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Optimal portfolio construction...
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Schweiz
Portfolio selection
4
Portfolio-Management
4
Theorie
4
Theory
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Switzerland
3
Mathematical programming
2
Mathematische Optimierung
2
Risiko
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Black-Litterman
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EU countries
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EU-Staaten
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English
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Herzog, Florian
3
Dondi, Gabriel
2
Geering, Hans P.
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Geering, Hans Peter
1
Keel, Simon
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Schumann, Lorenz M.
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schumann, Lorenz M.
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Quantitative fund management
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ECONIS (ZBW)
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Solving ALM problems via sequential stochastic programming
Herzog, Florian
;
Dondi, Gabriel
;
Keel, Simon
;
Schumann, …
- In:
Quantitative fund management
,
(pp. 197-221)
.
2009
Persistent link: https://www.econbiz.de/10003796953
Saved in:
2
Dynamic asset and liability management for Swiss pension funds
Dondi, Gabriel
;
Herzog, Florian
;
schumann, Lorenz M.
; …
-
2007
Persistent link: https://www.econbiz.de/10003523309
Saved in:
3
Strategic portfolio management for long-term investments : an optimal control approach
Herzog, Florian
-
2005
Persistent link: https://www.econbiz.de/10003278290
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