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DateTitle Authors
Sep-2009 Modell zur Maximierung des Endvermögens unter gleichzeitiger Sicherstellung intertemporärer Vermögenserhaltung/SolvenzScholtz, Hellmut D.
2014 Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costsBuss, Adrian / Uppal, Raman / Vilkov, Grigory
2009 Stochastic Dominance: Convexity and Some Efficiency TestsLizyayev, Andrey M.
2008 Is Financial Risk-Taking Behavior Genetically Transmitted?Cesarini, David / Johannesson, Magnus / Lichtenstein, Paul / Sandewall, Örjan / Wallace, Björn
2012 Performance inconsistency in mutual funds: An investigation of window-dressing behaviorAgarwal, Vikas / Gay, Gerald D. / Ling, Leng
2013 VaR-implied tail-correlation matricesMittnik, Stefan
2013 Phase transition in the S&P stock marketRaddant, Matthias / Wagner, Friedrich
2012 Chasing rainbows: On the relationship between lottery tickets and common stocksJohansen, Kathrin / Singer, Nico
2002 Mean-Variance Hedging under Additional Market InformationThierbach, Frank
2007 How unobservable Bond Positions in Retirement Accounts affect Asset AllocationMarekwica, Marcel / Maurer, Raimond H.

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