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subject:"Portfolio-Management"
type_genre:"Sammlung"
~person:"Amilon, Henrik"
~person:"Giuzio, Margherita"
~subject:"Option pricing theory"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Portfolio-Management
Option pricing theory
Theorie
13
Theory
13
Portfolio selection
7
ARCH model
4
ARCH-Modell
4
Aktienindex
3
Chaos theory
3
Chaostheorie
3
Hedging
3
Mathematical programming
3
Mathematische Optimierung
3
Neural networks
3
Neuronale Netze
3
Optionspreistheorie
3
Stock index
3
Black-Scholes model
2
Black-Scholes-Modell
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Börsenkurs
2
Estimation
2
Estimation theory
2
GARCH
2
Heuristics
2
Heuristik
2
Schätztheorie
2
Schätzung
2
Share price
2
Sparsity
2
Volatility
2
Volatilität
2
1919-1996
1
Analysis of variance
1
Capital income
1
Capital market returns
1
Diversification
1
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1
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9
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Amilon, Henrik
Giuzio, Margherita
Fabozzi, Frank J.
66
Korn, Ralf
32
Jarrow, Robert A.
28
Prigent, Jean-Luc
28
Escobar, Marcos
27
Forsyth, Peter A.
25
Li, Duan
25
Wong, Wing Keung
25
Madan, Dilip B.
24
Markowitz, Harry
24
Schwartz, Eduardo S.
24
Račev, Svetlozar T.
23
Zagst, Rudi
23
Gollier, Christian
21
Wong, Hoi Ying
21
Carr, Peter
20
Glasserman, Paul
19
Platen, Eckhard
19
Satchell, Stephen
19
Bellalah, Mondher
18
Cvitanić, Jakša
18
Dai, Min
18
Wang, Ruodu
18
Levy, Haim
17
Maurer, Raimond
17
Vetzal, Kenneth R.
17
Zariphopoulou-Souganidis, Thaleia
17
Das, Sanjiv R.
16
Lioui, Abraham
16
Post, Thierry
16
Rüschendorf, Ludger
16
Sass, Jörn
16
Chen, Zhiping
15
Kraft, Holger
15
Kwok, Yue-Kuen
15
Li, Zhongfei
15
Rogers, Leonard C. G.
15
Siu, Tak Kuen
15
Vanduffel, Steven
15
Yao, Haixiang
15
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Essays in portfolio selection
2
Essays on financial models
2
Computational Management Science : CMS
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Journal of forecasting
1
Lund economic studies
1
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ECONIS (ZBW)
9
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1
Un-diversifying during crises : is it a good idea?
Giuzio, Margherita
;
Paterlini, Sandra
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 401-432
Persistent link: https://www.econbiz.de/10012053146
Saved in:
2
Genetic algorithm versus classical methods in sparse index tracking
Giuzio, Margherita
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 243-256
Persistent link: https://www.econbiz.de/10011997732
Saved in:
3
Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization
Giuzio, Margherita
- In:
Essays in portfolio selection
,
(pp. 4-36)
.
2017
Persistent link: https://www.econbiz.de/10012111503
Saved in:
4
Optimization heuristics in portfolio selection
Giuzio, Margherita
- In:
Essays in portfolio selection
,
(pp. 98-110)
.
2017
Persistent link: https://www.econbiz.de/10012111518
Saved in:
5
Essays in portfolio selection
Giuzio, Margherita
-
2017
Persistent link: https://www.econbiz.de/10011914236
Saved in:
6
A neural network versus black-scholes : a comparison of pricing and hedging performances
Amilon, Henrik
- In:
Journal of forecasting
22
(
2003
)
4
,
pp. 317-335
Persistent link: https://www.econbiz.de/10001775829
Saved in:
7
A neural network versus Black-Scholes : a comparison of pricing and hedging performances
Amilon, Henrik
- In:
Essays on financial models
,
(pp. 75-100)
.
2000
Persistent link: https://www.econbiz.de/10001551221
Saved in:
8
Comparison of mean-variance and exact utility maximization in stock portfolio selection
Amilon, Henrik
- In:
Essays on financial models
,
(pp. 101-116)
.
2000
Persistent link: https://www.econbiz.de/10001551224
Saved in:
9
Essays on financial models
Amilon, Henrik
-
2000
Persistent link: https://www.econbiz.de/10001534304
Saved in:
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