frbclv_wp1989-15.pdf
Indirect Real Estate Investments and their Links with Properties, Common Stocks and the Macroeconomy Alexander Schätz European Real Estate Society Conference.
Global Investment Management Prof Bruno Solnik 1.
LECTURE 22 VAR 1. Methods of calculating VAR (Cont.) Correlation method is conceptually simple and easy to apply; it only requires the mean returns and.
On Portfolio Optimization: How Do We Benefit from High-Frequency Data?
Pension Funds Performance Evaluation: a Utility Based Approach
SSRN-id1549328
Pension Funds Performance Evaluation: a Utility Based Approach Carolina Fugazza Fabio Bagliano Giovanna Nicodano CeRP-Collegio Carlo Alberto and University.
Measurement noise and portfolios Application of statistical physics methods in portfolio selection
