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accessRights:"free"
subject:"Shock"
~person:"Platen, Eckhard"
~subject:"Portfolio-Management"
~type_genre:"Working Paper"
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Shock
Portfolio-Management
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58
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Portfolio selection
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Platen, Eckhard
Zanetti, Francesco
18
Lucas, André
17
Gollier, Christian
15
Guidolin, Massimo
15
Görtz, Christoph
15
Lütkepohl, Helmut
15
Bacchetta, Philippe
14
Snower, Dennis J.
14
Uppal, Raman
14
Zha, Tao
14
Furlanetto, Francesco
13
Pesaran, M. Hashem
13
Ślepaczuk, Robert
13
Evstigneev, Igor V.
12
Liu, Zheng
12
Rubio-Ramírez, Juan Francisco
12
Andersen, Torben M.
11
Caballero, Ricardo J.
11
Castelnuovo, Efrem
11
Härdle, Wolfgang
11
Lubik, Thomas A.
11
Pellegrino, Giovanni
11
Van Wincoop, Eric
11
Fève, Patrick
10
He, Xue-zhong
10
Hens, Thorsten
10
Hoffmann, Mathias
10
Malamud, Semyon
10
Pierdzioch, Christian
10
Schenk-Hoppé, Klaus Reiner
10
Tille, Cédric
10
Gunn, Christopher M.
9
Peersman, Gert
9
Richter, Alexander W.
9
Tsoukalas, John D.
9
Waggoner, Daniel F.
9
Adam, Klaus
8
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8
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
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ECONIS (ZBW)
30
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1
Investing for the long run
Leisen, Dietmar
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778143
Saved in:
2
Market efficiency and the growth optimal portfolio
Platen, Eckhard
;
Rendek, Renata
-
2017
Persistent link: https://www.econbiz.de/10011778194
Saved in:
3
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
4
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
5
Liability driven investments under a benchmark based approach
Baldeaux, Jan
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10009713741
Saved in:
6
A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009675078
Saved in:
7
The small and large time implied volatilities in the minimal market model
Guo, Zhi
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564614
Saved in:
8
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
9
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
10
Approximating the numéraire portfolio by naive diversification
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663094
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