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type_genre:"Arbeitspapier"
type_genre:"Collection of articles written by one author"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Portfolio-Management"
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Portfolio-Management
Theorie
609
Theory
609
Estimation theory
155
Schätztheorie
155
Time series analysis
49
Zeitreihenanalyse
49
Statistical theory
45
Statistische Methodenlehre
45
France
40
Frankreich
40
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29
Schätzung
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Probability theory
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Portfolio selection
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Optionspreistheorie
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Unemployment
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Asymmetric information
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Asymmetrische Information
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CAPM
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Chaos theory
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Chaostheorie
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Nichtparametrisches Verfahren
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Arbeitspapier
Collection of articles written by one author
Working Paper
19
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17
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17
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10
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English
17
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Gouriéroux, Christian
9
Koehl, Pierre-François
3
Jouini, Elyès
2
Jouneau, Frédéric
2
Lasserre, Guillaume
2
Monfort, Alain
2
Allard, Marie
1
Bertail, Patrice
1
Bronsard, Camille
1
Carassus, Laurence
1
Dubecq, Simon
1
Fermanian, Jean-David
1
Fougère, Denis
1
Gagliardini, Patrick
1
Grasselli, M.
1
Häfke, Christian
1
Laurent, Jean-Paul
1
Liu, Wei
1
Pham, Huyên
1
Politis, Dimitris N.
1
Scaillet, Olivier
1
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / National Bureau of Economic Research, Inc.
191
Research paper series / Swiss Finance Institute
120
Discussion paper / Centre for Economic Policy Research
85
Swiss Finance Institute Research Paper
81
Discussion paper / Tinbergen Institute
62
Working paper
51
CESifo working papers
49
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
44
Discussion papers / CEPR
40
Discussion paper / Center for Economic Research, Tilburg University
39
Discussion paper
38
Working papers
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Finance and economics discussion series
26
IMF working papers
26
Working paper series
25
SFB 649 discussion paper
23
IFA working paper
22
Working paper / Centre for Financial Research
20
Working paper series / European Central Bank
18
Working papers on finance
18
Discussion paper / Deutsche Bundesbank
17
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
17
Discussion paper / LSE Financial Markets Group
16
CFS working paper series
15
Dresdner Beiträge zu quantitativen Verfahren
15
IMF working paper
15
Report / Erasmus Center for Financial Research, Erasmus University
15
Discussion paper series / Harvard Institute of Economic Research
14
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
14
Working paper series / University of Zurich, Department of Economics
14
Working papers / Rodney L. White Center for Financial Research
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Research paper / International Center for Financial Asset Management and Engineering
13
Working papers / Financial Institutions Center
13
Netspar academic series
12
SAFE working paper
12
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
11
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
10
Documentos de trabajo / Banco de España
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ECONIS (ZBW)
19
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1
Shock on variable or shock on distribution with application to stress-tests
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009553170
Saved in:
2
The limits of granularity adjustments
Fermanian, Jean-David
-
2013
Persistent link: https://www.econbiz.de/10010342709
Saved in:
3
Approximate derivative pricing for large classes of homogeneous assets with systematic risk
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10003988308
Saved in:
4
Efficient portfolio analysis using distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003422288
Saved in:
5
Market equilibrium with insider trading and bid-ask prices
Lasserre, Guillaume
-
2003
Persistent link: https://www.econbiz.de/10001771873
Saved in:
6
Partial asymmetric information and equilibrium in a continuous time model
Lasserre, Guillaume
-
2002
Persistent link: https://www.econbiz.de/10001716697
Saved in:
7
A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
-
2002
Persistent link: https://www.econbiz.de/10001720937
Saved in:
8
Equidependence in qualitative and duration models with application to credit risk
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742494
Saved in:
9
A stability result for the HARA class with stochastic interest rates
Grasselli, M.
-
2000
Persistent link: https://www.econbiz.de/10001491371
Saved in:
10
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
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