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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
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Advanced mathematical methods for finance
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Risk management for central bank foreign reserves
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From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
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Decision making and risk/return optimization in financial economics
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Financial engineering, E-commerce and supply chain
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Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
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Handbook of financial time series
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Application of operations research to financial markets
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Computational methods in financial engineering : essays in honour of Manfred Gilli
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Long-run relations between labor income, stock prices, and house prices and their implications for household decisions
Ascheberg, Marius
;
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 97-146)
.
2013
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302
Factor mimicking portfolios from parametric portfolio policies
Ascheberg, Marius
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Essays on empirical asset pricing, dynamic asset …
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2013
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303
Optimal allocation of stock levels and stochastic customer demands to a capacitated resource
Chen, Shuang
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Geunes, Joseph
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Computational optimization and logistics challenges in …
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2013
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ALM (Asset Liability Management) mismatches arising out of infrastructure lending : strategies to mitigate
Anusha, Bajjuri
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International finance for infrastructure development
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2013
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Consistency of linear forecasts in a nonlinear stochastic economy
Hommes, Cars H.
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Sorger, Gerhard
;
Wagener, Florian …
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Global analysis of dynamic models in economics and …
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(pp. 229-287)
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2013
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306
Portfolio optimization using copulas
Bohdalová, Mária
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Greguš, Michal
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2012
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307
Optimal trading with cointegrated pairs of stocks
Yamada, Yuji
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Primbs, James A.
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Recent advances in financial engineering 2011: …
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(pp. 183-202)
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2012
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308
Conservative Delta hedging under transaction costs
Fukasawa, Masaaki
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Recent advances in financial engineering 2011: …
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.
2012
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309
Sensitivity analysis of energy contracts by stochastic programming techniques
Bonnans, J. Frédéric
;
Cen, Zhihao
;
Christel, Thibault
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Numerical methods in finance : Bordeaux, June 2010
,
(pp. 447-471)
.
2012
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310
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
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Sun, Wei
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Seese, Detlef G.
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Račev, …
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2012
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311
Stability of portfolio diversification
Enke, Robin
;
Reichling, Peter
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Asset Management : Festschrift für Prof. Dr. rer. nat. …
,
(pp. 353-371)
.
2012
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312
Sample tangency portfolio, representativeness , and ambiguity : impact of the law of small numbers
Yanou, Ghislain
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Risk management and corporate governance
,
(pp. 194-238)
.
2012
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Portfoliogestütztes Roadmapping in der Technologievorausschau
Mieke, Christian
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Interdisziplinarität und Komplexität : Konferenz für …
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.
2012
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314
Tax framework for investing by asset classes
Krämer, Joachim
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Understanding German real estate markets
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315
Life cycle impacts of the financial crisis on optimal consumption : portfolio choices and labor supply
Chai, Jingjing
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Maurer, Raimond
;
Mitchell, Olivia S.
; …
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Reshaping retirement security : lessons from the global …
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Sovereign investment : an introduction
Schmit Jongbloed, Wouter P. F.
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Sachs, Lisa E.
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Sovereign investment : concerns and policy reactions
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(pp. 3-23)
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317
The model portfolio of risky and risk-free asset
Smalyuk, Halina
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Globale und länderspezifische sozio-ökonomische Effekte
,
(pp. 128-148)
.
2012
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318
Portfolio-Selektion unter Berücksichtigung von Nachhaltigkeitsparametern
Larcher, Gerhard
;
Del Chicca, Lucia
- In:
Ethical finance : Festschrift für Bischof Alois …
,
(pp. 343-357)
.
2012
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319
Practical filtering for stochastic volatility models
Stroud, Jonathan R.
;
Polson, Nicholas G.
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Müller, Peter
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State space and unobserved component models : theory …
,
(pp. 236-247)
.
2004
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320
Stochastic optimal open-loop feedback control of dynamic structural systems under stochastic uncertainty
Martin, Kurt
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Stein, Ina
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Managing safety of heterogeneous systems : decisions …
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.
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321
Stochastic programming perspective on the agency problems under uncertainty
Gaivoronski, Alexei A.
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Werner, Adrian
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Managing safety of heterogeneous systems : decisions …
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(pp. 137-167)
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322
Active portfolio management : the power of the Treynor-Black model
Kane, Alex
;
Kim, Tae-hwan
;
White, Halbert
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Progress in financial markets research
,
(pp. 311-332)
.
2012
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323
When nonrandomness appears random : a challenge to financial economics
Malliaris, Anastasios G.
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Malliaris, Mary E.
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Progress in financial markets research
,
(pp. 71-82)
.
2012
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324
Markov Chain Models of Portfolio Credit Risk
Bielelcki, Tomasz R.
;
Crépey, Stéphane
;
Herbertsson, …
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The Oxford handbook of credit derivatives
.
2012
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325
Saddlepoint Methods in Portfolio Theory
Lipton, Alexander
;
Rennie, Andrew
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The Oxford handbook of credit derivatives
.
2012
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326
Algorithmic Trading, Optimal Execution, and Dynamic Portfolios
Kolm, Petter N.
