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subject:"Risiko"
subject:"Welt"
~isPartOf:"Quantitative finance"
~person:"Kürsten, Wolfgang"
~person:"Rohde, Victor"
~subject:"Forecasting model"
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Kürsten, Wolfgang
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Quantitative finance
Jenaer Schriften zur Wirtschaftswissenschaft : Arbeits- und Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Friedrich-Schiller-Universität Jena
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Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen : Festschrift für Jochen Wilhelm
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Scandinavian actuarial journal
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Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
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Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
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