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~language:"eng"
~person:"Kallsen, Jan"
~person:"Racicot, François-Éric"
~subject:"Decision under uncertainty"
~subject:"Kapitaleinkommen"
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Decision under uncertainty
Kapitaleinkommen
Hedging
22
Portfolio selection
10
Portfolio-Management
10
Option pricing theory
9
Optionspreistheorie
9
Theorie
9
Theory
9
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7
Hedgefonds
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Kallsen, Jan
Racicot, François-Éric
Guirguis, Michel
12
Broll, Udo
11
Agarwal, Vikas
10
Bali, Turan G.
9
Brown, Stephen J.
9
Ang, Andrew
7
Weigert, Florian
7
Hoesli, Martin
6
Kit, Pong Wong
6
Korn, Olaf
6
McAleer, Michael
6
Signori, Ombretta
6
Chang, Chia-Lin
5
Eckwert, Bernhard
5
Goetzmann, William N.
5
Lai, Yu-Sheng
5
Muhle-Karbe, Johannes
5
Nguyen, Duc Khuong
5
Ruenzi, Stefan
5
Darolles, Serge
4
Getmansky, Mila
4
Gupta, Rangan
4
Herrmann, Sebastian
4
Heymans, André
4
Kosowski, Robert
4
Lo, Andrew W.
4
MacGregor, Bryan D.
4
Makarov, Igor
4
Naik, Narayan Y.
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Stafylas, Dimitrios
4
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4
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Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Applied economics
1
Economic modelling
1
International review of economics & finance : IREF
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of asset management
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ECONIS (ZBW)
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1
The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks
Racicot, François-Éric
;
Théoret, Raymond
;
Gregoriou, …
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 289-318
Persistent link: https://www.econbiz.de/10012671925
Saved in:
2
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Saved in:
3
The q-factor model and the redundancy of the value factor : an application to hedge funds
Racicot, François-Éric
;
Théoret, Raymond
- In:
The journal of asset management
17
(
2016
)
7
,
pp. 526-539
Persistent link: https://www.econbiz.de/10011648215
Saved in:
4
Cumulant instrument estimators for hedge fund return models with errors in variables
Racicot, François-Éric
;
Théoret, Raymond
- In:
Applied economics
46
(
2014
)
10/12
,
pp. 1134-1149
Persistent link: https://www.econbiz.de/10010399380
Saved in:
5
Discrete-time variance-optimal
hedging
in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Shenkman, Natalia
; …
- In:
Alternative investments and strategies : credit, …
,
(pp. 375-393)
.
2010
Persistent link: https://www.econbiz.de/10008655196
Saved in:
6
Mean-variance
hedging
and optimal investment in Heston's model with correlation
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 473-492
Persistent link: https://www.econbiz.de/10003752317
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