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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Giesecke, Kay"
~subject:"Risikoprämie"
~subject:"Theorie"
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Estimation theory
Schätzung
Risikoprämie
Theorie
Theory
5
Portfolio selection
4
Portfolio-Management
4
Credit risk
3
Kreditrisiko
3
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Giesecke, Kay
Simchi-Levi, David
14
Levy, Haim
12
Perakis, Georgia
8
Post, Thierry
8
Prokopczuk, Marcel
8
Sarkar, Sudipto
8
Duan, Jin-Chuan
7
Faff, Robert W.
7
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7
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7
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7
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7
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6
Besbes, Omar
6
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6
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6
Chung, Kee H.
6
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6
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6
Lee, Hau Leung
6
Rusmevichientong, Paat
6
Sercu, Piet
6
Shanthikumar, J. George
6
Trichakis, Nikolaos
6
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6
Zangwill, Willard I.
6
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5
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5
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5
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5
Dai, Min
5
Elmachtoub, Adam N.
5
Elton, Edwin J.
5
Fabozzi, Frank J.
5
Gallego, Guillermo
5
Glasserman, Paul
5
Gruber, Martin Jay
5
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Journal of banking & finance
Management science : journal of the Institute for Operations Research and the Management Sciences
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
6
Journal of economic dynamics & control
3
Operations research
2
Frontiers in quantitative finance : volatility and credit risk modeling
1
Journal of econometrics
1
Journal of financial econometrics
1
Management Science, Forthcoming
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics of operations research
1
The handbook of fixed income securities
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
5
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1
Dynamic portfolio execution
Tsoukalas, Gerry
;
Wang, Jiang
;
Giesecke, Kay
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2015-2040
Persistent link: https://www.econbiz.de/10012039722
Saved in:
2
Risk analysis for large pools of loans
Sirignano, Justin
;
Giesecke, Kay
- In:
Management science : journal of the Institute for …
65
(
2019
)
1
,
pp. 107-121
Persistent link: https://www.econbiz.de/10011991377
Saved in:
3
Optimal credit swap portfolios
Giesecke, Kay
;
Kim, Baeho
;
Kim, Jack
;
Tsoukalas, Gerry
- In:
Management science : journal of the Institute for …
60
(
2014
)
9
,
pp. 2291-2307
Persistent link: https://www.econbiz.de/10010461900
Saved in:
4
Correlated default with incomplete information
Giesecke, Kay
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1521-1545
Persistent link: https://www.econbiz.de/10002100479
Saved in:
5
Cyclical correlations, credit contagion, and portfolio losses
Giesecke, Kay
;
Weber, Stefan
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 3009-3036
Persistent link: https://www.econbiz.de/10002410735
Saved in:
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