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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Kredit und Kapital"
~subject:"Deutschland"
~subject:"Portfolio selection"
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Deutschland
Portfolio selection
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International journal of theoretical and applied finance
Kredit und Kapital
SpringerLink / Bücher
85
Europäische Hochschulschriften / 5
47
Gabler Edition Wissenschaft
39
Die Bank
27
Bank- und finanzwirtschaftliche Forschungen
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25
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23
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22
Journal of banking & finance
22
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Veröffentlichungen der Unabhängigen Expertenkommission Schweiz - Zweiter Weltkrieg
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18
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16
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
16
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
15
Die Betriebswirtschaft : DBW
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European journal of operational research : EJOR
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11
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11
International review of financial analysis
11
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11
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ECONIS (ZBW)
30
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1
Risiko-Renditeprofil des neuen Covered-Call-Index der Deutschen Börse
Behr, Patrick
;
Graf, Hartmut
;
Güttler, André
- In:
Kredit und Kapital
41
(
2008
)
1
,
pp. 37-58
Persistent link: https://www.econbiz.de/10003715873
Saved in:
2
Simultaneous calibration to a range of portfolio credit derivatives with a dynamic discrete-time multi-step Markov loss model
Walker, Michael B.
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 633-662
Persistent link: https://www.econbiz.de/10003899505
Saved in:
3
Particle methods for the estimation of credit portfolio loss distributions
Carmona, René
;
Crépey, Stéphane
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 577-602
Persistent link: https://www.econbiz.de/10008905024
Saved in:
4
A new framework for dynamic credit portfolio loss modelling
Sidenius, Jakob
;
Piterbarg, Vladimir
;
Andersen, Leif B. G.
- In:
International journal of theoretical and applied finance
11
(
2008
)
2
,
pp. 163-197
Persistent link: https://www.econbiz.de/10003703072
Saved in:
5
Special issue on credit correlation : life after copulas
Lipton, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003503331
Saved in:
6
Pricing and hedging in a dynamic credit model
Elouerkhaoui, Youssef
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 703-731
Persistent link: https://www.econbiz.de/10003503384
Saved in:
7
Joint distributions of portfolio losses and exotic portfolio products
Epple, Friedel
;
Morgan, Sam
;
Schoegl, Lutz
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 733-748
Persistent link: https://www.econbiz.de/10003503387
Saved in:
8
Tracking errors from discrete hedging in exponential Lévy models
Brodén, Mats
;
Tankov, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 803-837
Persistent link: https://www.econbiz.de/10009381005
Saved in:
9
A quadratic hedging approach to comparison of catastrophe indices
Norberg, Ragnar
;
Savina, Oksana
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624461
Saved in:
10
Pricing illiquid options with n + 1 liquid proxies using mixed dynamic-static hedging
Halperin, Igor
;
Itkin, Andrey
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010233264
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