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      <title>Data-based parametrization for Affine GARCH models across multiple time scales : roughness implications</title>
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      <author>Escobar, Marcos</author>
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      <title>L'organisation internationale : précédents de la Société des Nations et de l'Union Fédérale Européenne; divers travaux de 1915 à 1924 et rapports présentés à l'Union juridique internationale de 1926 à 1930</title>
      <pubDate>Fri, 29 Sep 2023 12:08:36 +0000</pubDate>
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      <author>Álvarez, Alejandro</author>
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      <title>International portfolio choice under multi-factor stochastic volatility</title>
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      <title>Robust Portfolio Choice with Derivatives Trading Under Stochastic Volatility</title>
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      <title>Portfolio Choice with Stochastic Interest Rates and Learning About Stock Return Predictability</title>
      <pubDate>Thu, 17 Mar 2022 20:53:15 +0000</pubDate>
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      <title>Discrete, Non Probabilistic Market Models. Arbitrage and Pricing Intervals</title>
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      <title>Optimal Investment Under Multi-Factor Stochastic Volatility</title>
      <pubDate>Thu, 17 Mar 2022 00:21:29 +0000</pubDate>
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      <title>Trajectory Based Models. Evaluation of Minmax Pricing Bounds</title>
      <pubDate>Thu, 17 Mar 2022 00:21:29 +0000</pubDate>
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      <title>International Portfolio Choice Under Multi-Factor Stochastic Volatility</title>
      <pubDate>Thu, 17 Mar 2022 00:05:46 +0000</pubDate>
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      <title>Trajectorial Asset Models with Operational Assumptions</title>
      <pubDate>Sat, 26 Feb 2022 23:51:44 +0000</pubDate>
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      <author>Ferrando, Sebastian</author>
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      <title>Closed‐form approximated pricing of multivariate derivatives under switching regime models</title>
      <pubDate>Fri, 15 Oct 2021 07:06:02 +0000</pubDate>
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      <author>Alvarez, Alexander</author>
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      <dc:date>2021</dc:date>
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      <title>Trajectorial asset models with operational assumptions</title>
      <pubDate>Wed, 18 Mar 2020 14:13:08 +0000</pubDate>
      <link>https://www.econbiz.de/Record/trajectorial-asset-models-with-operational-assumptions-ferrando-sebastian/10012176652?sid=1536114457</link>
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      <author>Ferrando, Sebastian</author>
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      <title>Dynamic derivative strategies with stochastic interest rates and model uncertainty</title>
      <pubDate>Thu, 21 Feb 2019 09:21:46 +0000</pubDate>
      <link>https://www.econbiz.de/Record/dynamic-derivative-strategies-with-stochastic-interest-rates-and-model-uncertainty-escobar-marcos/10011973854?sid=1536114457</link>
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      <author>Escobar, Marcos</author>
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      <dc:date>2018</dc:date>
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      <title>Portfolio choice with stochastic interest rates and learning about stock return predictability</title>
      <pubDate>Fri, 24 Mar 2017 10:36:45 +0000</pubDate>
      <link>https://www.econbiz.de/Record/portfolio-choice-with-stochastic-interest-rates-and-learning-about-stock-return-predictability-escobar-marcos/10011624748?sid=1536114457</link>
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      <author>Escobar, Marcos</author>
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      <dc:date>2016</dc:date>
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      <title>Robust portfolio choice with derivative trading under stochastic volatility</title>
      <pubDate>Fri, 14 Oct 2016 12:50:15 +0000</pubDate>
      <link>https://www.econbiz.de/Record/robust-portfolio-choice-with-derivative-trading-under-stochastic-volatility-escobar-marcos/10011545164?sid=1536114457</link>
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      <author>Escobar, Marcos</author>
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      <title>Trajectory-based models, arbitrage and continuity</title>
      <pubDate>Wed, 24 Aug 2016 06:35:08 +0000</pubDate>
      <link>https://www.econbiz.de/Record/trajectory-based-models-arbitrage-and-continuity-alvarez-alexander/10011523739?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/trajectory-based-models-arbitrage-and-continuity-alvarez-alexander/10011523739?sid=1536114457</guid>
      <author>Alvarez, Alexander</author>
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      <title>On the Exact Simulation of (Jump) Diffusion Bridges</title>
      <pubDate>Fri, 12 Jun 2015 14:27:26 +0000</pubDate>
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      <title>Path Integral and Asset Pricing</title>
      <pubDate>Fri, 12 Jun 2015 14:27:26 +0000</pubDate>
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      <author>Kakushadze, Zura</author>
