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subject:"Portfolio selection"
~person:"Steffensen, Mogens"
~source:"econis"
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Portfolio selection
Consumer demand theory
3
Nachfragetheorie des Haushalts
3
Portfolio-Management
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Stochastic process
2
Stochastischer Prozess
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Altersgrenze
1
Insurance
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Intertemporal choice
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Markov chain
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Markov-Kette
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Mortality
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Optimal consumption and investment
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Option trading
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Optionsgeschäft
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Precommitted, naive and sophisticated individuals
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Stochastic market model
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Steffensen, Mogens
Viceira, Luis M.
8
Chacko, George
6
Seifried, Frank Thomas
5
Bilsen, Servaas van
4
Kraft, Holger
4
St.-Amour, Pascal
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Laeven, Roger J. A.
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Seiferling, Thomas
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Bensoussan, Alain
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Boelaars, Ilja
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Cuoco, Domenico
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Curatola, Giuliano
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Fisher, Mark
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Föllmer, Hans
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Hentschel, Felix
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Hugonnier, Julien
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Huotari, Antti
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Koo, Hyeng-keun
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Korn, Ralf
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Lin, Qian
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Muhle-Karbe, Johannes
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Ozenbas, Deniz
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Pagano, Michael S.
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Park, Seyoung
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Pelgrin, Florian
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Riedel, Frank
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Schwartz, Robert A.
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Sethi, Suresh P.
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Weber, Bruce W.
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van Bilsen, Servaas
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Aït-Sahalia, Yacine
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Batchuluun, Altantsetseg
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Berdjane, Belkacem
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Bhandari, Amit Vijay
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Bouaddi, Mohammed
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Busch, Michael
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Bywaters, David A.
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Chen, An
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Insurance / Mathematics & economics
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Mathematical methods of operations research
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ECONIS (ZBW)
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On retirement time decision making
Chen, An
;
Hentschel, Felix
;
Steffensen, Mogens
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 107-129
Persistent link: https://www.econbiz.de/10012622384
Saved in:
2
Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger
;
Steffensen, Mogens
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003285476
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