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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Transaktionskosten"
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Transaktionskosten
Risikomaß
46
Risk measure
46
Theorie
27
Theory
27
Portfolio selection
22
Portfolio-Management
22
Risiko
16
Risk
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Risikomanagement
15
Risk management
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Measurement
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Messung
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Stochastic process
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Stochastischer Prozess
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Credit risk
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Kreditrisiko
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Option pricing theory
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Optionspreistheorie
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Estimation theory
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Schätztheorie
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Statistical distribution
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Statistische Verteilung
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Volatility
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Volatilität
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Basel Accord
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Basler Akkord
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expected shortfall
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Bank risk
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Bankrisiko
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Derivat
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Estimation
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Financial services
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Finanzdienstleistung
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Systemrisiko
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set-valued risk measures
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Rudloff, Birgit
2
Ararat, Çağin
1
Hamel, Andreas
1
Lépinette, Emmanuel
1
Löhne, Andreas
1
Tahar, Imen Ben
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International journal of theoretical and applied finance
European journal of operational research : EJOR
2
Journal of banking & finance
2
Quantitative finance
2
Application of operations research to financial markets
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Finance and stochastics
1
International journal of financial engineering
1
Journal of business economics and management
1
Journal of economic and financial sciences
1
Journal of mathematical economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of quantitative finance and accounting
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The journal of investment strategies
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1
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
2
An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363905
Saved in:
3
Vector-valued coherent risk measure processes
Tahar, Imen Ben
;
Lépinette, Emmanuel
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
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