Statistics and Decisions v.28 n.1 2011

ISSN 0721-2631

Abstentions in the German Bundesrat and ternary decision rules in weighted voting systems

Olga Birkmeier, Andreas Käufl und Friedrich Pukelsheim
Abstract . PDF (204 KB) . PDF with links (205 KB) 

Asymptotic utility-based pricing and hedging for exponential utility

Jan Kallsen und Thorsten Rheinländer
Abstract . PDF (167 KB) . PDF with links (167 KB) 

Robust replication in H-self-similar Gaussian market models under uncertainty

Pavel V. Gapeev, Tommi Sottinen und Esko Valkeila
Abstract . PDF (149 KB) . PDF with links (150 KB) 

A note on moment convergence of bootstrap M-estimators

Kengo Kato
Abstract . PDF (122 KB) . PDF with links (123 KB) 

On the maximization of financial performance measures within mixture models

Rania Hentati und Jean-Luc Prigent
Abstract . PDF (151 KB) . PDF with links (152 KB)