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~isPartOf:"Discussion paper / LSE Financial Markets Group"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"NBER Working Paper"
~subject:"Portfolio-Management"
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1
Downside risk neutral probabilities
Pierre Chaigneau, Pierre
;
Eeckhoudt, Louis R.
-
2016
Persistent link: https://www.econbiz.de/10011529561
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2
Understanding portfolio efficiency with conditioning information
Peñaranda, Francisco
(
contributor
)
-
2009
-variance preferences that are used in finance
theory
. We show that standard preferences choose portfolios on a frontier that has not been …
Persistent link: https://www.econbiz.de/10003871516
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3
On dividend restrictions and the collapse of the interbank market
Goodhart, Charles A. E.
;
Peiris, M.U.
;
Tsomocos, …
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2010
Persistent link: https://www.econbiz.de/10003934955
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Is historical cost accounting a panacea? : market stress, incentive distortions, and gains trading
Ellul, Andrew
;
Jotikasthira, Chotibhak
;
Lundblad, Christian
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2012
Persistent link: https://www.econbiz.de/10009552187
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Asset pricing with heterogeneous investors and portfolio constraints
Chabakauri, Georgy
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2012
Persistent link: https://www.econbiz.de/10009619941
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Strategic investment, industry concentration, and the cross section of returns
Bustamante, Maria Cecilia
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2011
Persistent link: https://www.econbiz.de/10009260019
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7
Dynamic hedging in incomplete markets : a simple solution
Başak, Suleyman
;
Chabakauri, Georgy
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2011
Persistent link: https://www.econbiz.de/10009152277
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8
Portfolio choice beyond the traditional approach
Peñaranda, Francisco
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462849
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9
Diversification and delegation in firms
Cerasi, Vittoria
(
contributor
);
Daltung, Sonja
(
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)
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2002
Persistent link: https://www.econbiz.de/10003358055
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10
Performance persistence of pension fund management
Tonks, Ian
(
contributor
)
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2002
Persistent link: https://www.econbiz.de/10003358151
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