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~person:"Poncet, Patrice"
~subject:"Hedging"
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Hedging
Interest rate risk
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Poncet, Patrice
Broll, Udo
9
Jaenicke, Johannes
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Martellini, Lionel
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Sommer, Daniel
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Asgari Alouj, Hosein
3
Esposito, Lucia
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Fabozzi, Frank J.
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Frey, Rüdiger
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Luciano, Elisa
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Nobili, Andrea
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Pelsser, Antoon André Jean
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Regis, Luca
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Ropele, Tiziano
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Schotman, Peter C.
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Vuillemey, Guillaume
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Amiri, Seyed Masoud Sajjadian
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Attaoui, Sami
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Augustyniak, Maciej
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Boudreault, Mathieu
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Cherrat, Hamza
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Craine, Roger N.
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Dunbar, Kwamie
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Fontana, Silvia Dalla
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Gajek, Lesław
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Hecht, Andreas
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Holz auf der Heide, Marco
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Khetan, Umang
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Koutmos, Gregory
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Lin, Tzuling
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Lioui, Abraham
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Maleki Nia, Nahid
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Memmel, Christoph
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Nawalkha, Sanjay K.
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Pelizzon, Loriana
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Pelsser, Antoon
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Journal of economic dynamics & control
1
Journal of international money and finance
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ECONIS (ZBW)
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1
Optimal currency risk hedging
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of international money and finance
21
(
2002
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10001653939
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2
On optimal portfolio choice under stochastic interest rates
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of economic dynamics & control
25
(
2001
)
11
,
pp. 1841-1865
Persistent link: https://www.econbiz.de/10001599261
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