The following pages link to Rainer Baule (Q704005):
Displayed 5 items.
- Lean trees -- a general approach for improving performance of lattice models for option pricing (Q704007) (← links)
- Markowitz with regret (Q2002638) (← links)
- Allocation of risk capital on an internal market (Q2256187) (← links)
- Optimal portfolio selection for the small investor considering risk and transaction costs (Q2267384) (← links)
- Performance measurement for option portfolios in a stochastic volatility framework (Q5072912) (← links)