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Portfolio selection
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Hvistendahl Karlsen, Kenneth
Benth, Fred Espen
191
Koekebakker, Steen
51
Frestad, Dennis
23
Kiesel, Rüdiger
12
Barndorff-Nielsen, Ole E.
11
Adland, Roar
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Reikvam, Kristin
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Sødal, Sigbjørn
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Veraart, Almut E. D.
8
BENTH, FRED ESPEN
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Cartea, Álvaro
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Karlsen, Kenneth Hvistendahl
6
Kiesel, Ruediger
6
Saltyte Benth, Jurate
6
Zakamouline, Valeri
6
Biegler-König, Richard
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Detering, Nils
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Groth, Martin
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Kufakunesu, Rodwell
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Meyer-Brandis, Thilo
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Ortiz-Latorre, Salvador
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Proske, Frank
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Di Nunno, Giulia
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Lempa, Jukka
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Nazarova, Anna
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Šaltytė Benth, Jūratė
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Barth, Andrea
3
Beisland, Leif Atle
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Ekeland, Lars
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Erlwein, Christina
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Hauge, Ragnar
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International journal of theoretical and applied finance
2
Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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A note on portfolio management under non-Gaussian logreturns
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 711-731
Persistent link: https://www.econbiz.de/10001612203
Saved in:
2
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 447-467
Persistent link: https://www.econbiz.de/10001614597
Saved in:
3
Quasi Monte-Carlo evaluation of sensitivities of options in commodity and energy markets
Benth, Fred Espen
;
Dahl, Lars O.
;
Hvistendahl Karlsen, …
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 865-884
Persistent link: https://www.econbiz.de/10001862191
Saved in:
4
Merton's portfolio optimization problem in a Black and Scholes market with non-Gaussian stochastic volatility of Ornstein-Uhlenbeck type
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
2
,
pp. 215-244
Persistent link: https://www.econbiz.de/10001765678
Saved in:
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