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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Working papers in economics"
~subject:"Portfolio selection"
~subject:"USA"
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ECONIS (ZBW)
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1
Risk management of stock portfolios with jumps at exogenous default events
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014431441
Saved in:
2
Saddlepoint approximations for credit portfolios with stochastic recoveries
Herbertsson, Alexander
-
2022
Persistent link: https://www.econbiz.de/10013369349
Saved in:
3
Addressing the climate problem : choice between allowances, feed-in tariffs and taxes
Amundsen, Eirik Schrøder
;
Andersen, Peder
;
Birk …
-
2018
Persistent link: https://www.econbiz.de/10011917391
Saved in:
4
Inequality aversion and marginal income taxation
Aronsson, Thomas
;
Johansson-Stenman, Olof
-
2016
Persistent link: https://www.econbiz.de/10011542137
Saved in:
5
Promotional allowances
Lumø, Teis Lunde
;
Ulsaker, Simen Aardal
-
2016
Persistent link: https://www.econbiz.de/10011576203
Saved in:
6
Genuine saving and conspicuous consumption
Aronsson, Thomas
;
Johansson-Stenman, Olof
-
2014
Persistent link: https://www.econbiz.de/10010434058
Saved in:
7
Dynmaic modelling of portfolio credit risk with common shocks
Bielecki, Tomasz R.
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009012001
Saved in:
8
Pricing k-th-to-default swaps ander default contagion : the matrix-analytic approach
Herbertsson, Alexander
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003571927
Saved in:
9
Pricing synthetic CDO tranches in a model with default contagion using the matrix-analytic approach
Herbertsson, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571937
Saved in:
10
Modelling default contagion using multivariate phase-type distributions
Herbertsson, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571939
Saved in:
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