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Portfolio selection
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Option pricing theory
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Lucas, André
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Applied mathematical finance
Discussion paper / Tinbergen Institute
129
Tinbergen Institute Discussion Papers
60
Tinbergen Institute Discussion Paper
49
Report / Econometric Institute, Erasmus University Rotterdam
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of econometrics
18
Working paper series / European Central Bank
14
ECB Working Paper
12
Journal of banking & finance
11
Serie Research Memoranda
11
Journal of applied econometrics
10
International journal of forecasting
8
CFS Working Paper Series
7
Journal of Econometrics
7
Journal of empirical finance
7
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
7
CFS Working Paper
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CFS working paper series
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Econometric reviews
5
Journal of Business & Economic Statistics
5
Sveriges Riksbank Working Paper Series
5
Sveriges Riksbank working paper series
5
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
4
Econometric Institute Report
4
Economics letters
4
Economisch statistische berichten : ESB
4
Insurance / Mathematics & economics
4
Working Paper Series / European Central Bank
4
Bank- en effectenbedrijf
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
3
Discussion papers in statistics and econometrics
3
Econometric theory
3
Economisch en sociaal tijdschrift : een driemaandelijke uitgave van de Universitaire Faculteiten Sint-Ignatius te Antwerpen
3
Erasmus University of Rotterdam - Econometric Institute
3
Journal of Applied Econometrics
3
Journal of Empirical Finance
3
Report / Erasmus Center for Financial Research, Erasmus University
3
The European journal of finance
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OLC EcoSci
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ECONIS (ZBW)
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Hedging large portfolios of options in discrete time
Peeters, B.
;
Dert, C. L.
;
Lucas, André
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 251-275
Persistent link: https://www.econbiz.de/10003751253
Saved in:
2
Tail behaviour of credit loss distributions for general latent factor models
Lucas, André
;
Klaassen, Pieter
;
Spreij, Peter
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 337-357
Persistent link: https://www.econbiz.de/10001864390
Saved in:
3
Hedging Large Portfolios of Options in Discrete Time
Peeters, B.
;
Dert, C.L.
;
Lucas, A.
- In:
Applied mathematical finance
15
(
2008
)
3
,
pp. 251-276
Persistent link: https://www.econbiz.de/10008221060
Saved in:
4
Hedging Large Portfolios of Options in Discrete Time
Peeters, B.
;
Dert, C.L.
;
Lucas, A.
- In:
Applied mathematical finance
15
(
2008
)
3-4
,
pp. 251-276
Persistent link: https://www.econbiz.de/10008098223
Saved in:
5
Tail behaviour of credit loss distributions for general latent factor models
Lucas, André
;
Klaassen, Pieter
;
Spreij, Peter
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 337-358
Persistent link: https://www.econbiz.de/10008215113
Saved in:
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