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subject:"Portfolio-Management"
type_genre:"Sammlung"
~accessRights:"free"
~person:"Platen, Eckhard"
~subject:"Spieltheorie"
~type_genre:"Conference proceedings"
~type_genre:"Non-commercial literature"
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Portfolio-Management
Spieltheorie
Theorie
56
Theory
56
Portfolio selection
29
Benchmarking
11
Stochastic process
10
Stochastischer Prozess
10
Analysis
8
Bewertung
8
Evaluation
8
Martingal
8
Martingale
8
Mathematical analysis
8
Arbitrage Pricing
7
Arbitrage pricing
7
CAPM
6
Volatility
6
Volatilität
6
Börsenkurs
5
Derivat
5
Derivative
5
Share price
5
Hedging
4
Lag model
3
Lag-Modell
3
Monte Carlo simulation
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Monte-Carlo-Simulation
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Variational method
3
Variationsrechnung
3
benchmark approach
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ARCH model
2
ARCH-Modell
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Aktienindex
2
Analysis of variance
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Anleihe
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Black-Scholes model
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Black-Scholes-Modell
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Capital income
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Book / Working Paper
29
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Sammlung
Conference proceedings
Non-commercial literature
Arbeitspapier
30
Working Paper
30
Graue Literatur
29
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English
29
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Platen, Eckhard
Lucas, André
16
Borm, Peter
15
Guidolin, Massimo
15
Tijs, Stef
14
Uppal, Raman
13
Dufwenberg, Martin
12
Ślepaczuk, Robert
12
Bacchetta, Philippe
11
Brânzei, Rodica
11
Evstigneev, Igor V.
11
Morris, Stephen
11
Van Wincoop, Eric
11
Gersbach, Hans
10
Gollier, Christian
10
Hens, Thorsten
10
Härdle, Wolfgang
10
Malamud, Semyon
10
Schenk-Hoppé, Klaus Reiner
10
Shubik, Martin
10
Vries, Casper G. de
9
Wooders, Myrna Holtz
9
Angeletos, Marios
8
Charness, Gary
8
De Giorgi, Enrico
8
Frenk, Johannes G.
8
Friedman, Eric
8
He, Xue-zhong
8
Hendrickx, Ruud L. P.
8
Ledoit, Olivier
8
Maurer, Raimond
8
Nicodano, Giovanna
8
Norde, Henk
8
Sadrieh, Abdolkarim
8
Tille, Cédric
8
Vives, Xavier
8
Başak, Suleyman
7
Brandt, Michael W.
7
Feri, Francesco
7
Galeotti, Andrea
7
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
25
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Source
All
ECONIS (ZBW)
29
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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
Saved in:
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