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DateTitle Authors
2000 Risk premia and financial modelling without measure transformationPlaten, Eckhard
2000 Quantifying the value of initial investment informationAmendinger, Jürgen / Becherer, Dirk / Schweizer, Martin
2000 A minimal financial market modelPlaten, Eckhard
1997 Optional decomposition and lagrange multipliersFöllmer, Hans / Kabanov, Jurij M.
1999 A guided tour through quadratic hedging approachesSchweizer, Martin
1998 Local risk-minimization under transaction costsLamberton, Damien / Pham, Huyên / Schweizer, Martin
2013 Stock returns and implied volatility: A new VAR approachLee, Bong Soo / Ryu, Doojin
2007 Testing for the best alternative with an application to performance measurementFrahm, Gabriel
2010 Size, value and liquidity: Do they really matter on an emerging stock market?Lischewski, Judith / Voronkova, Svitlana
2008 The impact of order size on stock liquidity: a representative studyStange, Sebastian / Kaserer, Christoph

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