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Optimal Dynamic Hedging in Inc...
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Theorie
Theory
58
Portfolio selection
38
Portfolio-Management
38
CAPM
23
Capital income
18
Kapitaleinkommen
18
Derivat
15
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15
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14
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14
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13
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13
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6
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English
57
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Lioui, Abraham
47
Poncet, Patrice
31
Tarelli, Andrea
5
Ezzili, Chekib
3
Nguyen, Pascal
3
Avramov, Doron
2
Cheng, Si
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of economic dynamics & control
7
The journal of futures markets
5
European journal of operational research : EJOR
4
Journal of banking & finance
4
Department working papers / Bar-Ilan University, Department of Economics
3
Discussion paper
3
Discussion paper / Bar-Ilan University, Department of Economics, Economics Research Institute / Bar-Ilan University, Department of Economics and Business Administration, Economic Research Institute
3
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3
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2
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1
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1
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ECONIS (ZBW)
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Optimal dynamic hedging in incomplete futures markets
Lioui, Abraham
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10001334890
Saved in:
2
Optimal benchmarking for active portfolio managers
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
226
(
2013
)
2
,
pp. 268-276
Persistent link: https://www.econbiz.de/10009718922
Saved in:
3
Understanding dynamic mean variance asset allocation
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 320-337
Persistent link: https://www.econbiz.de/10011503312
Saved in:
4
Money and asset prices in a production economy
Lioui, Abraham
;
Poncet, Patrice
- In:
Finance : revue de l'Association Française de Finance
31
(
2010
)
2
,
pp. 7-49
Persistent link: https://www.econbiz.de/10008771753
Saved in:
5
General equilibrium pricing of CPI derivatives
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10002628958
Saved in:
6
General equilibrium real and nominal interest rates
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1569-1595
Persistent link: https://www.econbiz.de/10002100496
Saved in:
7
On optimal portfolio choice under stochastic interest rates
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of economic dynamics & control
25
(
2001
)
11
,
pp. 1841-1865
Persistent link: https://www.econbiz.de/10001599261
Saved in:
8
International asset allocation : a new perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
27
(
2003
)
11
,
pp. 2203-2230
Persistent link: https://www.econbiz.de/10001798817
Saved in:
9
General equilibrium pricing of nonredundant forward contracts
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
23
(
2003
)
9
,
pp. 817-840
Persistent link: https://www.econbiz.de/10001789579
Saved in:
10
Bernoulli speculator and trading strategy risk
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
20
(
2000
)
6
,
pp. 507-523
Persistent link: https://www.econbiz.de/10001509969
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