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~subject:"Portfolio selection"
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Portfolio selection
Theorie
39
Theory
39
Option pricing theory
18
Optionspreistheorie
18
Stochastischer Prozess
13
Stochastic process
12
Risiko
9
Portfolio-Management
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8
Yield curve
8
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7
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Lebensversicherung
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Life insurance
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Mathematical finance
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Martingal
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Messung
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Nutzenfunktion
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Option trading
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Optionsgeschäft
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Utility function
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Anleihe
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Bond
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Incomplete market
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Deelstra, Griselda
5
Delbaen, Freddy
3
Annaert, Jan
1
Coculescu, Delia
1
Courtault, Jean-Michael
1
Devolder, Pierre
1
Escobar, Marcos
1
Gnameho, Kossi
1
Grasselli, Martino
1
Hainaut, Donatien
1
Heyman, Dries
1
Hieber, Peter
1
Kabanov, Jurij M.
1
Koehl, Pierre-François
1
Lichtenstern, Andreas
1
Peng, Shige
1
Rosazza Gianin, Emanuela
1
Stricker, Christophe
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Vanmaele, Michèle
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Finance and stochastics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Journal of economic dynamics & control
1
Journal of pension economics and finance
1
Scandinavian actuarial journal
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Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
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ECONIS (ZBW)
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Risk management of a bond portfolio using options
Annaert, Jan
;
Deelstra, Griselda
;
Heyman, Dries
; …
-
2007
Persistent link: https://www.econbiz.de/10003476828
Saved in:
2
Optimal funding of defined benefit pension plans
Hainaut, Donatien
;
Deelstra, Griselda
- In:
Journal of pension economics and finance
10
(
2011
)
1
,
pp. 31-52
Persistent link: https://www.econbiz.de/10009007169
Saved in:
3
Optimal design of the guarantee for defined contribution funds
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
- In:
Journal of economic dynamics & control
28
(
2004
)
11
,
pp. 2239-2260
Persistent link: https://www.econbiz.de/10002172298
Saved in:
4
Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
Deelstra, Griselda
;
Devolder, Pierre
;
Gnameho, Kossi
; …
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 709-742
Persistent link: https://www.econbiz.de/10012307394
Saved in:
5
Optimal investment strategies for pension funds
Lichtenstern, Andreas
-
2020
Persistent link: https://www.econbiz.de/10012507208
Saved in:
6
On the law of one price
Courtault, Jean-Michael
;
Delbaen, Freddy
;
Kabanov, Jurij M.
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 525-530
Persistent link: https://www.econbiz.de/10002261465
Saved in:
7
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
Saved in:
8
Representation of the penalty term of dynamic concave utilities
Delbaen, Freddy
;
Peng, Shige
;
Rosazza Gianin, Emanuela
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 449-472
Persistent link: https://www.econbiz.de/10010216492
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