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      <title>The Intrafirm Complexity of Systemically Important Financial Institutions</title>
      <pubDate>Fri, 12 Jun 2015 14:27:18 +0000</pubDate>
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      <title>An explicit solution for optimal investment in Heston model</title>
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      <title>Effects of polynomial trends on detrending moving average analysis</title>
      <pubDate>Fri, 12 Jun 2015 14:27:18 +0000</pubDate>
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      <title>Approximate hedging problem with transaction costs in stochastic volatility markets</title>
      <pubDate>Fri, 12 Jun 2015 14:27:18 +0000</pubDate>
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      <title>Applications of the "Unconscious Statistician" Theorem to profit maximization of a company that sells an arbitrary numbers of products</title>
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      <title>Portfolio optimisation beyond semimartingales: shadow prices and fractional Brownian motion</title>
      <pubDate>Fri, 12 Jun 2015 14:27:18 +0000</pubDate>
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      <title>Wrong-Way Bounds in Counterparty Credit Risk Management</title>
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      <title>Approximate hedging with proportional transaction costs in stochastic volatility models with jumps</title>
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      <author>Nguyen, Thai Huu</author>
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      <title>Reconstructing topological properties of complex networks using the fitness model</title>
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      <title>Improved Algorithms for Computing Worst Value-at-Risk: Numerical Challenges and the Adaptive Rearrangement Algorithm</title>
      <pubDate>Fri, 12 Jun 2015 14:27:18 +0000</pubDate>
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      <guid>https://www.econbiz.de/Record/improved-algorithms-for-computing-worst-value-at-risk-numerical-challenges-and-the-adaptive-rearrangement-algorithm-hofert-marius/10011277174?sid=1536114457</guid>
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      <dc:date>2015</dc:date>
      <dc:creator>Hofert, Marius</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Conditional Preference Orders and their Numerical Representations</title>
      <pubDate>Fri, 12 Jun 2015 14:27:18 +0000</pubDate>
      <link>https://www.econbiz.de/Record/conditional-preference-orders-and-their-numerical-representations-drapeau-samuel/10011277175?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/conditional-preference-orders-and-their-numerical-representations-drapeau-samuel/10011277175?sid=1536114457</guid>
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      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2014</dc:date>
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      <slash:comments>0</slash:comments>
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    <item>
      <title>Structure of global buyer-supplier networks and its implications for conflict minerals regulations</title>
      <pubDate>Fri, 12 Jun 2015 14:27:18 +0000</pubDate>
      <link>https://www.econbiz.de/Record/structure-of-global-buyer-supplier-networks-and-its-implications-for-conflict-minerals-regulations-mizuno-takayuki/10011277176?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/structure-of-global-buyer-supplier-networks-and-its-implications-for-conflict-minerals-regulations-mizuno-takayuki/10011277176?sid=1536114457</guid>
      <author>Mizuno, Takayuki</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2015</dc:date>
      <dc:creator>Mizuno, Takayuki</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Operational risk modeled analytically II: the consequences of classification invariance</title>
      <pubDate>Fri, 12 Jun 2015 14:27:18 +0000</pubDate>
      <link>https://www.econbiz.de/Record/operational-risk-modeled-analytically-ii-the-consequences-of-classification-invariance-brunel-vivien/10011277177?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/operational-risk-modeled-analytically-ii-the-consequences-of-classification-invariance-brunel-vivien/10011277177?sid=1536114457</guid>
      <author>Brunel, Vivien</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2015</dc:date>
      <dc:creator>Brunel, Vivien</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Approximating explicitly the mean reverting CEV process</title>
      <pubDate>Fri, 12 Jun 2015 14:27:16 +0000</pubDate>
      <link>https://www.econbiz.de/Record/approximating-explicitly-the-mean-reverting-cev-process-halidias-nikolaos/10011276261?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/approximating-explicitly-the-mean-reverting-cev-process-halidias-nikolaos/10011276261?sid=1536114457</guid>
      <author>Halidias, Nikolaos</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2015</dc:date>
      <dc:creator>Halidias, Nikolaos</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Fundamental Theorem of Asset Pricing under Transaction costs and Model uncertainty</title>
      <pubDate>Fri, 12 Jun 2015 14:27:16 +0000</pubDate>
      <link>https://www.econbiz.de/Record/fundamental-theorem-of-asset-pricing-under-transaction-costs-and-model-uncertainty-bayraktar-erhan/10011276262?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/fundamental-theorem-of-asset-pricing-under-transaction-costs-and-model-uncertainty-bayraktar-erhan/10011276262?sid=1536114457</guid>
