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Year of publication
Subject
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Theorie 41 Theory 41 Portfolio selection 22 Portfolio-Management 22 Estimation 13 Schätzung 13 Credit risk 12 Kreditrisiko 12 Schweiz 8 Switzerland 8 Financial analysis 7 Finanzanalyse 7 Börsenkurs 6 CAPM 6 Capital income 6 Kapitaleinkommen 6 Risikoprämie 6 Risk premium 6 Share price 6 Option pricing theory 5 Optionspreistheorie 5 Risiko 5 Risikomanagement 5 Risk 5 Risk management 5 EU countries 4 EU-Staaten 4 Hedging 4 Welt 4 World 4 Yield curve 4 Zinsstruktur 4 Aktienmarkt 3 Anleihe 3 Bond 3 Derivat 3 Derivative 3 Estimation theory 3 Financial market 3 Finanzmarkt 3
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Online availability
All
Free 54
Type of publication
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Book / Working Paper 63
Type of publication (narrower categories)
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Arbeitspapier 55 Graue Literatur 55 Non-commercial literature 55 Working Paper 55
Language
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English 63
Author
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Gilli, Manfred 4 Hamelink, Foort 4 Hoesli, Martin 4 Isakov, Dušan 4 Lhabitant, François-Serge 4 Scaillet, Olivier 4 Arping, Stefan 3 Cossin, Didier 3 Danthine, Jean-Pierre 3 Ke͏̈llezi, Evis 3 Walder, Roger 3 Adjaoute, Kpate 2 Akgun, Aydin 2 Aunon-Nerin, Daniel 2 Englund, Peter 2 Huang, Zhijiang 2 Loubergé, Henri 2 Prigent, Jean-Luc 2 Pérignon, Christophe 2 Renault, Olivier 2 Schlesinger, Harris 2 Thadden, Ernst-Ludwig von 2 Trojani, Fabio 2 Viceira, Luis M. 2 Ziegler, Alexandre 2 Barberis, Nicholas 1 Barone-Adesi, Giovanni 1 Barras, Laurent 1 Bolliger, Guido 1 Botteron, Pascal 1 Bourassa, Steven C. 1 Brennan, Michael J. 1 Campbell, John Y. 1 Capiello, Lorenzo 1 Cappiello, Lorenzo 1 Cauchie, Séverine 1 Cebrián, Ana C. 1 Chacko, George 1 Cuoco, Domenico 1 Denuit, Michel 1
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Institution
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Université de Lausanne / Institut de gestion bancaire et financière 7
Published in...
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Research paper / International Center for Financial Asset Management and Engineering 63
Source
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ECONIS (ZBW) 63
Showing 1 - 10 of 63
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Hedge fund diversification : how much is enough?
Lhabitant, François-Serge; Learned, Michelle - 2002
Persistent link: https://www.econbiz.de/10001707014
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Permanent and transitory factors affecting the dynamics of the term structure of interest rates
Pérignon, Christophe; Villa, Christophe - 2002
Persistent link: https://www.econbiz.de/10001707023
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The determinants of stock returns in a small open economy
Cauchie, Séverine; Hoesli, Martin; Isakov, Dušan - 2002
Persistent link: https://www.econbiz.de/10001707035
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Option pricing with discrete rebalancing
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 2002
Persistent link: https://www.econbiz.de/10001707061
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Valuation of sovereign debt with strategic defaulting and rescheduling
Westphalen, Michael - 2002
Persistent link: https://www.econbiz.de/10001682986
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Market dynamics around public information arrivals
Ranaldo, Angelo - 2002
Persistent link: https://www.econbiz.de/10001682995
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Optimal investment with default risk
Hou, Yuanfeng; Jin, Xiangrong - 2002
Persistent link: https://www.econbiz.de/10001683041
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Why does implied risk aversion smile?
Ziegler, Alexandre - 2002
Persistent link: https://www.econbiz.de/10001683044
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A geometric approach to multiperiod mean variance optimization of assets and liabilities
Leippold, Markus; Trojani, Fabio; Vanini, Paolo - 2002
Persistent link: https://www.econbiz.de/10001683059
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Playing hardball : relationship banking in the age of credit derivatives
Arping, Stefan - 2002
Persistent link: https://www.econbiz.de/10001683062
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