IDEAS home Printed from https://ideas.repec.org/e/pzi21.html
   My authors  Follow this author

Christian Johannes Zimmer

Personal Details

First Name:Christian
Middle Name:Johannes
Last Name:Zimmer
Suffix:
RePEc Short-ID:pzi21
[This author has chosen not to make the email address public]

Research output

as
Jump to: Articles

Articles

  1. Zimmer, Christian Johannes, 2007. "A General Approach for Pricing Rollover Options," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 27(2), November.
  2. José Euclides de Melo Ferraz & Christian Johannes Zimmer, 2005. "Non-Linear Transaction Costs Inclusion in Mean-Variance Optimization," Brazilian Review of Finance, Brazilian Society of Finance, vol. 3(2), pages 195-221.
  3. Christian Johannes Zimmer & Beat Matthias Niederhauser, 2004. "Determining an Efficient Frontier in a Stochastic Moment Setting," Brazilian Review of Finance, Brazilian Society of Finance, vol. 2(1), pages 91-116.
  4. Zimmer, Christian Johannes, 2003. "The Use of Martingale Theory for the Superreplication of Exotic Options in Incomplete Markets," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 23(2), November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Christian Johannes Zimmer & Beat Matthias Niederhauser, 2004. "Determining an Efficient Frontier in a Stochastic Moment Setting," Brazilian Review of Finance, Brazilian Society of Finance, vol. 2(1), pages 91-116.

    Cited by:

    1. José Luiz Barros Fernandes & Juan Ignacio Peña & Benjamin Miranda Tabak, 2009. "Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization," Working Papers Series 184, Central Bank of Brazil, Research Department.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Christian Johannes Zimmer should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.