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~institution:"The Wharton Financial Institutions Center"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Working papers / Financial Institutions Center"
~person:"Consiglio, Andrea"
~person:"Maurer, Raimond"
~person:"Zenios, Stauros Andrea"
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Portfolio Optimization in Corp...
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Consiglio, Andrea
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Zenios, Stauros Andrea
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The tail that wags the dog : integrating credit risk in asset portfolios
Jobst, Norbert
(
contributor
); …
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657314
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2
Extending credit risk (pricing) models for the simulation of portfolios of interest rate and credit risk sensitive securities
Jobst, Norbert J.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657320
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3
Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida
(
contributor
); …
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2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528392
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4
Scenario optimization asset and liability modeling for endowments with guarantees
Consiglio, Andrea
(
contributor
);
Cocco, Flavio
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536992
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5
The value of integrative risk management for insurance products with guarantees
Consiglio, Andrea
(
contributor
);
Cocco, Flavio
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566867
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