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~subject:"Portfolio selection"
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Portfolio selection
Theorie
100
Theory
100
Optionspreistheorie
35
Option pricing theory
33
USA
33
United States
31
Yield curve
29
Zinsstruktur
29
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26
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24
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23
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23
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22
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18
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18
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17
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14
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14
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14
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13
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13
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Investment decision
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12
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11
Derivat
11
Derivative
11
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11
Firm value
11
Interest rate derivative
11
Unternehmenswert
11
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11
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11
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10
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10
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10
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10
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10
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15
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12
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3
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English
17
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Schwartz, Eduardo S.
17
Račev, Svetlozar T.
4
Brennan, Michael J.
3
Tokat, Yesim
3
Huber, Isabella
2
Ortobelli, Sergio
2
Tebaldi, Claudio
2
Cauley, Stephen Day
1
Cortazar, Gonzalo
1
Dietrich-Campbell, Bruce
1
Lagnado, Ronald
1
Martin, Bernhard
1
McConnell, John J.
1
Mittnik, Stefan
1
Ortega, Hector
1
Pavlov, Andrey D.
1
Rachev{{}}, Svetlozar
1
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Handbook of heavy tailed distributions in finance
3
Journal of economic dynamics & control
2
Mathematical methods of operations research
2
The journal of finance : the journal of the American Finance Association
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Finanzmarkt und Portfolio-Management
1
Journal of commodity markets
1
Journal of financial economics
1
NBER working paper series
1
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1
The journal of business : B
1
The journal of real estate finance and economics
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ECONIS (ZBW)
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Options and portfolio insurance
Schwartz, Eduardo S.
- In:
Finanzmarkt und Portfolio-Management
1
(
1986
)
1
,
pp. 9-17
Persistent link: https://www.econbiz.de/10001218920
Saved in:
2
LYON taming
McConnell, John J.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
3
,
pp. 561-576
Persistent link: https://www.econbiz.de/10001047828
Saved in:
3
Homeownership as a constraint on asset allocation
Cauley, Stephen Day
;
Pavlov, Andrey D.
;
Schwartz, Eduardo S.
- In:
The journal of real estate finance and economics
34
(
2007
)
3
,
pp. 283-311
Persistent link: https://www.econbiz.de/10003491276
Saved in:
4
Illiquid assets and optimal portfolio choice
Schwartz, Eduardo S.
;
Tebaldi, Claudio
-
2006
Persistent link: https://www.econbiz.de/10003389585
Saved in:
5
Stable non-Gaussian models for credit risk management
Martin, Bernhard
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 405-441)
.
2003
Persistent link: https://www.econbiz.de/10001882167
Saved in:
6
Asset liability management : a review and some new results in the presence of heavy tails
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 509-546)
.
2003
Persistent link: https://www.econbiz.de/10001882195
Saved in:
7
Portfolio choice theory with non-Gaussian distributed returns
Ortobelli, Sergio
;
Huber, Isabella
;
Račev, Svetlozar T.
; …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 547-594)
.
2003
Persistent link: https://www.econbiz.de/10001882197
Saved in:
8
Strategic asset allocation
Brennan, Michael J.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1377-1403
Persistent link: https://www.econbiz.de/10001222043
Saved in:
9
Portfolio insurance and financial market equilibrium
Brennan, Michael J.
- In:
The journal of business : B
62
(
1989
)
4
,
pp. 455-472
Persistent link: https://www.econbiz.de/10001079388
Saved in:
10
Time-invariant portfolio insurance strategies
Brennan, Michael J.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
2
,
pp. 283-299
Persistent link: https://www.econbiz.de/10001059369
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