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Maclin, Lee
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The Oxford handbook of quantitative asset management
.
2012
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327
Fund-of-Funds Construction by Statistical Multiple Testing Methods
Wolf, Michael
;
Wunderli, Dan
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The Oxford handbook of quantitative asset management
.
2012
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328
Parameter Uncertainty in Asset Allocation
Harvey, Campbell R.
;
Liechty, John C.
;
Liechty, Merrill W.
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The Oxford handbook of quantitative asset management
.
2012
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329
Recent Advances in Portfolio Optimization
Tutuncu, Reha H.
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The Oxford handbook of quantitative asset management
.
2012
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330
Dynamic asset allocation with credit risk
Shibo, Bian
;
Zhang, Xiaoyang
- In:
Quantitative financial risk management
,
(pp. 111-121)
.
2011
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331
On modeling an integrated multiple criteria methodology for supporting common stock portfolio construction decisions
Xidonas, Panagiotis
;
Askounis, Dimitrios
;
Psarras, John
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Computational techniques in economics and finance
,
(pp. 89-111)
.
2011
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332
A soft computing approach to enhanced indexation
Thomaidis, Nikos S.
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Natural computing in computational finance : volume 4
,
(pp. 61-77)
.
2011
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333
Modelling optionalities in retail banking portfolios : impact of interest rate changes on the net present value of banks
Kalfmann, Petra
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Analysis of monetary institutions and space : …
,
(pp. 97-110)
.
2011
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334
The multi-objective alternative assets investment optimization model on sovereign wealth funds based on risk control
Jing Yu
;
Bin Xu
;
Shi, Yong
- In:
New state of MCDM in the 21st century : selected papers …
,
(pp. 115-129)
.
2011
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335
Beyond risk : notes toward a responsible investment theory
Lydenberg, Steve
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Corporate governance failures : the role of …
,
(pp. 26-51)
.
2011
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336
Saddlepoint methods in portfolio theory
Martin, Richard J.
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The Oxford handbook of credit derivatives
,
(pp. 533-569)
.
2011
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337
Markov chain models of portfolio credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Herbertsson, …
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The Oxford handbook of credit derivatives
,
(pp. 327-382)
.
2011
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338
Asymptotics of HARA utility from terminal wealth under proportional transaction costs with decision lag or execution delay and obligatory diversification
Stettner, Lukasz
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Advanced mathematical methods for finance
,
(pp. 509-536)
.
2011
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339
Exotic derivatives under stochastic volatility models with jumps
Mijatovi´c, Aleksandar
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Pistorius, Martijn
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Advanced mathematical methods for finance
,
(pp. 455-508)
.
2011
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340
Pricing and hedging of rating-sensitive claims modeled by F-doubly stochastic Markov chains
Jakubowski, Jacek
;
Niewęgłowski, Mariusz
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Advanced mathematical methods for finance
,
(pp. 417-453)
.
2011
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341
Functionals associated with gradient stochastic flows and nonlinear SPDEs
Iftimie, Bogdan
;
Mazurencu Marinescu, Miruna
;
Vârsan, …
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Advanced mathematical methods for finance
,
(pp. 397-415)
.
2011
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342
Some new BSDE results for an infinite-horizon stochastic control problem
Hu, Ying
;
Schweizer, Martin
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Advanced mathematical methods for finance
,
(pp. 367-395)
.
2011
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343
Fractional smoothness and applications in finance
Geiss, Stefan
;
Gobet, Emmanuel
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Advanced mathematical methods for finance
,
(pp. 313-331)
.
2011
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344
Nonparametric methods for volatility density estimation
Es, Bert van
;
Spreij, Peter
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Zanten, Harry van
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Advanced mathematical methods for finance
,
(pp. 293-312)
.
2011
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345
Optimal liquidation of a pairs trade
Ekström, Erik
;
Lindberg, Carl
;
Tysk, Johan
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Advanced mathematical methods for finance
,
(pp. 247-255)
.
2011
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346
Analyticity of the Wiener-Hopf Factors and valuation of exotic options in Lévy models
Eberlein, Ernst
;
Glau, Kathrin
;
Papapantoleon, Antonis
- In:
Advanced mathematical methods for finance
,
(pp. 223-245)
.
2011
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A general maximum principle for anticipative stochastic control and applications to insider trading
Di Nunno, Giulia
;
Pamen, Olivier Menoukeu
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Øksendal, …
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Advanced mathematical methods for finance
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(pp. 181-221)
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2011
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Credit contagion in a long range dependent macroeconomic factor model
Biagini, Francesca
;
Fuschini, Serena
;
Klüppelberg, Claudia
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Advanced mathematical methods for finance
,
(pp. 105-132)
.
2011
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349
Fractional processes as models in stochastic finance
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
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Advanced mathematical methods for finance
,
(pp. 75-103)
.
2011
Persistent link: https://www.econbiz.de/10008991326
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350
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
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Advanced mathematical methods for finance
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(pp. 35-74)
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2011
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