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Optimal Investment Strategies...
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Fabozzi, Frank J.
229
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118
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114
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105
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104
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81
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79
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74
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72
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70
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68
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62
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56
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53
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52
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48
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48
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48
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47
Lee, Cheng F.
47
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47
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47
Post, Thierry
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Frank J. Fabozzi Associates <New Hope, Pa.>
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European Central Bank
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World Bank
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Erasmus Research Institute of Management
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8
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Henley Business School, University of Reading
8
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International review of economics & finance : IREF
182
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182
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179
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SpringerLink / Bücher
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171
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170
Swiss Finance Institute Research Paper
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Economics letters
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ECONIS (ZBW)
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RePEc
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BASE
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Other ZBW resources
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USB Cologne (EcoSocSci)
15
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21
Fast mean-reversion asymptotics for large portfolios of stochastic volatility models
Hambly, Ben
;
Kolliopoulos, Nikolaos
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 757-794
Persistent link: https://www.econbiz.de/10012518096
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22
A time consistent derivative strategy
Mudzimbabwe, Walter
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012602691
Saved in:
23
A collective investment problem in a stochastic volatility environment : the impact of sharing rules
Chen, An
;
Nguyen, Thai
;
Rach, Manuel Matthias
-
2021
Persistent link: https://www.econbiz.de/10012605876
Saved in:
24
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
25
Multi-Asset portfolio optimization with stochastic Sharpe ratio under drawdown constraint
Biswas, Subhojit
;
Jawaid, Saif
;
Mukherjee, Diganta
- In:
Annals of financial economics
15
(
2020
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012642950
Saved in:
26
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
27
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
28
Optimal design of private and occupational retirement plans : cumulative doctoral thesis
Rach, Manuel Matthias
-
2020
Persistent link: https://www.econbiz.de/10012384004
Saved in:
29
Analysis of stochastic PDEs arising from large portfolios of stochastic volatility models
Kolliopoulos, Nikolaos
-
2018
Persistent link: https://www.econbiz.de/10012386950
Saved in:
30
Dynamic portfolio strategies under a fully correlated jump-diffusion process
Escobar, Marcos
;
Moreno-Franco, Harold A.
- In:
Annals of finance
15
(
2019
)
3
,
pp. 421-453
Persistent link: https://www.econbiz.de/10012240153
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