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Risiko
Theorie
157
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157
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91
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54
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54
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44
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English
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Madan, Dilip B.
34
Schoutens, Wim
9
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6
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3
Elliott, Robert J.
3
Milne, Frank
3
Eberlein, Ernst
2
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2
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1
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1
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1
Melamed, Michael
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Annals of finance
5
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4
Finance and stochastics
2
Insurance
2
International journal of theoretical and applied finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
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Asia Pacific financial markets
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1
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Peter Carr Gedenkschrift : research advances in mathematical finance
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ECONIS (ZBW)
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Capital allocation and risk contribution with discrete-time coherent risk
Cherny, Alexander S.
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 13-40
Persistent link: https://www.econbiz.de/10003818201
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2
Risk-reward optimization with discrete-time coherent risk
Cherny, Alexander S.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 571-595
Persistent link: https://www.econbiz.de/10008666990
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3
Dilatation monotone risk measures are law invariant
Cherny, Alexander S.
;
Grigoriev, Pavel G.
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 291-298
Persistent link: https://www.econbiz.de/10003439765
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4
Risk measurement in semimartingale models with multiple consumption goods
Madan, Dilip B.
- In:
Journal of economic theory
2
(
1988
),
pp. 398-412
Persistent link: https://www.econbiz.de/10001058627
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5
Measures of risk aversion with many commodities
Madan, Dilip B.
- In:
Economics letters
11
(
1983
)
1/2
,
pp. 93-100
Persistent link: https://www.econbiz.de/10002418092
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6
General financial economic equilibria
Madan, Dilip B.
- In:
International journal of computational economics and …
14
(
2024
)
4
,
pp. 389-422
Persistent link: https://www.econbiz.de/10015399327
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7
Benchmarking in two price financial markets
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10011555706
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8
Financial equilibrium with non-linear valuations
Madan, Dilip B.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 211-221
Persistent link: https://www.econbiz.de/10011945593
Saved in:
9
Incomplete diversification and asset pricing
Madan, Dilip B.
;
Milne, Frank
;
Elliott, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000135929
Saved in:
10
Pricing in incomplete markets: from absence of good deals to acceptable risk
Geman, Hélyette
;
Madan, Dilip B.
- In:
Risk measures for the 21st century
,
(pp. 451-474)
.
2004
Persistent link: https://www.econbiz.de/10002081637
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