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~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Seifried, Frank Thomas"
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Portfolio selection
Volatilität
Portfolio-Management
4
Incomplete market
2
Unvollkommener Markt
2
Ambiguity aversion
1
Anlageverhalten
1
Asset pricing
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Entscheidung unter Unsicherheit
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Estimation
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1
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1
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Option pricing theory
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1
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1
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Seifried, Frank Thomas
Kabanov, Jurij M.
7
Andersen, Torben
6
Muhle-Karbe, Johannes
6
Shleifer, Andrei
6
Benth, Fred Espen
5
Carr, Peter
5
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5
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5
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5
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5
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4
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4
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4
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4
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4
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4
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4
Rüschendorf, Ludger
4
Schied, Alexander
4
Stambaugh, Robert F.
4
Uppal, Raman
4
Vishny, Robert W.
4
Barberis, Nicholas
3
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3
Becherer, Dirk
3
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3
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3
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3
Carmona, René
3
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3
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3
Daniel, Kent
3
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3
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Finance and stochastics
The journal of finance : the journal of the American Finance Association
Journal of economic dynamics & control
3
International journal of theoretical and applied finance
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Mathematics and financial economics
1
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OR spectrum : quantitative approaches in management
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Review of derivatives research
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The journal of computational finance
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ECONIS (ZBW)
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1
Hedging with small uncertainty aversion
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
;
Seifried, …
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
Saved in:
2
Optimal consumption and investment with Epstein-Zin recursive utility
Kraft, Holger
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 187-226
Persistent link: https://www.econbiz.de/10011944068
Saved in:
3
Consumption-portfolio optimization with recursive utility in incomplete markets
Kraft, Holger
;
Seifried, Frank Thomas
;
Steffensen, Mogens
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 161-196
Persistent link: https://www.econbiz.de/10009682287
Saved in:
4
Asset allocation and liquidity breakdowns : what if your broker does not answer the phone?
Diesinger, Peter M.
;
Kraft, Holger
;
Seifried, Frank Thomas
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 343-374
Persistent link: https://www.econbiz.de/10010216488
Saved in:
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