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person:"Barth, Jörn"
subject:"Portfolio selection"
~person:"Guillén, Montserrat"
~subject:"Asset pricing"
~type:"book"
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Portfolio selection
Asset pricing
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risk management
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subadditivity
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Barth, Jörn
Guillén, Montserrat
Fabozzi, Frank J.
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Diebold, Francis X.
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Worst-Case-Analysen des Ausfallrisikos von Finanzderivaten unter Berücksichtigung von Markteinflüssen
Barth, Jörn
-
2000
Persistent link: https://www.econbiz.de/10013432848
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