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Portfolio Management with Heur...
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Portfolio-Management
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Fabozzi, Frank J.
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123
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118
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109
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102
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93
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92
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90
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88
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87
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86
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83
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83
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81
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80
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79
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78
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75
Bodie, Zvi
74
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73
Jagannathan, Ravi
71
Madan, Dilip B.
71
Wong, Wing Keung
71
Kempf, Alexander
70
Laporte, Gilbert
69
Schenk-Hoppé, Klaus Reiner
69
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69
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68
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of theoretical and applied finance
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282
The journal of portfolio management : a publication of Institutional Investor
278
Applied economics
277
International journal of production economics
274
Finance and stochastics
272
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269
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Economics letters
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211
Factor representing portfolios in large asset markets
Sentana, Enrique
-
2000
Persistent link: https://www.econbiz.de/10001482847
Saved in:
212
Exact arbitrage, well-diversified portfolios and asset pricing in large markets
Khan, Ali
(
contributor
);
Sun, Yeneng
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717074
Saved in:
213
Exact arbitrage and portfolio analysis in large asset markets
Khan, Ali
(
contributor
);
Sun, Yeneng
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717078
Saved in:
214
Arbitraging mispriced assets with separation portfolios to lessen total risk
Apreda, Rodolfo
-
2001
Persistent link: https://www.econbiz.de/10001659618
Saved in:
215
Quantitative methods in derivatives pricing : an introduction to computational finance
Tavella, Domingo
-
2002
Persistent link: https://www.econbiz.de/10001607626
Saved in:
216
Effects of exchange-rate and interest-rate risk on ADR pricing behavior
Bin, Feng-shun
;
Morris, Gay B.
;
Chen, Dar-hsin
- In:
The North American journal of economics and finance : a …
14
(
2003
)
2
,
pp. 241-262
Persistent link: https://www.econbiz.de/10001794094
Saved in:
217
Arbitrage, state prices and portfolio theory
Dybvig, Philip H.
;
Ross, Stephen A.
-
2003
Persistent link: https://www.econbiz.de/10001832876
Saved in:
218
Exact arbitrage and portfolio analysis in large asset markets
Khan, Ali
;
Sun, Yeneng
- In:
Economic theory : official journal of the Society for …
22
(
2003
)
3
,
pp. 495-528
Persistent link: https://www.econbiz.de/10001787797
Saved in:
219
Black scholes for portfolios of options in discrete time : the price is right, the hedge is wrong
Peeters, Bas
;
Dert, Cees
;
Lucas, André
-
2003
Persistent link: https://www.econbiz.de/10001884326
Saved in:
220
Factor representing portfolios in large asset markets
Sentana, Enrique
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 257-289
Persistent link: https://www.econbiz.de/10001956189
Saved in:
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