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~subject:"Portfolio selection"
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Chapter 6 and Default Rules
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Portfolio selection
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Fabozzi, Frank J.
122
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Platen, Eckhard
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Ang, Andrew
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Kane, Alex
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Lioui, Abraham
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Pesaran, M. Hashem
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Wang, Ruodu
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Jarrow, Robert A.
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Račev, Svetlozar T.
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Sass, Jörn
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Shleifer, Andrei
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Bernard, Carole
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Gouriéroux, Christian
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Pedersen, Lasse Heje
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Center for Economic Research <Tilburg>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Springer Fachmedien Wiesbaden
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
European University Institute / Department of Law
6
International Center for Financial Asset Management and Engineering
6
Rodney L. White Center for Financial Research
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Friedrich-Schiller-Universität Jena
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Goethe-Universität Frankfurt am Main
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Judge Institute of Management Studies
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Universität Mannheim
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World Bank
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3
Springer-Verlag GmbH
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
2
Birkbeck College / Department of Economics
2
Books on Demand GmbH <Norderstedt>
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
2
De Gruyter Oldenbourg
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Insurance / Mathematics & economics
277
European journal of operational research : EJOR
275
Journal of banking & finance
243
NBER working paper series
238
Working paper / National Bureau of Economic Research, Inc.
192
NBER Working Paper
188
Finance research letters
184
Journal of economic dynamics & control
167
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance and stochastics
152
International journal of theoretical and applied finance
147
Quantitative finance
129
Research paper series / Swiss Finance Institute
120
Journal of financial economics
106
Risks : open access journal
104
Management science : journal of the Institute for Operations Research and the Management Sciences
103
The journal of portfolio management : a publication of Institutional Investor
100
The review of financial studies
99
The journal of finance : the journal of the American Finance Association
96
Journal of empirical finance
95
Economics letters
86
Discussion paper / Centre for Economic Policy Research
85
Economic modelling
83
Swiss Finance Institute Research Paper
83
The European journal of finance
80
Mathematics and financial economics
74
Computational economics
73
International review of economics & finance : IREF
71
International review of financial analysis
69
Mathematical methods of operations research
68
The journal of asset management
68
SpringerLink / Bücher
65
Journal of risk and financial management : JRFM
64
The North American journal of economics and finance : a journal of financial economics studies
64
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
62
Journal of economic theory
61
Annals of finance
60
Applied economics
58
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57
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1
The optimal mix of business entities : the value of partial limited liability
Kraizberg, Elli
-
1989
Persistent link: https://www.econbiz.de/10000769114
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2
Modelling techniques for financial markets and bank management
Bertocchi, Marida
(
ed.
);
Cavalli, Enrico
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000562871
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3
Credit risk assessment considering variations in exposure : application to commitment lines
Fujiwara, Shigeaki
-
2008
Persistent link: https://www.econbiz.de/10003650951
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4
Why do most firms die young?
Cressy, Robert C.
- In:
Small business economics : an entrepreneurship journal
26
(
2006
)
2
,
pp. 103-116
Persistent link: https://www.econbiz.de/10003278645
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5
Implications of correlated default for portfolio allocation to corporate bonds
Wise, Mark B.
;
Bhansali, Vineer
- In:
The credit market handbook : advanced modeling issues
,
(pp. 165-185)
.
2006
Persistent link: https://www.econbiz.de/10003338131
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6
Credit risk assessment considering variations in exposure : application to commitment lines
Fujiwara, Shigeaki
- In:
Monetary and economic studies
27
(
2009
),
pp. 171-194
Persistent link: https://www.econbiz.de/10003910140
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7
Analytical solutions for expected and unexpected losses with an additional loan
Yamashita, Satoshi
;
Yoshiba, Toshinao
-
2007
Persistent link: https://www.econbiz.de/10003606900
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8
Hedging of defaultable claims
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Paris Princeton lectures on mathematical finance
2
(
2003
),
pp. 1-132
Persistent link: https://www.econbiz.de/10009357101
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9
Ruin probabilities under general investments and heavy-tailed claims
Hult, Henrik
;
Lindskog, Filip
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 243-265
Persistent link: https://www.econbiz.de/10009159101
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10
Investment valuation with taxoptimized financing decisions and a taxoptimized default alternative
Hundsdoerfer, Jochen
;
Kruschwitz, Lutz
;
Lorenz, Daniela
- In:
Finanzwirtschaftliche Entscheidungen und Steuern
,
(pp. 32-64)
.
2011
Persistent link: https://www.econbiz.de/10009259441
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