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subject:"Innovation"
type_genre:"Aufsatz im Buch"
~person:"Platen, Eckhard"
~person:"Rüschendorf, Ludger"
~subject:"Aktienmarkt"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
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Innovation
Aktienmarkt
Portfolio-Management
Theorie
53
Theory
53
Portfolio selection
30
Risikomaß
13
Risk measure
13
Risiko
11
Risk
11
Risikomanagement
9
Risk management
9
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7
Stochastischer Prozess
7
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benchmark approach
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Aufsatz im Buch
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English
32
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Platen, Eckhard
Rüschendorf, Ludger
Fabozzi, Frank J.
64
Korn, Ralf
30
Wong, Wing Keung
28
Escobar, Marcos
27
Malerba, Franco
26
Li, Duan
25
Aghion, Philippe
24
Markowitz, Harry
24
Prigent, Jean-Luc
22
Zagst, Rudi
22
Račev, Svetlozar T.
21
Gollier, Christian
20
Stadler, Manfred
20
Audretsch, David B.
18
Cantner, Uwe
18
Lambertini, Luca
18
Satchell, Stephen
18
Antonelli, Cristiano
17
Dosi, Giovanni
17
Forsyth, Peter A.
17
Gupta, Rangan
17
Maurer, Raimond
17
Sass, Jörn
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Jarrow, Robert A.
16
Levy, Haim
16
Post, Thierry
16
Baumol, William J.
15
Chen, Zhiping
15
Cvitanić, Jakša
15
Li, Zhongfei
15
Lioui, Abraham
15
Schenk-Hoppé, Klaus Reiner
15
Yao, Haixiang
15
Zariphopoulou-Souganidis, Thaleia
15
Cui, Xiangyu
14
Denicolò, Vincenzo
14
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
4
Insurance / Mathematics & economics
4
International journal of theoretical and applied finance
4
Asia-Pacific financial markets
3
ASTIN bulletin : the journal of the International Actuarial Association
1
Applied mathematical finance
1
Australian economic papers
1
Journal of empirical finance
1
Mathematical methods of operations research
1
Risk assessment : decisions in banking and finance
1
Scandinavian actuarial journal
1
The European journal of finance
1
The Kyoto economic review
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
32
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1
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:
2
Approximating the growth optimal portfolio and stock price bubbles
Platen, Eckhard
;
Rendek, Renata
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496905
Saved in:
3
Analysis of risk bounds in partially specified additive factor models
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 115-121
Persistent link: https://www.econbiz.de/10012058839
Saved in:
4
Upper bounds for strictly concave distortion risk measures on moment spaces
Cornilly, D.
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 141-151
Persistent link: https://www.econbiz.de/10011929851
Saved in:
5
Value-at-risk bounds with variance constraints
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 923-959
Persistent link: https://www.econbiz.de/10011749149
Saved in:
6
Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
Saved in:
7
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
8
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
9
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
Saved in:
10
On the method of optimal portfolio choice by cost-efficiency
Rüschendorf, Ludger
;
Wolf, Viktor
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011547051
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