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~subject:"Portfolio selection"
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Portfolio selection
Theorie
118
Theory
118
CAPM
43
Capital income
34
Kapitaleinkommen
34
Portfolio-Management
26
Option pricing theory
25
Optionspreistheorie
25
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24
Volatilität
24
Börsenkurs
22
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22
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22
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21
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18
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18
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11
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10
Nonparametric statistics
10
Risikoaversion
10
Schock
10
Shock
10
Derivat
9
Derivative
9
Incomplete information
9
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9
Liquidität
9
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9
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5
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19
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7
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3
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English
26
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Detemple, Jérôme B.
14
Garcia, René
13
Rindisbacher, Marcel
7
Almeida, Caio
3
Adler, Michael
2
Ardison, Kym
2
Campani, Carlos Heitor
2
Gungor, Sermin
2
Berrada, Tony
1
Bodie, Zvi
1
Chabi-Yo, Fousseni
1
Detemple, Jerome
1
Díez de los Ríos, Antonio
1
Fontaine, Jean-Sebastien
1
Fontaine, Jean-Sébastien
1
Hugonnier, Julien
1
Karatzas, Ioannis
1
Laminou Abdou, Souleymane
1
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1
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1
Murthy, Shashidhar
1
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1
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1
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1
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1
Sundaresan, Suresh M.
1
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1
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The review of financial studies
4
Journal of banking & finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The journal of finance : the journal of the American Finance Association
2
European journal of operational research : EJOR
1
Journal of economic dynamics & control
1
Journal of economic theory
1
Journal of financial economics
1
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
1
Review of derivatives research
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
The North American journal of economics and finance : a journal of financial economics studies
1
The handbook of post crisis financial modelling
1
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1
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ECONIS (ZBW)
26
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A Monte Carlo method for optimal portfolios
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 401-446
Persistent link: https://www.econbiz.de/10001737303
Saved in:
2
Intertemporal asset allocation : a comparison of methods
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2821-2848
Persistent link: https://www.econbiz.de/10003121055
Saved in:
3
Closed-form solutions for optimal portfolio selection with stochastic interest rate and investment constraints
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 539-568
Persistent link: https://www.econbiz.de/10003121127
Saved in:
4
Dynamic asset allocation : portfolio decomposition formula and applications
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 25-100
Persistent link: https://www.econbiz.de/10003941596
Saved in:
5
The private information price of risk
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
The handbook of post crisis financial modelling
,
(pp. 190-213)
.
2016
Persistent link: https://www.econbiz.de/10011475766
Saved in:
6
Nontraded asset valuation with portfolio constraints : a binominal appraoch
Detemple, Jérôme B.
;
Sundaresan, Suresh M.
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 835-872
Persistent link: https://www.econbiz.de/10001421875
Saved in:
7
Hedging with futures in an intertemporal portfolio context
Adler, Michael
;
Detemple, Jérôme B.
-
1987
Persistent link: https://www.econbiz.de/10000739200
Saved in:
8
Equilibrium asset prices and no-arbitrage with portfolio constraints
Detemple, Jérôme B.
- In:
The review of financial studies
10
(
1997
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10001229600
Saved in:
9
Optimal consumption-portfolio policies with habit formation
Detemple, Jérôme B.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 251-274
Persistent link: https://www.econbiz.de/10001143972
Saved in:
10
Dynamic equilibrium with liquidity constraints
Detemple, Jérôme B.
;
Serrat, Angel
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 597-629
Persistent link: https://www.econbiz.de/10001764240
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