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Intertemporal asset allocation...
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Dempster, Michael A. H.
5
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3
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2
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Judge Institute of Management Studies
National Bureau of Economic Research
585
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
34
Institut für Schweizerisches Bankwesen <Zürich>
28
OECD
23
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Springer Fachmedien Wiesbaden
22
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21
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20
Institute of Finance and Accounting <London>
20
Institute for the Study of Labor (IZA)
17
National Centre of Competence in Research North South <Bern>
17
Frank J. Fabozzi Associates <New Hope, Pa.>
15
Center for Economic Research <Tilburg>
13
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
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Ekonomiska forskningsinstitutet <Stockholm>
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Fisher Investments Inc. <Woodside, Calif.>
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Rodney L. White Center for Financial Research
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World Bank
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Basel Committee on Banking Supervision
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Erasmus Research Institute of Management
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11
CFA Institute <Charlottesville, Va.>
10
Frankfurt School of Finance & Management
10
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10
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10
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
10
C.E.P.R. Discussion Papers
9
Cowles Foundation for Research in Economics, Yale University
9
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
9
Federal Reserve Bank of St. Louis
9
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9
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9
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Optimnal trading of an asset driven by a hidden Markov process in the presence of fixed transaction costs
Thompson, G. W. P.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736179
Saved in:
2
Structured products for pension funds
Dempster, Michael A. H.
;
Germano, M.
;
Medova, E. A.
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776992
Saved in:
3
Stochastic modelling and optimization using stochastics TM
Dempster, Michael A. H.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777019
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4
Building a risk measurement framework for hedge funds and funds of funds
Goodworth, T. R. J.
(
contributor
);
Jones, C. M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002179183
Saved in:
5
Volatility-induced financial growth
Dempster, Michael A. H.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002998126
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6
Portfolio management for pension funds
Arbeleche, S.
;
Dempster, Michael A. H.
;
Medova, E. A.
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776995
Saved in:
7
Asset allocation using quasi Monte Carlo methods
Boyle, Phelim P.
(
contributor
);
Imai, Junichi
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736202
Saved in:
8
Exponential growth of fixed-mix strategies in stationary asset markets
Dempster, Michael A. H.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736256
Saved in:
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