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subject:"Portfolio-Management"
~person:"Kogan, Leonid"
~person:"Menoncin, Francesco"
~subject:"Displacement risk"
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Portfolio-Management
Displacement risk
Incomplete market
10
Unvollkommener Markt
10
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7
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7
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7
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4
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Kogan, Leonid
Menoncin, Francesco
Takahashi, Akihiko
10
Uppal, Raman
9
Başak, Suleyman
8
Chabakauri, Georgy
8
Kizaki, Keisuke
8
Kraft, Holger
8
Saito, Taiga
8
Seifried, Frank Thomas
8
Hens, Thorsten
7
Mercereau, Benoît
7
Chacko, George
6
Viceira, Luis M.
6
Buss, Adrian
5
Hahn, Guangsug
5
Platen, Eckhard
5
Schenk-Hoppé, Klaus Reiner
5
Telyukova, Irina A.
5
Vilkov, Grigory
5
Du, Ke
4
Evstigneev, Igor V.
4
Goldberg, Jonathan E.
4
Hnatkovska, Viktoria
4
Hugonnier, Julien
4
Seiferling, Thomas
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Beetsma, Roel
3
Carbone, Enrica
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Chen, Damiaan H. J.
3
Detemple, Jérôme B.
3
Guasoni, Paolo
3
Hey, John Denis
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Jouini, Elyès
3
Kaniel, Ron
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Larsen, Kasper
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Mostovyi, Oleksii
3
Neugebauer, Tibor
3
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3
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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1
Displacement risk and asset returns
Garleanu, Nicolae
;
Kogan, Leonid
;
Panageas, Stauros
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 511-522
Persistent link: https://www.econbiz.de/10009666812
Saved in:
2
Evaluating portfolio policies : a duality approach
Haugh, Martin B.
;
Kogan, Leonid
;
Wang, Jiang
-
2003
Persistent link: https://www.econbiz.de/10001775740
Saved in:
3
The equity risk premium and the riskfree rate in an economy with borrowing constraints
Kogan, Leonid
(
contributor
);
Makarov, Igor
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777044
Saved in:
4
An approximate solution for optimal portfolio in incomplete markets
Menoncin, Francesco
- In:
Mathematical control theory and finance
,
(pp. 293-310)
.
2008
Persistent link: https://www.econbiz.de/10003755883
Saved in:
5
The equity risk premium and the riskfree rate in an economy with borrowing constraints
Kogan, Leonid
;
Makarov, Igor
;
Uppal, Raman
- In:
Mathematics and financial economics
1
(
2007
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003576938
Saved in:
6
Investment strategies for HARA utility function : a general algebraic approximated solution
Menoncin, Francesco
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717456
Saved in:
7
Investment strategies in incomplete markets : sufficient conditions for a closed form solution
Menoncin, Francesco
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001719343
Saved in:
8
How to manage inflation risk in an asset allocation problem : an algebraic approximated solution
Menoncin, Francesco
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001719354
Saved in:
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