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subject:"Portfolio-Management"
~accessRights:"free"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Competition"
~subject:"Forecasting model"
~subject:"Portfolio selection"
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Portfolio-Management
Competition
Forecasting model
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Theorie
132
Theory
132
Stochastic process
30
Stochastischer Prozess
30
CAPM
24
Volatility
21
Volatilität
21
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15
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47
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Platen, Eckhard
27
He, Xue-zhong
10
Chiarella, Carl
6
Rendek, Renata
4
Dieci, Roberto
3
Li, Kai
3
Shi, Lei
3
Baldeaux, Jan
2
Hulley, Hardy
2
Kardaras, Constantinos
2
Schlögl, Erik
2
Zheng, Min
2
Breymann, Wolfgang
1
Bruti-Liberati, Nicola
1
Chan, Jennifer S. K.
1
Choy, S. T. Boris
1
Du, Ke
1
Feng, Yu
1
Fergusson, Kevin
1
Filipović, Damir
1
Fontana, Claudio
1
Glover, Kris
1
Guo, Zhi
1
Hinz, Juri
1
Hsiao, Chih-ying
1
Ignatieva, Ekaterina
1
Jaschke, Stefan R.
1
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Le, Truc
1
Leisen, Dietmar
1
Li, Youwei
1
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1
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1
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1
Marquardt, Tina Marie
1
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
NBER working paper series
405
NBER Working Paper
357
CESifo working papers
174
Risks : open access journal
152
Discussion paper / Tinbergen Institute
143
Working paper / National Bureau of Economic Research, Inc.
131
Research paper series / Swiss Finance Institute
117
Working paper
112
Journal of risk and financial management : JRFM
98
Swiss Finance Institute Research Paper
78
Discussion paper
72
CESifo Working Paper Series
69
SFB 649 discussion paper
66
Working paper / Department of Econometrics and Business Statistics, Monash University
65
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63
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61
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
60
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31
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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
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2
Investing for the long run
Leisen, Dietmar
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778143
Saved in:
3
Sure profits via flash strategies and the impossibility of predictable jumps
Fontana, Claudio
;
Pelger, Markus
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778192
Saved in:
4
Market efficiency and the growth optimal portfolio
Platen, Eckhard
;
Rendek, Renata
-
2017
Persistent link: https://www.econbiz.de/10011778194
Saved in:
5
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
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
Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, Juri
-
2015
Persistent link: https://www.econbiz.de/10011344246
Saved in:
8
Optimal time series momentum
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344325
Saved in:
9
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:
10
Liability driven investments under a benchmark based approach
Baldeaux, Jan
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10009713741
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