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subject:"Portfolio-Management"
subject:"United States"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~language:"afr"
~language:"eng"
~person:"Rösch, Daniel"
~subject:"Mathematische Optimierung"
~type_genre:"Hochschulschrift"
~type_genre:"Multi-volume publication"
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Portfolio-Management
United States
Mathematische Optimierung
Credit derivative
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Credit risk
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Finanzdienstleistung
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Insolvenz
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Portfolio selection
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Probability theory
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hedging parameter risk
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model-free moments of default loss distributions
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stress event intensities
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Rösch, Daniel
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Schmelzle, Martin
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Gottfried Wilhelm Leibniz Universität Hannover
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Correlated default and parameter risk
Schmelzle, Martin
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2018
Persistent link: https://www.econbiz.de/10012167010
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