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isPartOf:"Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung"
subject:"Portfolio selection"
~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~isPartOf:"Risks : open access journal"
~type_genre:"Graue Literatur"
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Portfolio selection
Theorie
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Theory
364
Experiment
56
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Cognition
35
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Spieltheorie
32
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Huschens, Stefan
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Höse, Steffi
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Albrecht, Peter
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3
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2
Tillich, Daniel
2
Vogl, Konstantin
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Weber, Martin
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Zuchel, Heiko
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Adam, Michael
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Anderson, Anders
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Bugar, Gyöngyi
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Börsch-Supan, Axel
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Carletti, Elena
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1
Cerasi, Vittorio
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Euwals, Rob
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Ewerhart, Christian
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Fischer, Sven
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Klett, Timo
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Langer, Thomas
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Nauhauser, Niels
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
Dresdner Beiträge zu quantitativen Verfahren
Risks : open access journal
Working paper / National Bureau of Economic Research, Inc.
151
Research paper series / Swiss Finance Institute
119
Discussion paper / Centre for Economic Policy Research
82
Swiss Finance Institute Research Paper
80
Discussion paper / Tinbergen Institute
59
CESifo working papers
49
Working paper
44
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
40
Discussion paper
39
Working papers
36
Discussion paper / Center for Economic Research, Tilburg University
34
Discussion papers / CEPR
28
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23
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SFB 649 discussion paper
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Working paper / Centre for Financial Research
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Report / Erasmus Center for Financial Research, Erasmus University
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
14
Working paper series / University of Zurich, Department of Economics
14
Working papers / Rodney L. White Center for Financial Research
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CFS working paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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ECONIS (ZBW)
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Predicting the credit cycle with an autoregressive model
Höse, Steffi
;
Vogl, Konstantin
-
2005
Persistent link: https://www.econbiz.de/10013441120
Saved in:
2
Ratio calculandi periculi - ein analytischer Ansatz zur Bestimmung der Verlustverteilung eines Kreditportfolios
Fischer, Sven
-
2012
Persistent link: https://www.econbiz.de/10013441219
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3
Credit portfolio correlations and uncertainty
Höse, Steffi
-
2012
Persistent link: https://www.econbiz.de/10013441220
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4
Bounds for the expectation of bounded random variables
Tillich, Daniel
-
2011
Persistent link: https://www.econbiz.de/10009315584
Saved in:
5
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
6
Stochastic orders and non-Gaussian risk factor models
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441203
Saved in:
7
Risikomaßzahlen für Kreditportfoliotranchen
Tillich, Daniel
-
2010
Persistent link: https://www.econbiz.de/10013441192
Saved in:
8
Rating migrations
Höse, Steffi
-
2008
Persistent link: https://www.econbiz.de/10013441149
Saved in:
9
Is online trading gambling with peanuts? : Anders Anderson
Anderson, Anders
-
2005
Persistent link: https://www.econbiz.de/10003351473
Saved in:
10
Modeling and estimating the credit cycle by a probit-AR(1)-process
Höse, Steffi
;
Vogl, Konstantin
-
2005
Persistent link: https://www.econbiz.de/10013441119
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