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~isPartOf:"Journal of mathematical economics"
~person:"Kraft, Holger"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Theory"
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Kraft, Holger
Schenk-Hoppé, Klaus Reiner
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Journal of mathematical economics
SAFE working paper
10
Journal of economic dynamics & control
6
Journal of banking & finance
4
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
3
Finance and stochastics
3
SAFE Working Paper
3
Essays on empirical asset pricing and consumption-portfolio choice
2
European journal of operational research : EJOR
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International journal of theoretical and applied finance
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Mathematical methods of operations research
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Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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CESifo Working Paper
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CESifo working papers
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CFS working paper series
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Department of Economics discussion paper series / University of Oxford
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Insurance / Mathematics & economics
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International economic review
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Lecture Notes in Economics and Mathematical Systems
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Lecture notes in economics and mathematical systems : LNEMS
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER Working Paper
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Netspar Discussion Paper
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Asset allocation with contagion and explicit bankruptcy procedures
Kraft, Holger
;
Steffensen, Mogens
- In:
Journal of mathematical economics
45
(
2009
)
1/2
,
pp. 147-167
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