PRIX – A Risk Index for Global Private Investors
The purpose of this paper is to create a universal (asset-class-independent) portfolio risk index for a global private investor.
Sebastian Stöckl
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Decision Support for IT Investment Projects
Based on a thorough review of the literature, this paper discusses the assumptions of the Black-Scholes model and presents an advanced simulation model for the valuation of real …
marcel-philipp-muller
Financial Applications of the Mahalanobis Distance
We describe existing and potential financial applications of the Mahalanobis distance.
Sebastian Stöckl