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subject:"Portfolio selection"
~person:"Branger, Nicole"
~person:"Meyer-Bullerdiek, Frieder"
~subject:"Repo transactions"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
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Derivat
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Derivative
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Branger, Nicole
Meyer-Bullerdiek, Frieder
Platen, Eckhard
7
Leung, Tim
5
Brooks, Robert
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Baldeaux, Jan
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Journal of economic dynamics & control
1
Review of derivatives research
1
The European journal of finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
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1
Optimal portfolios when variances and covariances can jump
Branger, Nicole
;
Muck, Matthias
;
Seifried, Frank Thomas
; …
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 59-89
Persistent link: https://www.econbiz.de/10011919303
Saved in:
2
Tractable hedging with additional hedge instruments
Branger, Nicole
;
Mahayni, Antje
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 85-114
Persistent link: https://www.econbiz.de/10009272489
Saved in:
3
Discrete-time implementation of continuous-time portfolio strategies
Branger, Nicole
;
Breuer, Beate
;
Schlag, Christian
- In:
The European journal of finance
16
(
2010
)
1/2
,
pp. 137-152
Persistent link: https://www.econbiz.de/10003954449
Saved in:
4
Optimal derivative strategies with discrete rebalancing
Branger, Nicole
;
Breuer, Beate
;
Schlag, Christian
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 67-84
Persistent link: https://www.econbiz.de/10003795464
Saved in:
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