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~person:"Avanesyan, Levon"
~person:"Delong, Łukasz"
~subject:"Faktorenanalyse"
~subject:"Portfolio selection"
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Faktorenanalyse
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Avanesyan, Levon
Delong, Łukasz
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Astin bulletin : the journal of the International Actuarial Association
2
Finance and stochastics
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Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem
Avanesyan, Levon
;
Shkolnikov, Mykhaylo
;
Sircar, Kaushik …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 981-1011
Persistent link: https://www.econbiz.de/10012518139
Saved in:
2
Fair valuation of insurance liability cash-flow streams in continuous time : applications
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 299-333
Persistent link: https://www.econbiz.de/10012056592
Saved in:
3
Optimal investment for a defined-contribution pension scheme under a regime switching model
Chen, An
;
Delong, Łukasz
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 397-419
Persistent link: https://www.econbiz.de/10011312280
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