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~subject:"Portfolio selection"
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Portfolio selection
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18
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7
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Portfolio-Management
6
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5
Incomplete market
4
Option pricing theory
4
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Adverse Selektion
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English
6
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Koehl, Pierre-François
6
Jouini, Elyès
2
Pham, Huyên
2
Touzi, Nizar
2
Deelstra, Griselda
1
Grasselli, Martino
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Journal of economic dynamics & control
1
Journal of mathematical economics
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The European journal of finance
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ECONIS (ZBW)
6
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1
Optimal design of the guarantee for defined contribution funds
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
- In:
Journal of economic dynamics & control
28
(
2004
)
11
,
pp. 2239-2260
Persistent link: https://www.econbiz.de/10002172298
Saved in:
2
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
- In:
Journal of mathematical economics
33
(
2000
)
3
,
pp. 339-351
Persistent link: https://www.econbiz.de/10001486490
Saved in:
3
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
-
1997
Persistent link: https://www.econbiz.de/10000980276
Saved in:
4
Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès
- In:
The European journal of finance
3
(
1997
)
4
,
pp. 325-347
Persistent link: https://www.econbiz.de/10001236107
Saved in:
5
Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès
;
Koehl, Pierre-François
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924113
Saved in:
6
A dynamic model of the liquidity premium
Koehl, Pierre-François
-
1995
Persistent link: https://www.econbiz.de/10000927787
Saved in:
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