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~subject:"Portfolio selection"
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Portfolio selection
Theorie
32
Theory
32
Risiko
22
Risk
22
Risk measure
20
Risikomaß
16
Portfolio-Management
15
Risikomanagement
14
Risk management
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Measurement
9
Messung
9
Reinsurance
9
Rückversicherung
9
Derivat
8
Derivative
8
Risikomodell
7
Risk model
7
CAPM
6
Option pricing theory
6
Optionspreistheorie
6
Actuarial mathematics
4
Good deal
4
Option trading
4
Optionsgeschäft
4
Versicherungsmathematik
4
Benchmarking
3
Estimation
3
Financial market
3
Finanzmarkt
3
Hedging
3
Incomplete market
3
Mathematical programming
3
Mathematische Optimierung
3
Moral Hazard
3
Moral hazard
3
Optimal reinsurance
3
Schätzung
3
Unvollkommener Markt
3
applications
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15
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1
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English
15
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Balbás de la Corte, Alejandro
15
Balbás, Beatriz
10
Balbás, Raquel
8
Heras, Antonio
3
Ibáñez, Alfredo
3
Laborda, Ricardo
1
López, Susana
1
Serna, Gregorio
1
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European journal of operational research : EJOR
3
Journal of banking & finance
3
Applied mathematical finance
1
Computational methods in decision-making, economics and finance
1
Insurance / Mathematics & economics
1
Journal of risk
1
Mathematics and financial economics
1
Research in international business and finance
1
Risks : open access journal
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ECONIS (ZBW)
15
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1
When can you immunize a bond portfolio?
Balbás de la Corte, Alejandro
- In:
Journal of banking & finance
22
(
1998
)
12
,
pp. 1571-1595
Persistent link: https://www.econbiz.de/10001252586
Saved in:
2
Dispersion measures as immunization risk measures
Balbás de la Corte, Alejandro
;
Ibáñez, Alfredo
; …
- In:
Journal of banking & finance
26
(
2002
)
6
,
pp. 1229-1244
Persistent link: https://www.econbiz.de/10001670773
Saved in:
3
Actuarial pricing with financial methods
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Scandinavian actuarial journal
2023
(
2023
)
5
,
pp. 450-476
Persistent link: https://www.econbiz.de/10014336588
Saved in:
4
Maxim portfolios in models where immunization is not feasible
Balbás de la Corte, Alejandro
;
Ibáñez, Alfredo
- In:
Computational methods in decision-making, economics and …
,
(pp. 139-165)
.
2010
Persistent link: https://www.econbiz.de/10009153090
Saved in:
5
Stable solutions for optimal reinsurance problems involving risk measures
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
European journal of operational research : EJOR
214
(
2011
)
3
,
pp. 796-804
Persistent link: https://www.econbiz.de/10009316167
Saved in:
6
Optimal reinsurance with general risk measures
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 374-384
Persistent link: https://www.econbiz.de/10009517626
Saved in:
7
Good deals and benchmarks in robust portfolio selection
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 666-678
Persistent link: https://www.econbiz.de/10011441733
Saved in:
8
Interest rate future quality options and negative interest rates
Balbás de la Corte, Alejandro
;
Laborda, Ricardo
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 61-73
Persistent link: https://www.econbiz.de/10011905579
Saved in:
9
Outperforming benchmarks with their derivatives : theory and empirical evidence
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Journal of risk
18
(
2015/2016
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011578371
Saved in:
10
CAPM and APT-like models with risk measures
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1166-1174
Persistent link: https://www.econbiz.de/10003977941
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