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Balder, Sven's
Scholarly Papers
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Total Downloads
1,068 |
Total
Citations
8 |
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1.
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Balder, Sven University of Duisburg-Essen - Mercator School of Management Brandl, Michael University of Bonn - Department of Banking and Finance Mahayni, Antje Brigitte Mercator School of Management
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Portfolio insurance, discrete-time trading, return guarantees, gap risk, volatility risk
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2.
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Schwake, Daniel Deloitte Balder, Sven University of Duisburg-Essen - Mercator School of Management
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13 May 11
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Last Revised:
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29 May 11
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147
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Cairns Model, Delta Hedging, Interest Rate Risk, Extended Kalman-Filter, Swap-Overlay, DV01, PV01, Duration Gap
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3.
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Zieling, Daniel University of Duisburg-Essen - Mercator School of Management Mahayni, Antje Brigitte Mercator School of Management Balder, Sven University of Duisburg-Essen - Mercator School of Management
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01 Dec 12
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Last Revised:
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04 Dec 12
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portfolio insurance, performance evaluation, S&P 500, semiparametric simulation, transaction costs, trigger trading
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Records 1 -
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