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Publications by Olaf Korn

Forward-Looking Measures of Higher-Order Dependencies With an Application to Portfolio Selection

SSRN Electronic Journal
2014English

Illiquidity Transmission From Spot to Futures Markets

SSRN Electronic Journal
2013English

The Term Structure of Currency Hedge Ratios

SSRN Electronic Journal
2008English

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Looking Back, Looking Forward

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Looking Back, Looking Forward

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Looking Forward—Looking Back

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A Theory of Criterion Setting With an Application to Sequential Dependencies.

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