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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Kim, Young Shin"
~person:"Rudloff, Birgit"
~subject:"Finanzmarkt"
~subject:"Prognoseverfahren"
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Portfolio-Management
United States
Finanzmarkt
Prognoseverfahren
Theorie
5
Theory
5
Portfolio selection
4
Measurement
3
Messung
3
Risiko
3
Risikomaß
3
Risk
3
Risk measure
3
Statistical distribution
2
Statistische Verteilung
2
Transaction costs
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Transaktionskosten
2
Algorithm
1
Algorithmus
1
Asset-Backed Securities
1
Asset-backed securities
1
CAPM
1
CVaR
1
Coherent risk measure
1
Credit derivative
1
Credit risk
1
Derivat
1
Derivative
1
Entropie
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Entropy
1
Kreditderivat
1
Kreditrisiko
1
Lagrange duality
1
Markov chain
1
Markov-Kette
1
Mathematical programming
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Mathematische Optimierung
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Multivariate Verteilung
1
Multivariate distribution
1
Normal tempered stable distribution
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Optimized certainty equivalent
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Option pricing theory
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Option trading
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Kim, Young Shin
Rudloff, Birgit
Korn, Ralf
6
Konno, Hiroshi
5
Fabozzi, Frank J.
4
Platen, Eckhard
4
Schoutens, Wim
4
Forsyth, Peter A.
3
Grorud, Axel
3
Madan, Dilip B.
3
Wilmott, Paul
3
Arai, Takuji
2
Baviera, Roberto
2
Benth, Fred Espen
2
Brigo, Damiano
2
Epstein, D.
2
Escobar, Marcos
2
Frahm, Gabriel
2
Gardiol, Lucien
2
Herzog, Florian
2
Jaimungal, Sebastian
2
Kraft, Holger
2
Kromer, Eduard
2
Kupper, Michael
2
Lipton, Alexander
2
Nishihara, Michi
2
Overbeck, Ludger
2
Pallavicini, Andrea
2
Pham, Huyên
2
Pontier, Monique
2
Rebonato, Riccardo
2
Sass, Jörn
2
Shibata, Takashi
2
Westphal, Dorothee
2
Wunderlich, Ralf
2
Yamamoto, Rei
2
Zagst, Rudi
2
Abergel, Frédéric
1
Abutaleb, Ahmed
1
Agliardi, Rossella
1
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International journal of theoretical and applied finance
Working paper series in economics
3
Annals of operations research
1
European journal of operational research : EJOR
1
International journal of Islamic and Middle Eastern finance and management
1
Investment management and financial innovations
1
Journal of banking & finance
1
Journal of risk and financial management : JRFM
1
Mathematical methods of operations research : ZOR
1
Mathematics and financial economics
1
Operations research
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
2
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
3
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
4
An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363905
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