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~subject:"Portfolio selection"
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Portfolio selection
Theorie
84
Theory
84
Optionspreistheorie
24
Portfolio-Management
24
Option pricing theory
23
Risikomanagement
19
Risk management
18
Risiko
16
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16
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16
Wertpapierhandel
16
Monte Carlo simulation
15
Risikomaß
14
Risk measure
14
Financial crisis
13
Volatility
13
Volatilität
13
Börsenkurs
12
Derivat
12
Derivative
12
Finanzkrise
12
Monte-Carlo-Simulation
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Share price
12
Bank risk
11
Bankrisiko
11
Financial market
11
Finanzmarkt
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Credit risk
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Forecasting model
10
Kreditrisiko
10
Prognoseverfahren
10
USA
9
United States
9
Ansteckungseffekt
8
Contagion effect
8
Network
8
Netzwerk
8
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7
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7
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13
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English
24
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Glasserman, Paul
18
Moallemi, Ciamac C.
6
Maglaras, Costis
3
Min, Seungki
3
Shahabuddin, Perwez
3
Xu, Xingbo
3
Capponi, Agostino
2
Ghamami, Samim
2
Heidelberger, Philip
2
Kang, Wanmo
2
Sağlam, Mehmet
2
Weber, Marko
2
Chen, Zhiyong
1
Collin-Dufresne, Pierre
1
Daniel, Kent D.
1
Neuberg, Richard
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Columbia Business School Research Paper
2
Operations research
2
Annual review of financial economics
1
Finance and stochastics
1
Financial engineering
1
Journal of financial and quantitative analysis : JFQA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Paine Webber working paper series in money, economics and finance
1
Quantitative finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The professional risk managers' guide to finance theory and application
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ECONIS (ZBW)
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Tail approximations for portfolio credit risk
Glasserman, Paul
- In:
The journal of derivatives : the official publication …
12
(
2004
)
2
,
pp. 24-42
Persistent link: https://www.econbiz.de/10002535960
Saved in:
2
Portfolio mathematics
Glasserman, Paul
- In:
The professional risk managers' guide to finance theory …
,
(pp. 55-102)
.
2008
Persistent link: https://www.econbiz.de/10003677812
Saved in:
3
Calculating portfolio credit risk
Glasserman, Paul
- In:
Financial engineering
,
(pp. 437-470)
.
2008
Persistent link: https://www.econbiz.de/10003567702
Saved in:
4
Risk horizon and rebalancing horizon in portfolio risk measurement
Glasserman, Paul
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 214-249
Persistent link: https://www.econbiz.de/10009613204
Saved in:
5
Portfolio value-at-risk with heavy-tailed risk factors
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
-
2000
Persistent link: https://www.econbiz.de/10001496087
Saved in:
6
Portfolio value-at-risk with heavy-tailed risk factors
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
Mathematical finance : an international journal of …
12
(
2002
)
3
,
pp. 239-269
Persistent link: https://www.econbiz.de/10001686394
Saved in:
7
Swing pricing : theory and evidence
Capponi, Agostino
;
Glasserman, Paul
;
Weber, Marko
- In:
Annual review of financial economics
15
(
2023
),
pp. 617-640
Persistent link: https://www.econbiz.de/10014427161
Saved in:
8
Sensitivity estimates for portfolio credit derivatives using Monte Carlo
Chen, Zhiyong
;
Glasserman, Paul
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 507-540
Persistent link: https://www.econbiz.de/10003899268
Saved in:
9
Design of risk weights
Glasserman, Paul
;
Kang, Wanmo
- In:
Operations research
62
(
2014
)
6
,
pp. 1204-1220
Persistent link: https://www.econbiz.de/10010471872
Saved in:
10
Large deviations in multifactor portfolio credit risk
Glasserman, Paul
;
Kang, Wanmo
;
Shahabuddin, Perwez
- In:
Mathematical finance : an international journal of …
17
(
2007
)
3
,
pp. 345-379
Persistent link: https://www.econbiz.de/10003626548
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