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TWO-STEP ESTIMATION OF A MULTI...
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
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Seifert, Miriam
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Finance and stochastics
23
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2019
)
4
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pp. 795-826
Persistent link: https://www.econbiz.de/10012114659
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Optimal portfolios when stock prices follow an exponential Lévy process
Emmer, Susanne
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Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 17-44
Persistent link: https://www.econbiz.de/10001910678
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A geometric approach to portfolio optimization in models with transaction costs
Kabanov, Jurij M.
;
Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 207-227
Persistent link: https://www.econbiz.de/10002012544
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A geometric approach to portfolio optimization in models with transaction costs
Kabanov, Yuri
;
Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 207-228
Persistent link: https://www.econbiz.de/10008214886
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5
Optimal portfolios when stock prices follow an exponential Lévy process
Emmer, Susanne
;
Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 17-44
Persistent link: https://www.econbiz.de/10008215024
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