Zoekresultaten
Resultaat 1 - 7 (van 7)
Namwon Hyung | Casper G. de Vries The downside risk of heavy tails induces low diversification
Non-fictie
Engels | 62 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2010
Gedrukt boek
Namwon Hyung | Casper G. de Vries Portfolio selection with heavy tails
Non-fictie
Engels | 29 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
Namwon Hyung | Casper G. de Vries Portfolio diversification effects of downside risk
Non-fictie
Engels | 32 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
Namwon Hyung | Casper G. de Vries Downside risk portfolio diversification effects
Non-fictie
Engels | 24 pagina's | EURANDOM], [Eindhoven | 2004
Gedrukt boek
Namwon Hyung | Philip Hans Franses Inflation rates: long-memory, level shifts, or both?
Non-fictie
Engels | 20 pagina's | Econometric Institute, Rotterdam | 2002
Gedrukt boek
Namwon Hyung | Philip Hans Franses Structural breaks and long memory in US inflation rates
do they matter for forecasting?
Non-fictie
Engels | 30 pagina's | Econometric Institute, Rotterdam | 2001
Gedrukt boek
Namwon Hyung | Casper G. de Vries Portfolio diversification effects and regular variation in financial data
Non-fictie
Engels | 16 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2001
Gedrukt boek