Ausgabe 3/2008
Inhalt (5 Artikel)
Research Article
Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks
Yu Chen, Thomas F. Cosimano, Alex A. Himonas
Open Access
Research Article
Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation
Jón Daníelsson, Bjørn N. Jorgensen, Casper G. de Vries, Xiaoguang Yang