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~accessRights:"free"
~isPartOf:"International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series"
~language:"eng"
~source:"als-doc"
~subject:"Portfoliomanagement"
~type:"book"
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Portfoliomanagement
Portfolio Selection
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1977 - 1999
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Battocchio, Paolo
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International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
FINRISK Working Paper Series
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Working Paper
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Centre for Financial Research - Working Papers
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Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung - Working Papers
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ASTIN BULLETIN - The Journal of the ASTIN and AFIR Section of the International Actuarial Association - Vol.33 - No.2, 2003; 53-172
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Abteilung Strategische Interaktion - Disccusion Papers
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Abteilung Strategische Interaktion - Discussion Papers
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Actuarial Research Clearing House
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CESIFO WORKING PAPER NO. 1759 CATEGORY 1: PUBLIC FINANCE (2006)
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Casualty Actuarial Society - Astin Bulletin
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Etudes et Dossiers, No. 355(2010)
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Jena Economic Research Papers Nr. 009 (2011)
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Geographical Versus Industrial Diversification: A Mean Variance Spanning Approach
Ehling, Paul
;
Ramos, Sofia B.
-
2003
This paper deals with the country allocation provides benefits over industry allocation in a sample of European country and industry indexes.
Persistent link: https://www.econbiz.de/10005843478
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2
Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
;
Menoncin, Francesco
;
Scaillet, Olivier
-
2003
This paper shows optimal asset allocation during these two phases must be different.
Persistent link: https://www.econbiz.de/10005843404
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3
Optimal Dynamic Trading Strategies with Risk Limits
Couco, Domenico
;
He, Hua
;
Issaenko, Sergei
-
2001
This paper finds out that the risk exposure of a trader subject to a VaR limit is always lower than that of an unconstrained trader and that the probability of extreme losses is also lower.
Persistent link: https://www.econbiz.de/10005843396
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