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~subject:"Portfolio selection"
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Portfolio selection
Theorie
138
Theory
138
USA
94
United States
92
CAPM
42
Optionspreistheorie
41
Risikoprämie
40
Risk premium
40
Option pricing theory
39
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37
Credit risk
36
Kreditrisiko
36
Volatility
34
Volatilität
32
Yield curve
32
Zinsstruktur
32
Swap
30
Börsenkurs
28
Share price
27
Real options analysis
25
Realoptionsansatz
25
Capital income
22
Kapitaleinkommen
22
Public bond
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Öffentliche Anleihe
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Derivat
21
Derivative
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Commodity derivative
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Financial economics
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Kapitalmarkttheorie
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Rohstoffderivat
20
Government securities
19
Staatspapier
19
Welt
19
World
19
Corporate bond
18
Credit derivative
18
EU countries
18
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18
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23
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20
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3
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English
37
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Longstaff, Francis A.
20
Schwartz, Eduardo S.
17
Cochrane, John H.
4
Račev, Svetlozar T.
4
Santa-Clara, Pedro
4
Brennan, Michael J.
3
Liu, Jun
3
Matoba, Kyle
3
Tokat, Yesim
3
Carlin, Bruce Ian
2
Downing, Christopher T.
2
Huber, Isabella
2
Ortobelli, Sergio
2
Pan, Jun
2
Rierson, Michael A.
2
Tebaldi, Claudio
2
Carlin, Bruce I.
1
Cauley, Stephen Day
1
Cortazar, Gonzalo
1
Dietrich-Campbell, Bruce
1
Downing, Chris
1
Lagnado, Ronald
1
Lewis, Kurt F.
1
Martin, Bernhard
1
McConnell, John J.
1
Mittnik, Stefan
1
Myers, Brett
1
Myers, Brett W.
1
Ortega, Hector
1
Pavlov, Andrey D.
1
Petrasek, Lubomir
1
Rachev{{}}, Svetlozar
1
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National Bureau of Economic Research
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6
NBER Working Paper
5
Handbook of heavy tailed distributions in finance
3
Journal of financial economics
3
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
3
Journal of economic dynamics & control
2
Mathematical methods of operations research
2
The journal of finance : the journal of the American Finance Association
2
Advances in futures and options research : a research annual
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Finanzmarkt und Portfolio-Management
1
Journal of commodity markets
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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ECONIS (ZBW)
37
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1
Options and portfolio insurance
Schwartz, Eduardo S.
- In:
Finanzmarkt und Portfolio-Management
1
(
1986
)
1
,
pp. 9-17
Persistent link: https://www.econbiz.de/10001218920
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2
Valuing debt options : empir. evidence
Dietrich-Campbell, Bruce
- In:
Journal of financial economics
16
(
1986
)
3
,
pp. 321-343
Persistent link: https://www.econbiz.de/10001015146
Saved in:
3
Portfolio insurance and financial market equilibrium
Brennan, Michael J.
- In:
The journal of business : B
62
(
1989
)
4
,
pp. 455-472
Persistent link: https://www.econbiz.de/10001079388
Saved in:
4
LYON taming
McConnell, John J.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
3
,
pp. 561-576
Persistent link: https://www.econbiz.de/10001047828
Saved in:
5
Time-invariant portfolio insurance strategies
Brennan, Michael J.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
2
,
pp. 283-299
Persistent link: https://www.econbiz.de/10001059369
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6
Strategic asset allocation
Brennan, Michael J.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1377-1403
Persistent link: https://www.econbiz.de/10001222043
Saved in:
7
The stable non-Gaussian asset allocation : a comparison with the classical Gaussian approach
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 937-969
Persistent link: https://www.econbiz.de/10001734458
Saved in:
8
The impact of fat tailed returns on asset allocation
Tokat, Yesim
;
Schwartz, Eduardo S.
- In:
Mathematical methods of operations research
55
(
2002
)
2
,
pp. 165-185
Persistent link: https://www.econbiz.de/10001678009
Saved in:
9
Portfolio selection with stable distributed returns
Ortobelli, Sergio
;
Huber, Isabella
;
Schwartz, Eduardo S.
- In:
Mathematical methods of operations research
55
(
2002
)
2
,
pp. 265-300
Persistent link: https://www.econbiz.de/10001678024
Saved in:
10
Value-at-risk and asset allocation with stable return distributions
Mittnik, Stefan
;
Rachev{{}}, Svetlozar
;
Schwartz, Eduardo S.
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10001650467
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