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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Brigo, Damiano"
~person:"He, Hua"
~subject:"Risk"
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Brigo, Damiano
He, Hua
Korn, Ralf
6
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5
Segal, Uzi
5
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4
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4
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Journal of economic theory
International journal of theoretical and applied finance
Journal of banking & finance
2
Journal of financial engineering
2
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1
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1
Research paper / International Center for Financial Asset Management and Engineering
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ECONIS (ZBW)
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1
A note on the self-financing condition for funding, collateral and discounting
Brigo, Damiano
;
Buescu, Cristin
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011403214
Saved in:
2
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
3
Consumption-portfolio policies : an inverse optimal problem
He, Hua
- In:
Journal of economic theory
62
(
1994
)
2
,
pp. 257-293
Persistent link: https://www.econbiz.de/10001164068
Saved in:
4
Optimal consumption-portfolio policies : a convergence from discrete to continuous time models
He, Hua
- In:
Journal of economic theory
55
(
1991
)
2
,
pp. 340-363
Persistent link: https://www.econbiz.de/10001116383
Saved in:
5
Consumption and portfolio policies with incomplete markets and short-sale constraints : the infinite dimensional case
He, Hua
- In:
Journal of economic theory
54
(
1991
)
2
,
pp. 259-304
Persistent link: https://www.econbiz.de/10001108808
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