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isPartOf:"Working paper series"
subject:"Portfolio-Management"
~isPartOf:"Mathematics and financial economics"
~person:"Cvitanić, Jakša"
~subject:"Wohlfahrtsanalyse"
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Portfolio-Management
Wohlfahrtsanalyse
Hedging
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Cvitanić, Jakša
Gay, Roger
5
Dempster, Michael A. H.
4
Evstigneev, Igor V.
4
Wehke, Sven
4
Hlawatsch, Stefan
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Huizinga, Harry
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Nielsen, Søren Bo
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Raimondos-Møller, Pascalis
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Reichling, Peter
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Rosazza Gianin, Emanuela
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Working paper series
Mathematics and financial economics
Research paper series / Swiss Finance Institute
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
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Nonmyopic optimal portfolios in viable markets
Cvitanić, Jakša
;
Malamud, Semyon
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 71-108
Persistent link: https://www.econbiz.de/10010235416
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2
On managerial risk-taking incentives when compensation may be hedged against
Cvitanić, Jakša
;
Henderson, Vicky
;
Lazrak, Ali
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10010491928
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