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~subject:"Portfolio selection"
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Portfolio selection
Theorie
121
Theory
121
Game theory
33
Spieltheorie
33
Risiko
29
Risk
29
Risikomodell
24
Risk model
24
Risk aversion
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Expected utility
18
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16
Nash equilibrium
16
Mortality
15
Nash-Gleichgewicht
15
Sterblichkeit
15
Portfolio-Management
13
Risikomanagement
13
Decision under risk
11
Entscheidung unter Risiko
11
Learning process
11
Lebensversicherung
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Lernprozess
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11
Nichtparametrisches Verfahren
11
Risk management
11
Statistical distribution
11
Statistische Verteilung
11
Nichtkooperatives Spiel
10
Noncooperative game
10
Repeated games
10
Versicherungsmathematik
10
Actuarial mathematics
9
Correlation
9
Decision theory
9
Decision under uncertainty
9
Entscheidung unter Unsicherheit
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English
13
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Denuit, Michel
13
Scaillet, Olivier
3
Dhaene, Jan
2
Eeckhoudt, Louis R.
2
Goovaerts, Marc J.
2
Huang, Rachel J.
2
Kaas, R.
2
Tzeng, Larry Y.
2
Vyncke, David
2
Bernard, Carole
1
Kiriliouk, Anna
1
Liu, Liqun
1
Meyer, Jack
1
Rey, Béatrice
1
Robert, Christian Yann
1
Segers, Johan
1
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1
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
1
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Theory and decision : an international journal for multidisciplinary advances in decision science
3
Insurance / Mathematics & economics
2
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
IRES discussion papers
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Journal of banking & finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The Geneva risk and insurance review
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ECONIS (ZBW)
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Almost expectation and excess dependence notions
Denuit, Michel
;
Huang, Rachel J.
;
Tzeng, Larry Y.
- In:
Theory and decision : an international journal for …
79
(
2015
)
3
,
pp. 375-401
Persistent link: https://www.econbiz.de/10011377445
Saved in:
2
Max-factor individual risk models with application to credit portfolios
Denuit, Michel
;
Kiriliouk, Anna
;
Segers, Johan
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 162-172
Persistent link: https://www.econbiz.de/10011312076
Saved in:
3
Benchmark values for higher order coefficients of relative risk aversion
Denuit, Michel
;
Rey, Béatrice
- In:
Theory and decision : an international journal for …
76
(
2014
)
1
,
pp. 81-94
Persistent link: https://www.econbiz.de/10010345268
Saved in:
4
Almost marginal conditional stochastic dominance
Denuit, Michel
;
Huang, Rachel J.
;
Tzeng, Larry Y.
; …
- In:
Journal of banking & finance
41
(
2014
),
pp. 57-66
Persistent link: https://www.econbiz.de/10010407994
Saved in:
5
Tradeoffs for downside risk-averse decision-makers and the self-protection decision
Denuit, Michel
;
Eeckhoudt, Louis R.
;
Liu, Liqun
;
Meyer, Jack
- In:
The Geneva risk and insurance review
41
(
2016
)
1
,
pp. 19-47
Persistent link: https://www.econbiz.de/10011447270
Saved in:
6
Nonparametric tests for positive quadrant dependence
Denuit, Michel
;
Scaillet, Olivier
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
3
,
pp. 422-450
Persistent link: https://www.econbiz.de/10002214466
Saved in:
7
Nonparametric tests for positive quadrant dependence
Denuit, Michel
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701362
Saved in:
8
Theory
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655663
Saved in:
9
Applications
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655664
Saved in:
10
Nonparametric tests for positive quadrant dependence
Denuit, Michel
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001687927
Saved in:
1
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