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subject:"Portfolio selection"
~isPartOf:"Scandinavian actuarial journal"
~language:"eng"
~person:"Constantinescu, Corina"
~person:"Lo, Andrew W."
~person:"Schwartz, Eduardo S."
~subject:"Betriebliche Investitionstheorie"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Wahrscheinlichkeitsrechnung"
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Portfolio selection
Betriebliche Investitionstheorie
Stock market
Time series analysis
Wahrscheinlichkeitsrechnung
Probability theory
5
Theorie
5
Theory
5
Risikomodell
4
Risk model
4
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3
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3
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Mittag-Leffler function
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Portfolio-Management
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Constantinescu, Corina
Lo, Andrew W.
Schwartz, Eduardo S.
Jiang, Zhengjun
3
Mandjes, Michel
3
Willmot, Gordon E.
3
Cheng, Fengyang
2
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Scandinavian actuarial journal
NBER working paper series
13
Working paper / National Bureau of Economic Research, Inc.
11
NBER Working Paper
8
Handbook of heavy tailed distributions in finance
3
Journal of econometrics
3
Journal of financial economics
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Journal of financial markets
3
Risks : open access journal
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The review of financial studies
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Mathematical methods of operations research
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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European journal of operational research : EJOR
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Finance and stochastics
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Finanzmarkt und Portfolio-Management
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Johns Hopkins Carey Business School Research Paper
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Journal of bioeconomics
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Rodney L. White Center for Financial Research
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The international library of critical writings in financial economics
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ECONIS (ZBW)
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1
A stochastic model of group wealth responses to insurancemechanisms in low-income communities
Henshaw, Kira
;
Mandjes, Michel
;
Constantinescu, Corina
- In:
Scandinavian actuarial journal
2024
(
2024
)
4
,
pp. 301-328
Persistent link: https://www.econbiz.de/10014520538
Saved in:
2
An application of risk theory to mortgage lending
Akahori, Jiro
;
Constantinescu, Corina
;
Imamura, Yuri
; …
- In:
Scandinavian actuarial journal
2022
(
2022
)
5
,
pp. 447-469
Persistent link: https://www.econbiz.de/10013370706
Saved in:
3
On the risk of credibility premium rules
Asmussen, Søren
;
Constantinescu, Corina
;
Thøgersen, Julie
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 866-889
Persistent link: https://www.econbiz.de/10012696890
Saved in:
4
A ruin model with a resampled environment
Constantinescu, Corina
;
Delsing, G.
;
Mandjes, Michel
; …
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 323-341
Persistent link: https://www.econbiz.de/10012262740
Saved in:
5
Ruin probabilities in classical risk models with gamma claims
Constantinescu, Corina
;
Samorodnitsky, Gennady
;
Zhu, Wei
- In:
Scandinavian actuarial journal
(
2018
)
7
,
pp. 555-575
Persistent link: https://www.econbiz.de/10011939710
Saved in:
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