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~subject:"Portfolio selection"
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Portfolio selection
Theorie
90
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89
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51
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51
Option pricing theory
50
Markov-Kette
49
Großbritannien
37
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37
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27
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24
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12
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English
23
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Elliott, Robert J.
16
Bradrania, Reza
6
Mamon, Rogemar S.
5
Pirayesh Neghab, Davood
4
Madan, Dilip B.
3
Milne, Frank
3
Shafizadeh, Mojtaba
2
Siu, Tak Kuen
2
Zhu, Song-Ping
2
Badescu, Alex
1
Badescu, Alexandru
1
Colwell, David B.
1
Elliott, Robert
1
Elliott, Robert Frank
1
Gueyie, Jean-Pierre
1
Hinz, Juri
1
Hoek, John van der
1
Ma, Guiyuan
1
Ortega, Juan-Pablo
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1
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International Series in Operations Research & Management Science
2
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2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annals of operations research
1
Discussion paper / Institute for Economic Research, Queen's University
1
Economic modelling
1
Finance and stochastics
1
Financial markets and portfolio management
1
International journal of financial engineering and risk management
1
International journal of theoretical and applied finance
1
Journal of behavioral and experimental finance
1
Journal of economic dynamics & control
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
23
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1
Estimating a regime switching pairs trading model
Elliott, Robert J.
;
Bradrania, Reza
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 877-883
Persistent link: https://www.econbiz.de/10011907956
Saved in:
2
Incomplete diversification and asset pricing
Madan, Dilip B.
;
Milne, Frank
;
Elliott, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000135929
Saved in:
3
On mean-variance portfolio selection under a hidden Markovian regime-switching model
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alex
- In:
Economic modelling
27
(
2010
)
3
,
pp. 678-686
Persistent link: https://www.econbiz.de/10003995557
Saved in:
4
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
Elliott, Robert J.
;
Siu, Tak Kuen
-
2010
Persistent link: https://www.econbiz.de/10003964890
Saved in:
5
Hidden Markov models in finance
Mamon, Rogemar S.
(
ed.
);
Elliott, Robert J.
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10011550091
Saved in:
6
Further developments and applications
Mamon, Rogemar S.
(
ed.
);
Elliott, Robert J.
(
ed.
)
-
2014
-
Softcover reprint of the hardcover 1st edition 2014
Persistent link: https://www.econbiz.de/10011539298
Saved in:
7
Computational dynamic market risk measures in discrete time setting
Seck, Babacar
;
Elliott, Robert J.
;
Gueyie, Jean-Pierre
- In:
International journal of financial engineering and risk …
1
(
2014
)
4
,
pp. 334-354
Persistent link: https://www.econbiz.de/10010476909
Saved in:
8
Quadratic hedging schemes for non-Gaussian GARCH models
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 13-32
Persistent link: https://www.econbiz.de/10010426624
Saved in:
9
Advancing the state of the art
Mamon, Rogemar S.
(
ed.
);
Elliott, Robert J.
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10008934439
Saved in:
10
An application of hidden Markov models to asset allocation problems
Elliott, Robert J.
- In:
Finance and stochastics
1
(
1997
)
3
,
pp. 229-238
Persistent link: https://www.econbiz.de/10001224221
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