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~subject:"Portfolio selection"
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Portfolio selection
Theorie
29
Theory
29
Option pricing theory
23
Optionspreistheorie
23
Stochastic process
22
Stochastischer Prozess
22
Portfolio-Management
11
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10
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10
Hedging
9
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9
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9
Finanzmathematik
7
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6
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Insiderhandel
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5
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Szenariotechnik
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4
Energiemarkt
4
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4
Investitionsentscheidung
4
Investment decision
4
Option trading
4
Optionsgeschäft
4
Simulation
4
Analysis
3
Black-Scholes model
3
Black-Scholes-Modell
3
Corporate Social Responsibility
3
Corporate social responsibility
3
Economic transition
3
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3
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10
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9
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1
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English
11
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Tankov, Peter
8
Kohatsu-Higa, Arturo
3
Cont, Rama
2
Pham, Huyên
2
Sulem, Agnès
2
Bermin, Hans-Peter
1
Chau, Huy N.
1
Cretarola, Alessandra
1
De Franco, Carmine
1
Di Nunno, Giulia
1
Gozzi, Fausto
1
Jiao, Ying
1
Klopfenstein, Olivier
1
Montero, Miquel
1
Ménassé, Clément
1
Proske, Frank
1
Runggaldier, Wolfgang J.
1
Øksendal, Bernt K.
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Finance and stochastics
2
Applied mathematical finance
1
Chapman & Hall/CRC financial mathematics series
1
Insurance / Mathematics & economics
1
Mathematical modeling and numerical methods in finance : special volume
1
Mathematics and financial economics
1
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ECONIS (ZBW)
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Local vega index and variance reduction methods
Bermin, Hans-Peter
;
Kohatsu-Higa, Arturo
;
Montero, Miquel
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10001765651
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2
Utility maximization in an insider influenced market
Kohatsu-Higa, Arturo
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 153-179
Persistent link: https://www.econbiz.de/10003336869
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3
Anticipative stochastic control for Lévy processes with application to insider trading
Sulem, Agnès
;
Kohatsu-Higa, Arturo
;
Øksendal, Bernt K.
; …
-
2009
Persistent link: https://www.econbiz.de/10003827062
Saved in:
4
Financial modelling with jump processes
Cont, Rama
;
Tankov, Peter
-
2004
Persistent link: https://www.econbiz.de/10001790344
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5
Portfolio insurance under a risk-measure constraint
De Franco, Carmine
;
Tankov, Peter
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 361-370
Persistent link: https://www.econbiz.de/10009404705
Saved in:
6
Optimal consumption policies in illiquid markets
Cretarola, Alessandra
;
Gozzi, Fausto
;
Pham, Huyên
; …
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 85-115
Persistent link: https://www.econbiz.de/10008824131
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7
A model of optimal consumption under liquidity risk with random trading times
Pham, Huyên
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 613-627
Persistent link: https://www.econbiz.de/10003769020
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8
Constant proportion portfolio insurance in the presence of jumps in asset prices
Cont, Rama
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 379-401
Persistent link: https://www.econbiz.de/10003882496
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9
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
Saved in:
10
Hedging under multiple risk constraints
Jiao, Ying
;
Klopfenstein, Olivier
;
Tankov, Peter
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
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