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Essays on robust asset pricing
Ferenc Horváth
Center Ph. D. Students
Research Group: Finance
Research output
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Thesis
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Doctoral Thesis
289
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Dive into the research topics of 'Essays on robust asset pricing'. Together they form a unique fingerprint.
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Keyphrases
Asset Pricing
100%
Model Uncertainty
100%
Asset Allocation
100%
Parameter Uncertainty
100%
Liquidity Premium
100%
Fund Managers
50%
Financial Decisions
50%
Novel Technique
50%
Recent Advances
50%
Management Decisions
50%
Dynamic Allocation
50%
Asset Liability Management
50%
Robust Dynamics
50%
Liquidity Uncertainty
50%
Uncertainty Premium
50%
Martingale Method
50%
Premium Puzzle
50%
Bond Premium Puzzle
50%
Economics, Econometrics and Finance
Investors
100%
Asset Pricing
100%
Portfolio Selection
100%
Asset-Liability Management
50%