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DateTitle Authors
2001 Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial InnovationDaníelsson, Jón / Jorgensen, Bjørn N. / de Vries, Casper G. / Yang, Xiaogang
2009 Term structure and cyclicity of value-at-risk: consequences for the solvency capital requirementBec, Frédérique / Gollier, Christian
2009 Assets returns volatility and investment horizon: the french caseBec, Frédérique / Gollier, Christian
2009 A behavioral portfolio analysis of retirement portfoliosSinger, Nico
2010 Safety-first portfolio optimization: Fixed versus random targetSinger, Nico
2010 Liquidity, risk, and return: Specifying an objective function for the management of foreign reservesRomanyuk, Yuliya
2010 Asset-liability management: An overviewRomanyuk, Yuliya
2001 Structural positions and risk budgeting: Quantifying the impact of structural positions and deriving implications for active portfolio managementHerold, Ulf / Maurer, Raimond
2005 Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use?de Pooter, Michiel / Martens, Martin / van Dijk, Dick
2005 Portfolio Selection with Heavy TailsHyung, Namwon / de Vries, Casper G.

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