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Christian Johannes Zimmer

Personal Details

First Name:Christian
Middle Name:Johannes
Last Name:Zimmer
Suffix:
RePEc Short-ID:pzi21
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Research output

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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

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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. Jose Luiz Barros Fernandes & Juan Ignacio Pena & Benjamin Miranda Tabak, 2010. "Behaviour finance and estimation risk in stochastic portfolio optimization," Applied Financial Economics, Taylor & Francis Journals, vol. 20(9), pages 719-738.

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