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~institution:"Chambre de commerce et d'industrie de Paris"
~subject:"Capital income"
~subject:"Mathematische Optimierung"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Capital income
Mathematische Optimierung
Portfolio-Management
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English
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Gollier, Christian
3
Henrotte, Philippe
2
Rockinger, Michael
2
Chesney, Marc
1
Crouhy, Michel
1
Crès, Hervé
1
Dumas, Bernard
1
Elliott, Robert J.
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Harvey, Campbell R.
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Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
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OECD
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Federal Reserve Bank of St. Louis
26
European University Institute / Department of Law
25
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
25
Erasmus Research Institute of Management
22
Center for Economic Research <Tilburg>
21
IGI Global
20
Institute of Finance and Accounting <London>
20
Springer Fachmedien Wiesbaden
20
Ekonomiska forskningsinstitutet <Stockholm>
19
Rodney L. White Center for Financial Research
19
Econometrisch Instituut <Rotterdam>
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Deutsche Forschungsgemeinschaft
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Edward Elgar Publishing
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European University Institute / Department of Economics
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Federal Reserve System / Board of Governors
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Federal Reserve System / Division of Research and Statistics
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Gottfried Wilhelm Leibniz Universität Hannover
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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The Wharton Financial Institutions Center
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Birkbeck College / Department of Economics
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Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
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Christian-Albrechts-Universität zu Kiel
10
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Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
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University of Cambridge / Department of Applied Economics
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Les cahiers de recherche / HEC Paris
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ECONIS (ZBW)
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A time varying parameter model to test for predictability and integration in stock markets of transition economies
Rockinger, Michael
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10000986989
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2
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
-
1994
Persistent link: https://www.econbiz.de/10000907916
Saved in:
3
What determines expected international asset retuns [returns]?
Solnik, Bruno
;
Harvey, Campbell R.
;
Zhou, Guofu
-
1994
Persistent link: https://www.econbiz.de/10000897108
Saved in:
4
Estimating the instantaneous volatility and covariance of risky assets
Chesney, Marc
;
Elliott, Robert J.
-
1995
Persistent link: https://www.econbiz.de/10000910595
Saved in:
5
Portfolio dominance, lower conditional expectation and the monotone likelihood ratio order
Gollier, Christian
-
1993
Persistent link: https://www.econbiz.de/10000881650
Saved in:
6
Weak proper risk aversion and the tempering effect of background risk
Gollier, Christian
;
Pratt, John W.
-
1993
Persistent link: https://www.econbiz.de/10000881652
Saved in:
7
Partial- vs general-equilibrium models of the international capital market
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000881671
Saved in:
8
Second-best risk sharing with incomplete contracts
Gollier, Christian
-
1993
Persistent link: https://www.econbiz.de/10000882086
Saved in:
9
Symmetry breaking in models with pure and almost pure individual risks
Crès, Hervé
;
Rossi, Isabelle
-
1998
Persistent link: https://www.econbiz.de/10000987027
Saved in:
10
Multiperiod equilibrium with endogenous price uncertainty
Henrotte, Philippe
-
1994
Persistent link: https://www.econbiz.de/10000888573
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