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~isPartOf:"Working papers"
~person:"Borges, Maria Rosa"
~person:"Bosetti, Valentina"
~person:"Ślepaczuk, Robert"
~type_genre:"Arbeitspapier"
~type_genre:"Übersichtsarbeit"
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Borges, Maria Rosa
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Ślepaczuk, Robert
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Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
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2
Variance Gamma model in hedging vanilla and exotic options
Bollin, Bartłomiej
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322240
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3
Modelling credit risk : evidence for EMV methodology on Portuguese mortgage data
Borges, Maria Rosa
;
Machado, Raquel
-
2020
Persistent link: https://www.econbiz.de/10012501978
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4
Governed by the cycle : direct and inverted interest-rate sensitivity of emerging market corporate debt
Gubareva, Mariya
;
Borges, Maria Rosa
-
2016
Persistent link: https://www.econbiz.de/10011549693
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5
Interest rate (in)sensitivity of emerging market corporate debt : economic analysis based on 2002-2015 empirical evidence
Gubareva, Mariya
;
Borges, Maria Rosa
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2016
Persistent link: https://www.econbiz.de/10011549711
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6
Does the inclusion of exposure to volatility into diversified portfolio improve the investment results?: portfolio construction from the perspective of a Polish investor
Latoszek, Michał
;
Ślepaczuk, Robert
-
2019
Persistent link: https://www.econbiz.de/10012196568
Saved in:
7
Climate change mitigation strategies in fast-growing countries : the benefits of early action
Bosetti, Valentina
;
Carraro, Carlo
;
Tavoni, Massimo
-
2009
Persistent link: https://www.econbiz.de/10003913052
Saved in:
8
Banking permits : economic efficiency and distrubutional effects
Bosetti, Valentina
;
Carraro, Carlo
;
Massetti, Emanuele
-
2008
Persistent link: https://www.econbiz.de/10003912407
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