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isPartOf:"Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung"
subject:"Prinzipal-Agent-Theorie"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Løkka, Arne"
~subject:"Portfolio selection"
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Løkka, Arne
Hellwig, Martin
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Shim, Gyoocheol
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Benth, Fred Espen
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El Karoui, Nicole
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Evstigneev, Igor V.
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He, Xue Dong
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Kohatsu-Higa, Arturo
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Optimal liquidation in a limit order book for a risk-averse investor
Løkka, Arne
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 696-727
Persistent link: https://www.econbiz.de/10011308171
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2
Explicit representation of the minimal variance portfolio in markets driven by Lévy processes
Benth, Fred Espen
;
Di Nunno, Giulia
;
Løkka, Arne
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001765640
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