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subject:"Portfolio selection"
~person:"Branger, Nicole"
~person:"McAleer, Michael"
~subject:"Germany"
~subject:"Risk"
~subject:"Zinsstruktur"
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Portfolio selection
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Derivat
35
Derivative
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14
Optionspreistheorie
12
Option pricing theory
11
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Branger, Nicole
McAleer, Michael
Fabozzi, Frank J.
24
Kane, Alex
14
Platen, Eckhard
14
Rudolph, Bernd
14
Bodie, Zvi
13
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12
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11
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11
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10
Brigo, Damiano
10
Leung, Tim
9
White, Alan
9
Benth, Fred Espen
8
Eller, Roland
8
Gouriéroux, Christian
8
Henrard, Marc P. A.
8
Joshi, Mark S.
8
Rebonato, Riccardo
8
Schäfer, Klaus
8
Steiner, Manfred
8
Wolfers, Justin
8
Broll, Udo
7
Brooks, Robert
7
Deutsch, Hans-Peter
7
Guirguis, Michel
7
Gürkaynak, Refet S.
7
Härdle, Wolfgang
7
Jarrow, Robert A.
7
Kiesel, Rüdiger
7
Meyer-Bullerdiek, Frieder
7
Muck, Matthias
7
Poncet, Patrice
7
Scharpf, Paul
7
Schlögl, Erik
7
Acharya, Viral V.
6
Batten, Jonathan A.
6
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6
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International review of economics & finance : IREF
1
Journal of economic dynamics & control
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Springer eBook Collection / Business and Economics
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ECONIS (ZBW)
16
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1
Risk-averse and risk-seeking investor preferences for oil spot and futurues
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10010198257
Saved in:
2
Risk-averse and risk-seeking investor preferences for oil spot and futures
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10010191274
Saved in:
3
Risk management and financial derivatives: an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009619552
Saved in:
4
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562953
Saved in:
5
Optimal portfolios when variances and covariances can jump
Branger, Nicole
;
Muck, Matthias
;
Seifried, Frank Thomas
; …
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 59-89
Persistent link: https://www.econbiz.de/10011919303
Saved in:
6
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
7
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
8
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 204-216
Persistent link: https://www.econbiz.de/10011573581
Saved in:
9
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Saved in:
10
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
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