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subject:"Portfolio-Management"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Løkka, Arne"
~subject:"Welt"
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Portfolio-Management
Welt
Portfolio selection
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CARA utility
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Chaos theory
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Chaostheorie
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Market microstructure
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Securities trading
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discontinuous intervention boundary
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limit order book
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Løkka, Arne
Platen, Eckhard
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Zhou, Xun Yu
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Jin, Hanqing
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Muhle-Karbe, Johannes
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Carassus, Laurence
3
Glasserman, Paul
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Guasoni, Paolo
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Kardaras, Constantinos
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Korn, Ralf
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Pliska, Stanley R.
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Rogers, Leonard C. G.
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Stricker, Christophe
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Zariphopoulou-Souganidis, Thaleia
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Benth, Fred Espen
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Bielecki, Tomasz R.
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Capponi, Agostino
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Choulli, Tahir
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Cui, Xiangyu
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Cvitanić, Jakša
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El Karoui, Nicole
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Evstigneev, Igor V.
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Girotto, Bruno
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He, Xue Dong
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Kohatsu-Higa, Arturo
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Maccheroni, Fabio
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Marinacci, Massimo
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Muthuraman, Kumar
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Obłój, Jan
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Ortu, Fulvio
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Pham, Huyên
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Shahabuddin, Perwez
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Shim, Gyoocheol
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Sim, Melvyn
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Optimal liquidation in a limit order book for a risk-averse investor
Løkka, Arne
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 696-727
Persistent link: https://www.econbiz.de/10011308171
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2
Explicit representation of the minimal variance portfolio in markets driven by Lévy processes
Benth, Fred Espen
;
Di Nunno, Giulia
;
Løkka, Arne
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001765640
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