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type_genre:"Working Paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~language:"eng"
~subject:"Portfolio selection"
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Portfolio selection
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Gouriéroux, Christian
7
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3
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Lasserre, Guillaume
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Monfort, Alain
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1
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1
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Pham, Huyên
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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
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120
Discussion paper / Centre for Economic Policy Research
85
Swiss Finance Institute Research Paper
81
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61
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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
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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ECONIS (ZBW)
17
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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
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
10
A stability result for the HARA class with stochastic interest rates
Grasselli, M.
-
2000
Persistent link: https://www.econbiz.de/10001491371
Saved in:
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