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~person:"Gouriéroux, Christian"
~person:"Scherer, Bernd"
~person:"Sentana, Enrique"
~subject:"Financial services"
~subject:"Theorie"
~subject:"World"
~type_genre:"Working Paper"
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Gouriéroux, Christian
Scherer, Bernd
Sentana, Enrique
Platen, Eckhard
32
Uppal, Raman
28
Gollier, Christian
26
Maurer, Raimond
24
Lucas, André
21
Campbell, John Y.
17
McAleer, Michael
17
Bacchetta, Philippe
16
Başak, Suleyman
16
Guidolin, Massimo
16
Van Wincoop, Eric
16
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15
Schenk-Hoppé, Klaus Reiner
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Vries, Casper G. de
15
Ślepaczuk, Robert
15
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14
Hens, Thorsten
14
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14
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13
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13
Engle, Robert F.
13
Evstigneev, Igor V.
13
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13
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12
Jondeau, Eric
12
Ledoit, Olivier
12
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12
Tille, Cédric
12
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12
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11
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11
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11
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11
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11
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11
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11
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11
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ECONIS (ZBW)
24
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1
Volatility-related exchange traded assets : an econometric investigation
Mencía, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011408299
Saved in:
2
Shock on variable or shock on distribution with application to stress-tests
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574513
Saved in:
3
Shock on variable or shock on distribution with application to stress-tests
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009553170
Saved in:
4
Positional
portfolio
management
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Rubin, Mirco
-
2014
-
This version: March 2014
We study positional
portfolio
management
strategies in which the manager maximizes an expected utility function written …
Persistent link: https://www.econbiz.de/10010338730
Saved in:
5
Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10010509490
Saved in:
6
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
Mencía, Javier
;
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848138
Saved in:
7
The econometrics of mean-variance efficiency tests : a survey
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848140
Saved in:
8
A comparison of mean-variance efficiency tests
Amengual, Dante
;
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848142
Saved in:
9
Approximate derivative pricing for large classes of homogeneous assets with systematic risk
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10003988308
Saved in:
10
Mean-variance portfolio allocation with a value at risk constraint
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001633973
Saved in:
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