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~subject:"Portfolio selection"
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Portfolio selection
Theorie
32
Theory
32
Anleihe
17
Bond
17
Portfolio-Management
17
Canada
13
Credit risk
13
Kreditrisiko
13
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12
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12
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11
Option pricing theory
11
Optionspreistheorie
11
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10
Bankenregulierung
10
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9
Stochastischer Prozess
9
Bank guarantee
8
Bankgarantie
8
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8
Basler Akkord
8
Bürgschaft
8
Disaster
8
Katastrophe
8
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8
Surety
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7
Interest rate risk
7
Konjunktur
7
Reinsurance
7
Risikoprämie
7
Risk premium
7
Rückversicherung
7
Zinsrisiko
7
Bank lending
6
Insurance-Linked Securities
6
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6
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11
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12
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1
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1
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English
17
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Lai, Van Son
17
Soumaré, Issouf
9
Trottier, Denis-Alexandre
4
Gendron, Michel
3
Godin, Frédéric
2
Grégoire, Luc
2
Demers-Belanger, Karl
1
Gendron, M. Michel
1
Kadiyala, Padma
1
Lamond, Bernard F.
1
Langlois, Yves
1
Nguyen, Duc Khuong
1
Parcollet, Mathieu
1
Sodjahin, William
1
Soumaré, Issoufa
1
Tetu, Alexandre
1
Têtu, Alexandre
1
Viswanath, P. V.
1
Zhang, Xueying
1
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The journal of fixed income
3
Financial markets, institutions & instruments
2
International review of financial analysis
2
Advances in Pacific Basin business, economics, and finance
1
Asia-Pacific journal of risk and insurance : APJRI
1
Finance research letters
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Financial risk and financial risk management
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ECONIS (ZBW)
17
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1
An analysis of private loan guarantee portfolios
Gendron, Michel
;
Lai, Van Son
;
Soumaré, Issouf
- In:
Financial risk and financial risk management
,
(pp. 395-415)
.
2002
Persistent link: https://www.econbiz.de/10001755653
Saved in:
2
Risk-based capital and credit insurance portfolios
Lai, Van Son
;
Soumaré, Issouf
- In:
Financial markets, institutions & instruments
19
(
2010
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10003972086
Saved in:
3
Papers on bond valuation
Lai, Van Son
(
contributor
);
Zhang, Xueying
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010248473
Saved in:
4
Credit insurance and investment : a contingent claims analysis approach
Lai, Van Son
;
Soumaré, Issoufa
- In:
International review of financial analysis
19
(
2010
)
2
,
pp. 98-107
Persistent link: https://www.econbiz.de/10008669497
Saved in:
5
An analysis of portfolios of insured debts
Gendron, Michel
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10003376587
Saved in:
6
Hedging portfolios of financial guarantees
Lai, Van Son
;
Langlois, Yves
;
Soumaré, Issouf
- In:
Journal of risk
11
(
2008/09
)
2
,
pp. 39-63
Persistent link: https://www.econbiz.de/10003809406
Saved in:
7
Economic capital for bond insurers
Grégoire, Luc
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
19
(
2009/10
)
3
,
pp. 47-65
Persistent link: https://www.econbiz.de/10003940855
Saved in:
8
The valuation of catastrophe bonds with exposure to currency exchange risk
Lai, Van Son
;
Parcollet, Mathieu
;
Lamond, Bernard F.
- In:
International review of financial analysis
33
(
2014
),
pp. 243-252
Persistent link: https://www.econbiz.de/10010520456
Saved in:
9
Hedging flood losses using cat bonds
Têtu, Alexandre
;
Lai, Van Son
;
Soumaré, Issouf
; …
- In:
Asia-Pacific journal of risk and insurance : APJRI
9
(
2015
)
2
,
pp. 149-184
Persistent link: https://www.econbiz.de/10011407695
Saved in:
10
Reinsurance or CAT bond? : how to optimally combine both
Trottier, Denis-Alexandre
;
Lai, Van Son
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 65-87
Persistent link: https://www.econbiz.de/10011803811
Saved in:
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