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~language:"eng"
~person:"Aǧca, Şenay"
~person:"Cousin, Areski"
~subject:"Portfolio selection"
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Portfolio selection
Asset-Backed Securities
6
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3
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3
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Aǧca, Şenay
Cousin, Areski
Benninga, Simon
5
Guidolin, Massimo
5
Rinaldi, Francesca
5
Bielecki, Tomasz R.
4
Czaczkes, Benjamin
3
Fabozzi, Frank J.
3
Malamud, Semyon
3
Rui, Huaxia
3
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3
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3
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2
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2
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2
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2
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2
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2
Kobor, Adam
2
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2
Loumioti, Maria
2
Mählmann, Thomas
2
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2
Patras, Frédéric
2
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2
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2
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2
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2
Vasvari, Florin P.
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1
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Review of derivatives research
1
The journal of alternative investments
1
Working papers in economics
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ECONIS (ZBW)
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Can CDO equity be short on correlation?
Aǧca, Şenay
;
Islam, Saiyid
- In:
The journal of alternative investments
12
(
2009/10
)
4
,
pp. 85-96
Persistent link: https://www.econbiz.de/10003974201
Saved in:
2
Delta-hedging correlation risk?
Cousin, Areski
;
Crépey, Stéphane
;
Kan, Yu Hang
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 25-56
Persistent link: https://www.econbiz.de/10009627434
Saved in:
3
A Markov Copula model of portfolio credit risk with stochastic intensities and Random recoveries
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépy, Stéphane
; …
-
2012
Persistent link: https://www.econbiz.de/10009630172
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