      <author>Bayraktar, Erhan</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2013</dc:date>
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      <slash:comments>0</slash:comments>
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    <item>
      <title>On Zero-sum Optimal Stopping Games</title>
      <pubDate>Fri, 12 Jun 2015 14:27:16 +0000</pubDate>
      <link>https://www.econbiz.de/Record/on-zero-sum-optimal-stopping-games-bayraktar-erhan/10011276263?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/on-zero-sum-optimal-stopping-games-bayraktar-erhan/10011276263?sid=1536114457</guid>
      <author>Bayraktar, Erhan</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2014</dc:date>
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      <slash:comments>0</slash:comments>
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    <item>
      <title>Structural default model with mutual obligations</title>
      <pubDate>Fri, 12 Jun 2015 14:27:16 +0000</pubDate>
      <link>https://www.econbiz.de/Record/structural-default-model-with-mutual-obligations-itkin-andrey/10011276264?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/structural-default-model-with-mutual-obligations-itkin-andrey/10011276264?sid=1536114457</guid>
      <author>Itkin, Andrey</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2015</dc:date>
      <dc:creator>Itkin, Andrey</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Long Term Risk: A Martingale Approach</title>
      <pubDate>Fri, 12 Jun 2015 14:27:13 +0000</pubDate>
      <link>https://www.econbiz.de/Record/long-term-risk-a-martingale-approach-qin-likuan/10011274841?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/long-term-risk-a-martingale-approach-qin-likuan/10011274841?sid=1536114457</guid>
      <author>Qin, Likuan</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2014</dc:date>
      <dc:creator>Qin, Likuan</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Modeling Financial Volatility in the Presence of Abrupt Changes</title>
      <pubDate>Fri, 12 Jun 2015 14:27:13 +0000</pubDate>
      <link>https://www.econbiz.de/Record/modeling-financial-volatility-in-the-presence-of-abrupt-changes-ross-gordon/10011274842?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/modeling-financial-volatility-in-the-presence-of-abrupt-changes-ross-gordon/10011274842?sid=1536114457</guid>
      <author>Ross, Gordon J.</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2012</dc:date>
      <dc:creator>Ross, Gordon J.</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>A general HJM framework for multiple yield curve modeling</title>
      <pubDate>Fri, 12 Jun 2015 14:27:13 +0000</pubDate>
      <link>https://www.econbiz.de/Record/a-general-hjm-framework-for-multiple-yield-curve-modeling-cuchiero-christa/10011274843?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/a-general-hjm-framework-for-multiple-yield-curve-modeling-cuchiero-christa/10011274843?sid=1536114457</guid>
      <author>Cuchiero, Christa</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2014</dc:date>
      <dc:creator>Cuchiero, Christa</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Dynamic Multi-Factor Clustering of Financial Networks</title>
      <pubDate>Fri, 12 Jun 2015 14:27:13 +0000</pubDate>
      <link>https://www.econbiz.de/Record/dynamic-multi-factor-clustering-of-financial-networks-ross-gordon/10011274844?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/dynamic-multi-factor-clustering-of-financial-networks-ross-gordon/10011274844?sid=1536114457</guid>
      <author>Ross, Gordon J.</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2015</dc:date>
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      <slash:comments>0</slash:comments>
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    <item>
      <title>A robust and efficient estimator of Sharpe ratios based on price records</title>
      <pubDate>Fri, 12 Jun 2015 14:27:11 +0000</pubDate>
      <link>https://www.econbiz.de/Record/a-robust-and-efficient-estimator-of-sharpe-ratios-based-on-price-records-challet-damien/10011274340?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/a-robust-and-efficient-estimator-of-sharpe-ratios-based-on-price-records-challet-damien/10011274340?sid=1536114457</guid>
      <author>Challet, Damien</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2015</dc:date>
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      <slash:comments>0</slash:comments>
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    <item>
      <title>A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions</title>
      <pubDate>Fri, 12 Jun 2015 14:27:11 +0000</pubDate>
      <link>https://www.econbiz.de/Record/a-non-markovian-liquidation-problem-and-backward-spdes-with-singular-terminal-conditions-graewe-paulwin/10011274341?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/a-non-markovian-liquidation-problem-and-backward-spdes-with-singular-terminal-conditions-graewe-paulwin/10011274341?sid=1536114457</guid>
      <author>Graewe, Paulwin</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2013</dc:date>
      <dc:creator>Graewe, Paulwin</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Kinetic models of immediate exchange</title>
      <pubDate>Fri, 12 Jun 2015 14:27:11 +0000</pubDate>
      <link>https://www.econbiz.de/Record/kinetic-models-of-immediate-exchange-heinsalu-els/10011274342?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/kinetic-models-of-immediate-exchange-heinsalu-els/10011274342?sid=1536114457</guid>
