priority

Financial management, 2013-12, Vol.42 (4), p.737-775

2013

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On optimal portfolio choice under stochastic interest rates

Journal of economic dynamics & control, 2001-11, Vol.25 (11), p.1841-1865

2001

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Capital Market Finance: An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk

1, 2022

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Honoring the Memory of Professor Roland Portait

Finance (Paris), 2022-01, Vol.43 (1), p.3-45

2022

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On model ambiguity and money neutrality

Journal of macroeconomics, 2012-12, Vol.34 (4), p.1020-1033

2012

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Misunderstanding risk and return?

Finance (Paris), 2011-01, Vol.32 (2), p.91-136

2011

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Money and Asset Prices in a Production Economy

Finance (Paris), 2010-12, Vol.31 (2), p.007-049

2010

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Introduction: Economics and Organization of Financial Markets

Capital Market Finance, 2022, p.1-35

2022

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General equilibrium pricing of CPI derivatives

Journal of banking & finance, 2005-05, Vol.29 (5), p.1265-1294

2005

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Main Abbreviations and Notations

Capital Market Finance, 2022

2022

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Intro

Capital Market Finance, 2022

2022

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Part IV: Risk Management, Credit Risk, and Credit Derivatives

Capital Market Finance, 2022

2022

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Part II: Futures and Options

Capital Market Finance, 2022

2022

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Part III: Portfolio Theory and Portfolio Management

Capital Market Finance, 2022

2022

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Part I: Basic Financial Instruments

Capital Market Finance, 2022

2022

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International asset allocation: A new perspective

Journal of banking & finance, 2003-11, Vol.27 (11), p.2203-2230

2003

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General equilibrium real and nominal interest rates

Journal of banking & finance, 2004-07, Vol.28 (7), p.1569-1595

2004

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The Minimum Variance Hedge Ratio Under Stochastic Interest Rates

Management science, 2000-05, Vol.46 (5), p.658-668

2000

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Dynamic asset pricing with non-redundant forwards

Journal of economic dynamics & control, 2003-05, Vol.27 (7), p.1163-1180

2003

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Long horizon predictability: An asset allocation perspective

Monetary non-neutrality in the Sidrauski model under uncertainty

Optimal benchmarking for active portfolio managers

Write-Down Bonds and Capital and Debt Structures

Understanding dynamic mean variance asset allocation

Dynamic Asset Allocation with Forwards and Futures

Capital Structure and Debt Priority

On optimal portfolio choice under stochastic interest rates

Capital Market Finance: An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk

Honoring the Memory of Professor Roland Portait

On model ambiguity and money neutrality

Misunderstanding risk and return?

Money and Asset Prices in a Production Economy

Introduction: Economics and Organization of Financial Markets

General equilibrium pricing of CPI derivatives

Main Abbreviations and Notations

Intro

Part IV: Risk Management, Credit Risk, and Credit Derivatives

Part II: Futures and Options

Part III: Portfolio Theory and Portfolio Management

Part I: Basic Financial Instruments

International asset allocation: A new perspective

General equilibrium real and nominal interest rates

The Minimum Variance Hedge Ratio Under Stochastic Interest Rates

Dynamic asset pricing with non-redundant forwards

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