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DateTitle Authors
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
2005 Does Consumption-Wealth Ratio Signal Stock Returns? : VECM Results for GermanyXu, Fang
2008 The impact of order size on stock liquidity: a representative studyStange, Sebastian / Kaserer, Christoph
2011 Uncovering hedge fund skill from the portfolio holdings they hideAgarwal, Vikas / Jiang, Wei / Tang, Yuehua / Yang, Baozhong
2007 Time and price impact of a trade: A structural approachGrammig, Joachim / Theissen, Erik / Wuensche, Oliver

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