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person:"Blake, David"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Hens, Thorsten"
~person:"Li, Duan"
~person:"Platen, Eckhard"
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Search: subject_exact:"Portfolio management"
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Portfolio selection
43
Portfolio-Management
43
Theorie
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Theory
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9
Bewertung
9
Evaluation
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Hedging
7
Aktienindex
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benchmark approach
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Blake, David
Hens, Thorsten
Li, Duan
Platen, Eckhard
He, Xue-zhong
11
Chiarella, Carl
10
Dieci, Roberto
4
Li, Kai
4
Rendek, Renata
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Schlögl, Erik
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Kardaras, Constantinos
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Shi, Lei
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Breymann, Wolfgang
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Bruti-Liberati, Nicola
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Heath, David C.
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Nikitopoulos, Christina Sklibosios
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West, Jason
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Zheng, Min
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Research paper series / Swiss Finance Institute
18
Discussion paper / The Pensions Institute, Cass Business School, City University
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Swiss Finance Institute Research Paper
11
Asia-Pacific financial markets
8
Journal of economic dynamics & control
8
Working Paper
7
Discussion paper / Department of Business and Management Science
6
European journal of operational research : EJOR
6
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
6
Discussion paper / the Pensions Institute, Birkbeck College, University of London
4
Discussion papers / Department of Economics, University of Copenhagen
4
International journal of theoretical and applied finance
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
UBS paper
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Discussion paper in financial economics : FE
3
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Mathematics and financial economics
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The journal of computational finance
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Working paper / Institute for Empirical Research in Economics, University of Zürich
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied financial economics
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Applied mathematical finance
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Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
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Computational economics
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Discussion paper / Centre for Economic Policy Research
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Journal of financial and quantitative analysis : JFQA
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Journal of the Operational Research Society : OR
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The journal of asset management
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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
1
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of finance
1
Australian economic papers
1
Casualty Actuarial Society - Astin Bulletin
1
Decisions in economics and finance : a journal of applied mathematics
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ECONIS (ZBW)
43
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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
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3
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
4
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:
5
Less expensive pricing and hedging of long-dated equity index options when interest rates are stochastic
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344299
Saved in:
6
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:
7
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
Saved in:
8
Liability driven investments under a benchmark based approach
Baldeaux, Jan
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10009713741
Saved in:
9
Real world pricing of long term cash-linked annuities and equity-linked annuities with cash-linked guarantees
Fergusson, Kevin
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10010213176
Saved in:
10
A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009675078
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