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~subject:"Portfolio selection"
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Portfolio selection
Theorie
178
Theory
177
Option pricing theory
73
Optionspreistheorie
73
Risiko
45
Portfolio-Management
43
Risk
43
Risikomodell
35
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35
Stochastischer Prozess
34
Stochastic process
32
Messung
31
Hedging
30
Measurement
30
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29
Risk measure
29
Versicherungsmathematik
25
Actuarial mathematics
21
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21
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21
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21
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21
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20
Volatilität
20
Probability theory
19
Risk management
19
Statistical distribution
19
Statistische Verteilung
19
Wahrscheinlichkeitsrechnung
19
Option trading
17
Optionsgeschäft
17
Versicherungstechnik
17
Black-Scholes model
16
Credit risk
16
Lebensversicherung
16
Life insurance
16
Mathematical finance
16
Black-Scholes-Modell
15
CAPM
14
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7
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English
43
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Dhaene, Jan
23
Schoutens, Wim
13
Goovaerts, Marc J.
11
Vyncke, David
6
Albrecher, Hansjörg
5
Madan, Dilip B.
5
Van Weert, Koen
5
Barigou, Karim
4
Kaas, R.
4
Vanduffel, Steven
4
De Spiegeleer, Jan
3
Linders, Daniël
3
Asmussen, Søren
2
Chen, Bingzheng
2
Chen, Ze
2
Corcuera, José Manuel
2
Delong, Łukasz
2
Denuit, Michel
2
Guillaume, Florence
2
Höcht, Stephan
2
Laeven, Roger J. A.
2
Reyners, Sofie
2
Alessi, Lucia
1
Bauer, Daniel
1
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1
Cheung, Ka Chun
1
Chowdhury, Parvez
1
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1
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1
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1
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1
Goovaerts, M.
1
Goovaerts, M. J.
1
Guevara Alarcon, William
1
Jakubowski, Daniel
1
Jing, Xiaochen
1
Joossens, Elisabeth
1
Jönsson, Henrik
1
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1
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1
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Insurance / Mathematics & economics
6
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
5
AFI
3
Scandinavian actuarial journal
3
Advanced series on statistical science & applied probability
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advanced Series on Statistical Science and Applied Probability Ser.
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Astin bulletin : the journal of the International Actuarial Association
1
Discussion paper / Tinbergen Institute
1
Instituut voor Actuarie͏̈le Wetenschappen, Katholieke Universiteit te Leuven, [Rapporten]
1
International Journal of Portfolio Analysis and Management
1
Journal of sustainable finance & investment
1
Quantitative finance
1
Research paper series / Swiss Finance Institute
1
SpringerBriefs in finance
1
The Wiley Finance Ser.
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
Tijdschrift voor economie en management
1
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ECONIS (ZBW)
43
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Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 90-97
Persistent link: https://www.econbiz.de/10003985403
Saved in:
2
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
- In:
The journal of risk and insurance : the journal of the …
72
(
2005
)
2
,
pp. 253-300
Persistent link: https://www.econbiz.de/10002968418
Saved in:
3
Optimal portfolio selection for cash-flows with bounded capital at risk
Vyncke, David
;
Goovaerts, Marc J.
;
Dhaene, Jan
;
Van …
- In:
Tijdschrift voor economie en management
50
(
2005
)
1
,
pp. 103-114
Persistent link: https://www.econbiz.de/10002749749
Saved in:
4
Theory
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655663
Saved in:
5
Applications
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655664
Saved in:
6
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
-
2004
Persistent link: https://www.econbiz.de/10002035167
Saved in:
7
Comonotic approximations for a generalized provisioning problem with application to optimal portfolio selection
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2009
Persistent link: https://www.econbiz.de/10009126884
Saved in:
8
Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2009
Persistent link: https://www.econbiz.de/10009126893
Saved in:
9
Managing economic and virtual economic capital within financial conglomerates
Goovaerts, Marc J.
;
Van den Borre, Eddy
;
Laeven, Roger J. A.
-
2003
Persistent link: https://www.econbiz.de/10001891652
Saved in:
10
Ruin probabilities
Asmussen, Søren
;
Albrecher, Hansjörg
-
2010
-
2. ed.
Persistent link: https://www.econbiz.de/10008760401
Saved in:
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