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person:"Kane, Alex"
~person:"Platen, Eckhard"
~person:"Račev, Svetlozar T."
~person:"Scherer, Bernd"
~type:"article"
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Search: subject_exact:"Portfolio management"
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Portfolio selection
90
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90
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49
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13
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12
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11
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Kane, Alex
Platen, Eckhard
Račev, Svetlozar T.
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119
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49
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47
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36
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35
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35
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33
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32
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32
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31
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30
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30
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29
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28
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28
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26
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23
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23
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22
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22
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International journal of theoretical and applied finance
7
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5
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Handbook of heavy tailed distributions in finance
4
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1
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ECONIS (ZBW)
90
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1
Less-expensive long-term annuities linked to mortality, cash and equity
Fergusson, Kevin
;
Platen, Eckhard
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 170-207
Persistent link: https://www.econbiz.de/10014306947
Saved in:
2
Benchmarks for the benchmark approach to valuing long-term insurance liabilities : comment on Fergusson & Platen (2023)
Bauer, Daniel
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 208-211
Persistent link: https://www.econbiz.de/10014306953
Saved in:
3
Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10013380525
Saved in:
4
Optimal design of investment committees
Scherer, Bernd
- In:
The journal of asset management : a major new, …
25
(
2024
)
2
,
pp. 129-135
Persistent link: https://www.econbiz.de/10014511616
Saved in:
5
Trust me, I am a Robo-advisor
Scherer, Bernd
;
Lehner, Sebastian
- In:
The journal of asset management : a major new, …
24
(
2023
)
2
,
pp. 85-96
Persistent link: https://www.econbiz.de/10014251496
Saved in:
6
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
7
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
8
Adding alternative assets : return enhancement, diversification or hedging?
Scherer, Bernd
- In:
The journal of asset management : a major new, …
22
(
2021
)
6
,
pp. 437-442
Persistent link: https://www.econbiz.de/10012659815
Saved in:
9
Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin
;
Zhu, Dan
;
Platen, Eckhard
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
Saved in:
10
Diversification : does it really fail, when you need it most? : invited editorial
Scherer, Bernd
- In:
The journal of asset management
21
(
2020
)
7
,
pp. 623-625
Persistent link: https://www.econbiz.de/10012421084
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