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Portfolio selection with stabl...
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Theorie
76
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30
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28
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26
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26
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143
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48
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2
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Schwartz, Eduardo S.
123
Ortobelli, Sergio
36
Schwartz, Eduardo
32
Kraft, Holger
15
Cortazar, Gonzalo
14
Fabozzi, Frank J.
14
Račev, Svetlozar T.
12
Roll, Richard
11
Subrahmanyam, Avanidhar
11
Longstaff, Francis A.
9
Rachev, Svetlozar
9
Brennan, Michael J.
8
Giacometti, Rosella
8
Hambel, Christoph
8
Trolle, Anders B.
7
Huber, Isabella
6
Tichý, Tomáš
6
Mayordomo, Sergio
5
Miltersen, Kristian R.
5
Peña Sánchez de Rivera, Juan Ignacio
5
Rachev, Svetlozar T.
5
Torous, Walter N.
5
Weiss, Farina
5
Biglova, Almira
4
Gibson, Rajna
4
Ortega, Hector
4
Shalit, Haim
4
Tokat, Yesim
4
Fabozzi, Frank
3
Moon, Mark A.
3
Pizarro, Jose
3
Russo, Vincenzo
3
Stoyanov, Stoyan V.
3
Zechner, Josef
3
BIGLOVA, ALMIRA
2
Bertocchi, Marida
2
De Giovanni, Domenico
2
Dietrich-Campbell, Bruce
2
FABOZZI, FRANK J.
2
Giammarino, Ronald P. M.
2
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3
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2
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1
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1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
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1
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1
World Scientific Publishing Co. Pte. Ltd.
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Working paper / National Bureau of Economic Research, Inc.
18
The journal of finance : the journal of the American Finance Association
17
Journal of financial economics
7
Handbook of heavy tailed distributions in finance
5
Real options and investment under uncertainty : classical readings and recent contributions
4
SAFE working paper
4
The review of financial studies
4
Applied mathematical finance
3
Economic notes : economic review of Banca Monte dei Paschi di Siena
3
Journal of Financial Economics
3
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3
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3
Review of derivatives research
3
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3
University of California at Los Angeles, Anderson Graduate School of Management
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
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2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Energy economics
2
European financial management : the journal of the European Financial Management Association
2
Finanzmarkt und Portfolio-Management
2
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
2
Insurance / Mathematics & economics
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of theoretical and applied finance
2
Investment management and financial innovations
2
Journal of Empirical Finance
2
Journal of Finance
2
Journal of banking & finance
2
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2
Journal of energy finance & development
2
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2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
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2
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2
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2
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2
Advances in futures and options research : a research annual
1
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1
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ECONIS (ZBW)
144
RePEc
30
OLC EcoSci
17
EconStor
1
Other ZBW resources
1
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101
Asset liability management : a review and some new results in the presence of heavy tails
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 509-546)
.
2003
Persistent link: https://www.econbiz.de/10001882195
Saved in:
102
Convergence within the EU : evidence from interest rates
Corzo Santamaria, Teresa
;
Schwartz, Eduardo S.
- In:
Economic notes : economic review of Banca Monte dei …
29
(
2000
)
2
,
pp. 243-266
Persistent link: https://www.econbiz.de/10001495522
Saved in:
103
Monte Carlo evaluation model of an undeveloped oil field
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001440011
Saved in:
104
Valuing American options by simulation : a simple least-squares approach
Longstaff, Francis A.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 113-147
Persistent link: https://www.econbiz.de/10001543109
Saved in:
105
The determinants of bond call premia : a signalling approach
Schwartz, Eduardo S.
- In:
Journal of financial services research : JFSR
8
(
1994
)
4
,
pp. 243-256
Persistent link: https://www.econbiz.de/10001175226
Saved in:
106
Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
Saved in:
107
Options and portfolio insurance
Schwartz, Eduardo S.
- In:
Finanzmarkt und Portfolio-Management
1
(
1986
)
1
,
pp. 9-17
Persistent link: https://www.econbiz.de/10001218920
Saved in:
108
The volatility of the German and Swiss equity markets
Grünbichler, Andreas
- In:
Finanzmarkt und Portfolio-Management
7
(
1993
)
2
,
pp. 205-215
Persistent link: https://www.econbiz.de/10001219119
Saved in:
109
Strategic asset allocation
Brennan, Michael J.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1377-1403
Persistent link: https://www.econbiz.de/10001222043
Saved in:
110
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
Saved in:
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