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~isPartOf:"Application of operations research to financial markets"
~subject:"Ausreißer"
~subject:"Estimation theory"
~subject:"Portfolio-Management"
~subject:"Risk"
~type_genre:"Aufsatz im Buch"
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Ausreißer
Estimation theory
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Boyd, Stephen P.
1
Lindström, Erik
1
Madsen, Henrik
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Nystrup, Peter
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Poggi, Marcus
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Righi, Marcelo Brutti
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Application of operations research to financial markets
Applied quantitative finance
5
Quantitative fund management
5
The VaR implementation handbook
5
Operations research models in banking management
3
Robustness in econometrics
3
Stock market volatility
3
Valuation, financial modeling, and quantitative tools
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Advances of OR in commodities and financial modeling
2
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
2
Computational methods in financial engineering : essays in honour of Manfred Gilli
2
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
2
Developments in forecast combination and portfolio choice
2
Econometrics of risk
2
Financial econometrics and empirical market microstructure
2
Financial modeling and risk management of energy and environmental instruments and derivates
2
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
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Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
2
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
2
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
2
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
2
Risikomanagement
2
Risk management : a modern perspective
2
Risk management approaches in engineering applications
2
Risk manangement post financial crisis : a period of monetary easing
2
Stochastic optimization: theory and applications
2
Advances in banking technology and management : impacts of ICT and CRM
1
Advances in risk management
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Annals of operations research ; 229
1
Annals of operations research ; volume 280, numbers 1/2 (September 2019)
1
Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Applications of management science ; 15
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Applications of management science ; 16
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Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Business and finance : performance and management
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Business excellence and competitiveness in the Middle East and North Africa
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Climate investing : new strategies and implementation challenges
1
Commercial banking risk management : regulation in the wake of the financial crisis
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Computational intelligence applications in business : intelligence and big data analytics
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Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
Valladão, Davi
;
Silva, Thuener
;
Poggi, Marcus
- In:
Application of operations research to financial markets
,
(pp. 379-405)
.
2019
Persistent link: https://www.econbiz.de/10012160031
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2
Multi-period portfolio selection with drawdown control
Nystrup, Peter
;
Boyd, Stephen P.
;
Lindström, Erik
; …
- In:
Application of operations research to financial markets
,
(pp. 245-271)
.
2019
Persistent link: https://www.econbiz.de/10012157466
Saved in:
3
A composition between risk and deviation measures
Righi, Marcelo Brutti
- In:
Application of operations research to financial markets
,
(pp. 299-313)
.
2019
Persistent link: https://www.econbiz.de/10012159991
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