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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Research in international business and finance"
~language:"bul"
~language:"eng"
~person:"Escobar, Marcos"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
~type_genre:"Congress report"
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Portfolio selection
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3
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Escobar, Marcos
Kraft, Holger
8
Fabozzi, Frank J.
7
Korn, Ralf
7
Konno, Hiroshi
6
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5
Forsyth, Peter A.
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3
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International journal of theoretical and applied finance
Journal of economic dynamics & control
Research in international business and finance
Quantitative finance
6
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4
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2
Journal of banking & finance
2
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Decisions in economics and finance : a journal of applied mathematics
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International review of economics & finance : IREF
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Scandinavian actuarial journal
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496902
Saved in:
2
Dynamic derivative strategies with stochastic interest rates and model uncertainty
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 49-71
Persistent link: https://www.econbiz.de/10011973854
Saved in:
3
Portfolio optimization in affine models with Markov switching
Escobar, Marcos
;
Neykova, Daniela
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-46
Persistent link: https://www.econbiz.de/10011403855
Saved in:
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