      <author>Heinsalu, Els</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2015</dc:date>
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      <slash:comments>0</slash:comments>
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    <item>
      <title>Smooth solutions to portfolio liquidation problems under price-sensitive market impact</title>
      <pubDate>Fri, 12 Jun 2015 14:27:11 +0000</pubDate>
      <link>https://www.econbiz.de/Record/smooth-solutions-to-portfolio-liquidation-problems-under-price-sensitive-market-impact-graewe-paulwin/10011274343?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/smooth-solutions-to-portfolio-liquidation-problems-under-price-sensitive-market-impact-graewe-paulwin/10011274343?sid=1536114457</guid>
      <author>Graewe, Paulwin</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2013</dc:date>
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      <slash:comments>0</slash:comments>
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    <item>
      <title>An Introduction to Multilevel Monte Carlo for Option Valuation</title>
      <pubDate>Fri, 12 Jun 2015 14:27:10 +0000</pubDate>
      <link>https://www.econbiz.de/Record/an-introduction-to-multilevel-monte-carlo-for-option-valuation-higham-desmond/10011273068?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/an-introduction-to-multilevel-monte-carlo-for-option-valuation-higham-desmond/10011273068?sid=1536114457</guid>
      <author>Higham, Desmond J.</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2015</dc:date>
      <dc:creator>Higham, Desmond J.</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Non-Arbitrage Under Additional Information for Thin Semimartingale Models</title>
      <pubDate>Fri, 12 Jun 2015 14:27:10 +0000</pubDate>
      <link>https://www.econbiz.de/Record/non-arbitrage-under-additional-information-for-thin-semimartingale-models-aksamit-anna/10011273069?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/non-arbitrage-under-additional-information-for-thin-semimartingale-models-aksamit-anna/10011273069?sid=1536114457</guid>
      <author>Aksamit, Anna</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2015</dc:date>
      <dc:creator>Aksamit, Anna</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Inference on the Sharpe ratio via the upsilon distribution</title>
      <pubDate>Fri, 12 Jun 2015 14:27:10 +0000</pubDate>
      <link>https://www.econbiz.de/Record/inference-on-the-sharpe-ratio-via-the-upsilon-distribution-pav-steven/10011273070?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/inference-on-the-sharpe-ratio-via-the-upsilon-distribution-pav-steven/10011273070?sid=1536114457</guid>
      <author>Pav, Steven E.</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2015</dc:date>
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      <slash:comments>0</slash:comments>
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      <title>Shadow prices for continuous processes</title>
      <pubDate>Fri, 12 Jun 2015 14:27:10 +0000</pubDate>
      <link>https://www.econbiz.de/Record/shadow-prices-for-continuous-processes-czichowsky-christoph/10011273071?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/shadow-prices-for-continuous-processes-czichowsky-christoph/10011273071?sid=1536114457</guid>
      <author>Czichowsky, Christoph</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2014</dc:date>
      <dc:creator>Czichowsky, Christoph</dc:creator>
      <slash:comments>0</slash:comments>
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      <title>Network Structure and Counterparty Credit Risk</title>
      <pubDate>Fri, 12 Jun 2015 14:27:06 +0000</pubDate>
      <link>https://www.econbiz.de/Record/network-structure-and-counterparty-credit-risk-felbert-alexander-von/10011272608?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/network-structure-and-counterparty-credit-risk-felbert-alexander-von/10011272608?sid=1536114457</guid>
      <author>Felbert, Alexander von</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2015</dc:date>
      <dc:creator>Felbert, Alexander von</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>A general Doob-Meyer-Mertens decomposition for $g$-supermartingale systems</title>
      <pubDate>Fri, 12 Jun 2015 14:27:06 +0000</pubDate>
      <link>https://www.econbiz.de/Record/a-general-doob-meyer-mertens-decomposition-for-g-supermartingale-systems-bouchard-bruno/10011272609?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/a-general-doob-meyer-mertens-decomposition-for-g-supermartingale-systems-bouchard-bruno/10011272609?sid=1536114457</guid>
      <author>Bouchard, Bruno</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2015</dc:date>
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      <slash:comments>0</slash:comments>
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      <title>Profitability of contrarian strategies in the Chinese stock market</title>
      <pubDate>Fri, 12 Jun 2015 14:27:06 +0000</pubDate>
      <link>https://www.econbiz.de/Record/profitability-of-contrarian-strategies-in-the-chinese-stock-market-shi-huai-long/10011272610?sid=1536114457</link>
      <guid>https://www.econbiz.de/Record/profitability-of-contrarian-strategies-in-the-chinese-stock-market-shi-huai-long/10011272610?sid=1536114457</guid>
      <author>Shi, Huai-Long</author>
      <dc:format>Book / Working Paper</dc:format>
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