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subject:"Portfolio selection"
type_genre:"Multi-volume publication"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Volatilität"
~type_genre:"Handbook"
~type_genre:"Non-commercial literature"
~type_genre:"Sammelwerk"
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Portfolio selection
Volatilität
Theorie
127
Theory
127
Portfolio-Management
40
Stochastic process
29
Stochastischer Prozess
29
CAPM
21
Volatility
21
Begrenzte Rationalität
15
Bounded rationality
15
Anlageverhalten
14
Behavioural finance
14
Martingal
14
Martingale
14
Börsenkurs
13
Option pricing theory
13
Optionspreistheorie
13
Share price
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Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Capital income
11
Kapitaleinkommen
11
Analysis
10
Mathematical analysis
10
Derivat
9
Derivative
9
Agent-based modeling
8
Agentenbasierte Modellierung
8
Bewertung
8
Evaluation
8
Erwartungsnutzen
7
Estimation
7
Expected utility
7
Schätzung
7
Securities trading
7
Wertpapierhandel
7
Yield curve
7
Zinsstruktur
7
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6
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62
Working Paper
62
Graue Literatur
58
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English
58
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Platen, Eckhard
28
Chiarella, Carl
14
He, Xue-zhong
13
Li, Kai
6
Baldeaux, Jan
4
Rendek, Renata
4
Shi, Lei
4
Kang, Boda
3
Nikitopoulos, Christina Sklibosios
3
Chege Maina, Samuel
2
Dieci, Roberto
2
Ignatieva, Ekaterina
2
Kardaras, Constantinos
2
Schlögl, Erik
2
Zheng, Min
2
Breymann, Wolfgang
1
Bruti-Liberati, Nicola
1
Chan, Leunglung
1
Cheang, Gerald
1
Chewlow, Les
1
Di Guilmi, Corrado
1
Du, Ke
1
Feng, Yu
1
Fergusson, Kevin
1
Filipović, Damir
1
Griebsch, Susanne
1
Guo, Zhi
1
Hinz, Juri
1
Hsiao, Chih-ying
1
Hulley, Hardy
1
Jaschke, Stefan R.
1
Kazakov, Vladimir
1
Kienitz, Jörg
1
King, Boda
1
Leisen, Dietmar
1
Li, Youwei
1
Liu, Jun
1
Mahayni, Antje
1
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / National Bureau of Economic Research, Inc.
280
Research paper series / Swiss Finance Institute
152
Discussion paper / Centre for Economic Policy Research
146
Discussion paper / Tinbergen Institute
135
Working paper
103
Swiss Finance Institute Research Paper
102
CESifo working papers
77
Working papers
63
Discussion paper
62
Discussion papers / CEPR
51
SFB 649 discussion paper
47
Discussion paper / Center for Economic Research, Tilburg University
43
Finance and economics discussion series
43
CREATES research paper
41
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
37
Working paper series
34
CFS working paper series
33
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32
IMF working paper
30
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Working papers / Rodney L. White Center for Financial Research
27
IFA working paper
25
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
25
Report / Erasmus Center for Financial Research, Erasmus University
24
CAMA working paper series
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Kiel working paper
23
Working papers on finance
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Discussion paper / Deutsche Bundesbank
22
Working papers / Financial Institutions Center
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Discussion papers of interdisciplinary research project 373
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EUI working paper / ECO
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Cambridge working papers in economics
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SAFE working paper
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Discussion paper series
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Discussion paper series / LSE Financial Markets Group
18
Staff working paper / Bank of Canada
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ECONIS (ZBW)
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1
Model risk measurement under Wasserstein distance
Feng, Yu
;
Schlögl, Erik
-
2018
Persistent link: https://www.econbiz.de/10013255753
Saved in:
2
Investing for the long run
Leisen, Dietmar
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778143
Saved in:
3
Market efficiency and the growth optimal portfolio
Platen, Eckhard
;
Rendek, Renata
-
2017
Persistent link: https://www.econbiz.de/10011778194
Saved in:
4
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
Saved in:
5
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
6
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:
7
Volatility clustering : a nonlinear theoretical approach
He, Xue-zhong
;
Li, Kai
;
Wang, Chuncheng
-
2015
Persistent link: https://www.econbiz.de/10011777504
Saved in:
8
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344235
Saved in:
9
Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, Juri
-
2015
Persistent link: https://www.econbiz.de/10011344246
Saved in:
10
Optimal time series momentum
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344325
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