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CAPM
Theorie
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Theory
71
Mathematical programming
50
Mathematische Optimierung
50
Stochastic process
33
Stochastischer Prozess
33
Portfolio selection
26
Portfolio-Management
26
Risikomaß
17
Risk measure
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Dynamic programming
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Dynamische Optimierung
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Integer programming
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Robust statistics
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Robustes Verfahren
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Risikoaversion
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Risk aversion
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Stochastic programming
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Allgemeines Gleichgewicht
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General equilibrium
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Investment Fund
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Investmentfonds
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Algorithm
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Algorithmus
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Risikomanagement
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Benchmarking
6
Control theory
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Decomposition method
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Dekompositionsverfahren
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Heuristics
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Kontrolltheorie
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Optimization
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Risk management
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English
5
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Shapiro, Alex
5
Başak, Suleyman
3
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The review of financial studies
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Rodney L. White Center for Financial Research
1
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ECONIS (ZBW)
5
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1
The investor recognition hypothesis in a dynamic general equilibrium : theory and evidence
Shapiro, Alex
-
1999
Persistent link: https://www.econbiz.de/10001447917
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2
The investor recognition hypothesis in a dynamic general equilibrium : theory and evidence
Shapiro, Alex
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 97-141
Persistent link: https://www.econbiz.de/10001639611
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3
Value-at-risk based risk management : optimal policies and asset prices
Başak, Suleyman
;
Shapiro, Alex
-
1999
Persistent link: https://www.econbiz.de/10001447907
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4
Value-at-risk based risk management : optimal policies and asset prices
Başak, Suleyman
;
Shapiro, Alex
-
1998
Persistent link: https://www.econbiz.de/10001374712
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5
Value-at-risk-based risk management : optimal policies and asset prices
Başak, Suleyman
;
Shapiro, Alex
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 371-405
Persistent link: https://www.econbiz.de/10001570567
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