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subject:"Portfolio-Management"
subject:"Anlageverhalten"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"He, Xue Dong"
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Portfolio-Management
Anlageverhalten
Theorie
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Theory
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Portfolio selection
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quantile formulation
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Cash Flow
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Dual optimization problem
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continuous time
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inverse-S shaped probability distortion
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optimal insurance design
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He, Xue Dong
Platen, Eckhard
6
Zhou, Xun Yu
6
Li, Duan
5
Jin, Hanqing
4
Muhle-Karbe, Johannes
4
Carassus, Laurence
3
Glasserman, Paul
3
Guasoni, Paolo
3
Kardaras, Constantinos
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Korn, Ralf
3
Pliska, Stanley R.
3
Rogers, Leonard C. G.
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Stricker, Christophe
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Zariphopoulou-Souganidis, Thaleia
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Benth, Fred Espen
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Bielecki, Tomasz R.
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Choi, Kyoung Jin
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Choulli, Tahir
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Cui, Xiangyu
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Cvitanić, Jakša
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Detemple, Jérôme B.
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El Karoui, Nicole
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Evstigneev, Igor V.
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Girotto, Bruno
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Kohatsu-Higa, Arturo
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Løkka, Arne
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Maccheroni, Fabio
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Marinacci, Massimo
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Muthuraman, Kumar
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Obłój, Jan
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Ortu, Fulvio
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Pham, Huyên
2
Shahabuddin, Perwez
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Shim, Gyoocheol
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Sim, Melvyn
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Mathematics of operations research
2
Journal of economic dynamics & control
1
Operations research letters
1
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ECONIS (ZBW)
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Hope, fear, and aspirations
He, Xue Dong
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 3-50
Persistent link: https://www.econbiz.de/10011550126
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2
Portfolio choice via quantiles
He, Xue Dong
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 203-231
Persistent link: https://www.econbiz.de/10008935692
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