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~person:"Barro, Diana"
~person:"Runggaldier, Wolfgang J."
~person:"Sircar, Ronnie"
~subject:"Stochastischer Prozess"
~type_genre:"Arbeitspapier"
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Barro, Diana
Runggaldier, Wolfgang J.
Sircar, Ronnie
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Volatility vs. downside risk : optimally protecting against drawdowns and maintaining portfolio performance
Barro, Diana
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Canestrelli, Elio
;
Lanza, Fabio
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2014
Persistent link: https://www.econbiz.de/10011632160
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Dynamic tracking error with shortfall control using stochastic programming
Barro, Diana
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Canestrelli, Elio
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2012
Persistent link: https://www.econbiz.de/10011629033
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A benchmark approach to filtering in finance
Platen, Eckhard
;
Runggaldier, Wolfgang J.
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2002
Persistent link: https://www.econbiz.de/10001732830
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