| A spread-risk model for strategic fixed-income investors
|
2010 |
Lora, Fernando Monar |
| A strategic asset allocation methodology using variable time horizon
|
2010 |
Cacella, Paulo Maurício F. de |
| Copulas and risk measures for strategic asset allocation : a case study for central banks and sovereign wealth funds
|
2010 |
Caillault, Cyril |
| A frequency domain methodology for time series modelling
|
2010 |
Steehouwer, Hens |
| Statistical inference for sharpe ratio
|
2010 |
Schmid, Friedrich |
| Combining Canadian interest rate forecasts
|
2010 |
Bolder, David Jamieson |
| Dynamic management of interest rate risk for central banks and pension funds
|
2010 |
Berkelaar, Arjan B. |
| Hidden risks in mean-variance optimization : an integrated-risk asset allocation proposal
|
2010 |
Fernandes, José Luiz Barros |
| Strategic tilting around the SAA benchmark
|
2010 |
|
| Quantitative portfolio strategy : including US MBS in global treasury portfolios
|
2010 |
Dynkin, Lev |
| Statistical inference for sharpe ratio
|
2010 |
Schmid, Friedrich |
| A spread-risk model for strategic fixed-income investors
|
2010 |
Lora, Fernando Monar |
| Copulas and risk measures for strategic asset allocation : a case study for central banks and sovereign wealth funds
|
2010 |
Caillault, Cyril |
| Optimal construction of a fund of funds
|
2010 |
Hilli, Petri |
| Mortgage-backed securities in a strategic asset allocation framework
|
2010 |
Brennan, Myles |
| A frequency domain methodology for time series modelling
|
2010 |
Steehouwer, Hens |
| Estimating mixed frequency data : stochastic interpolation with preserved covariance structure
|
2010 |
Trovik, Tørres G. |
| Optimal construction of a fund of funds
|
2010 |
Hilli, Petri |
| Mortgage-backed securities in a strategic asset allocation framework
|
2010 |
Brennan, Myles |
| Quantitative portfolio strategy : including US MBS in global treasury portfolios
|
2010 |
Dynkin, Lev |
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