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~isPartOf:"Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève"
~person:"Ivanov, Dmitry"
~person:"Kelly, Bryan T."
~person:"Kraft, Holger"
~person:"Scaillet, Olivier"
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Ivanov, Dmitry
Kelly, Bryan T.
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Menoncin, Francesco
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
International journal of production research
23
Working Paper
14
Research paper series / Swiss Finance Institute
12
SAFE Working Paper
10
SAFE working paper
10
Swiss Finance Institute Research Paper
9
NBER working paper series
8
FAME research paper series
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Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
6
Journal of economic dynamics & control
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International journal of production economics
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Journal of banking & finance
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Transportation research / E : an international journal
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Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
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Arbeitspapiere
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FAME Research Paper Series
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International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
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International journal of integrated supply management : IJISM
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NBER Working Paper
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Omega : the international journal of management science
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SAFE Working Paper Series
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Working paper / National Bureau of Economic Research, Inc.
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Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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CESifo working papers
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Chicago Booth Research Paper
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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Finance and stochastics
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Journal of Economic Dynamics and Control
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Yale ICF Working Paper
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CESifo Working Paper
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Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
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Essays on empirical asset pricing and consumption-portfolio choice
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European journal of operational research : EJOR
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IEEE transactions on engineering management : EM
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International Series in Operations Research & Management Science
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ECONIS (ZBW)
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Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
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2003
Persistent link: https://www.econbiz.de/10001807607
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Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
;
Scaillet, Olivier
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2003
Persistent link: https://www.econbiz.de/10001974801
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3
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Battocchio, Paolo
;
Menoncin, Francesco
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001741680
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4
Nonparametric tests for positive quadrant dependence
Denuit, Michel
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001687927
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