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~subject:"Portfolio selection"
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Search: person:"Laurent, J.-P."
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Portfolio selection
Theorie
19
Theory
19
Portfolio-Management
8
Hedging
7
Asset-Backed Securities
6
Asset-backed securities
6
Risikomanagement
6
Risk management
6
Option pricing theory
5
Optionspreistheorie
5
Derivat
4
Derivative
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Estimation theory
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France
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Frankreich
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Schätztheorie
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Sensitivity analysis
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Sensitivitätsanalyse
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CAPM
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Core
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Incomplete market
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Markov chain
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Markov-Kette
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Unvollkommener Markt
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Welt
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World
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1995
2
Basel Accord
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Basler Akkord
2
Credit derivative
2
Credit insurance
2
Credit risk
2
ECONOMETRICS
2
Entropie
2
Entropy
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FINANCIAL MARKET
2
Interest rate
2
Interest rate derivative
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Kreditderivat
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English
7
French
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Laurent, Jean-Paul
8
Gouriéroux, Christian
4
Scaillet, Olivier
3
Adam, Alexandre
1
Danesi, Vladimir
1
Genon-Catalot, Valentine
1
Houkari, Mohamed
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Pham, Huyên
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Sestier, Michael
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Thomas, Stéphane
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Journal of banking & finance
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion paper
1
Finance : revue de l'Association Française de Finance
1
Journal of empirical finance
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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ECONIS (ZBW)
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1
Trading book and credit risk : how fundamental is the Basel review?
Laurent, Jean-Paul
;
Sestier, Michael
;
Thomas, Stéphane
- In:
Journal of banking & finance
73
(
2016
),
pp. 211-223
Persistent link: https://www.econbiz.de/10011635717
Saved in:
2
Spectral risk measures and portfolio selection
Adam, Alexandre
;
Houkari, Mohamed
;
Laurent, Jean-Paul
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1870-1882
Persistent link: https://www.econbiz.de/10003774969
Saved in:
3
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
4
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
5
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
6
Estimation of a linear Gaussian model
Danesi, Vladimir
;
Genon-Catalot, Valentine
;
Laurent, …
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 41-69
Persistent link: https://www.econbiz.de/10001476773
Saved in:
7
Risques financiers : juniors vs seniors
Laurent, Jean-Paul
;
Tiomo, André
- In:
Revue d'économie financière : revue trimestrielle de …
(
1998
)
5
,
pp. 189-211
Persistent link: https://www.econbiz.de/10001465718
Saved in:
8
Mean-variance hedging and numeraire
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Pham, Huyên
-
1996
Persistent link: https://www.econbiz.de/10000950071
Saved in:
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