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Portfolio selection
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Mathematical finance
Kohlmann, Michael
(
ed.
);
Tang, Shanjian
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001563491
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2
Representation of dynamic time-consistent convex risk measures with jumps
Tang, Shanjian
;
Wei, Wenning
- In:
Risk and decision analysis
3
(
2012
)
3
,
pp. 167-190
Persistent link: https://www.econbiz.de/10009655735
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3
On the law of one price
Courtault, Jean-Michael
;
Delbaen, Freddy
;
Kabanov, Jurij M.
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 525-530
Persistent link: https://www.econbiz.de/10002261465
Saved in:
4
Representation of the penalty term of dynamic concave utilities
Delbaen, Freddy
;
Peng, Shige
;
Rosazza Gianin, Emanuela
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 449-472
Persistent link: https://www.econbiz.de/10010216492
Saved in:
5
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
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