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~person:"Fabozzi, Frank J."
~person:"Scaillet, Olivier"
~subject:"Commodity derivative"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
~type_genre:"Book section"
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Commodity derivative
Risikomaß
Statistische Verteilung
Portfolio selection
34
Portfolio-Management
34
Theorie
23
Theory
23
Anleihe
9
Bond
9
Risikomanagement
9
Risk management
9
Risiko
7
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7
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5
Kapitalanlage
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Mathematical programming
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Mathematische Optimierung
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Kapitaleinkommen
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2
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2
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Fabozzi, Frank J.
Scaillet, Olivier
Račev, Svetlozar T.
6
Straßberger, Mario
5
Dowd, Kevin
4
Locarek-Junge, Hermann
4
Prinzler, Ralf
3
Songsak Sriboonchitta
3
Caillault, Cyril
2
Chen, Zhiping
2
Consigli, Giorgio
2
Füss, Roland
2
Gaumert, Uwe
2
Geyer, Christian
2
Gleißner, Werner
2
Ho, Ho
2
Hommel, Ulrich
2
Kaiser, Dieter G.
2
Kaltofen, Daniel
2
Kittawit Autchariyapanitkul
2
Knobloch, Alois Paul
2
Lee, Jinwook
2
Liu, Jia
2
Marinelli, Nicoletta
2
Mazzoli, Camilla
2
Mittnik, Stefan
2
Monier, Stéphane
2
Noyan, Nilay
2
Oehler, Andreas
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Ortobelli, Sergio
2
Overbeck, Ludger
2
Scherer, Bernd
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Schinasi, Garry J.
2
Schulte-Mattler, Hermann
2
Schwartz, Eduardo S.
2
Schweizer, Denis
2
Seifert, Werner G.
2
Shore, Mark S.
2
Smith, Richard Todd
2
Stein, Stefan
2
Stulz, René M.
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Financial markets and instruments
1
Operations research models in banking management
1
Optimizing optimization : the next generation of optimization applications and theory
1
Quantitative fund management
1
The handbook of commodity investing
1
Valuation, financial modeling, and quantitative tools
1
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ECONIS (ZBW)
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A primer on commodity investing
Fabozzi, Frank J.
;
Füss, Roland
;
Kaiser, Dieter G.
- In:
The handbook of commodity investing
,
(pp. 3-37)
.
2008
Persistent link: https://www.econbiz.de/10003794992
Saved in:
2
Yield curve risk measures
Fabozzi, Frank J.
;
Mann, Steven V.
-
2008
Persistent link: https://www.econbiz.de/10003765477
Saved in:
3
Stable distributions in the Black-Litterman approach to asset allocation
Giacometti, Rosella
;
Bertocchi, Marida
;
Račev, Svetlozar T.
- In:
Quantitative fund management
,
(pp. 359-375)
.
2009
Persistent link: https://www.econbiz.de/10003797016
Saved in:
4
Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira
;
Ortobelli, Sergio
;
Račev, Svetlozar T.
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 117-141)
.
2010
Persistent link: https://www.econbiz.de/10003939075
Saved in:
5
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Operations research models in banking management
,
(pp. 169-187)
.
2013
Persistent link: https://www.econbiz.de/10009739300
Saved in:
6
The fundamentals of commodity investments
Fabozzi, Frank J.
;
Füss, Roland
;
Kaiser, Dieter G.
-
2008
Persistent link: https://www.econbiz.de/10003763862
Saved in:
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