Browsing Rechts-, Wirtschafts- und Sozialwissenschaften by Advisor & Referee "Korn, Olaf Prof. Dr."
Now showing items 21-24 of 24
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Asset Allokationsentscheidungen auf Basis höherer Momente und impliziter Informationen
(2014-02-20)Modern portfolio theory, which goes back to the seminal work by Markowitz (1952), focuses on the question of how an investor should allocate her wealth among different assets . Theory suggests that an investor should build ... -
Money demand in dollarized countries: an empirical investigation
(2010-05-28)This thesis deals about money demand functions for a broad monetary aggregates in dollarized countries. The countries under consideration are Paraguay, Peru and Argentina. Empirical models ... -
Angst vor dem Floating", "Angst vor festen Wechselkursen" und makroökonomische Performance
(2009-09-04)This study examines the reasons for the discrepancy between the exchange rate regime that a country states (de jure exchange rate regime) and the exchange rate regime this country follows in reality (de facto exchange ... -
Zeit- und Volatilitätsstruktur von Zinssätzen - Modellierung, Implementierung, Kalibrierung
(2007-12-07)The thesis traces the modelling developments of the term structure of interest rates from the beginnings in the early seventies of the last century up to the multifactorial cross-currency stochastic volatility Libor ...