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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Finance and stochastics"
~person:"Kim, Donghan"
~person:"Klüppelberg, Claudia"
~subject:"Portfolio selection"
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Estimation theory
Schätzung
Portfolio selection
Portfolio-Management
5
Theorie
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5
Stochastic process
3
Stochastischer Prozess
3
Risikomaß
2
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Stochastic portfolio theory
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Arbitrage
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Asymptotic exponential distribution
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Market-to-book ratio
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Pathwise Itô and Tanaka formulas
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Kim, Donghan
Klüppelberg, Claudia
Kabanov, Jurij M.
6
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Pham, Huyên
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Becherer, Dirk
3
Benth, Fred Espen
3
Deng, Jun
3
Elie, Romuald
3
Guasoni, Paolo
3
Jiao, Ying
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Muhle-Karbe, Johannes
3
Sass, Jörn
3
Schachermayer, Walter
3
Wang, Ruodu
3
Zariphopoulou-Souganidis, Thaleia
3
Aksamit, Anna
2
Bayraktar, Erhan
2
Belak, Christoph
2
Bouchard, Bruno
2
Delbaen, Freddy
2
Denis, Emmanuel
2
Duffie, Darrell
2
Filipović, Damir
2
Frey, Rüdiger
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Gerhold, Stefan
2
Gozzi, Fausto
2
Jaschke, Stefan R.
2
Kardaras, Constantinos
2
Källblad, Sigrid
2
Lindskog, Filip
2
Madan, Dilip B.
2
Malamud, Semyon
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Finance and stochastics
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
2
Berichte zur Stochastik und verwandten Gebieten
1
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
Journal of econometrics
1
Journal of financial markets
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
Scandinavian actuarial journal
1
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
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ECONIS (ZBW)
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1
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
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2
Trading strategies generated pathwise by functions of market weights
Karatzas, Ioannis
;
Kim, Donghan
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 423-463
Persistent link: https://www.econbiz.de/10012253375
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3
Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 795-826
Persistent link: https://www.econbiz.de/10012114659
Saved in:
4
Optimal portfolios when stock prices follow an exponential Lévy process
Emmer, Susanne
;
Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 17-44
Persistent link: https://www.econbiz.de/10001910678
Saved in:
5
A geometric approach to portfolio optimization in models with transaction costs
Kabanov, Jurij M.
;
Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 207-227
Persistent link: https://www.econbiz.de/10002012544
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