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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~person:"Platen, Eckhard"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Portfolio-Management"
~subject:"USA"
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Estimation theory
Konjunktur
Portfolio-Management
USA
Theorie
66
Theory
66
Portfolio selection
31
Stochastic process
16
Stochastischer Prozess
16
Analysis
11
Benchmarking
11
Mathematical analysis
11
Arbitrage Pricing
8
Arbitrage pricing
8
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8
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Martingal
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8
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Variational method
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Variationsrechnung
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Zins
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benchmark approach
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Analysis of variance
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Arbeitspapier
Bibliographie enthalten
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32
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31
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31
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17
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English
32
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Platen, Eckhard
Härdle, Wolfgang
78
Pesaran, M. Hashem
56
Heckman, James J.
53
Acemoglu, Daron
41
Diebold, Francis X.
39
Lucas, André
36
Kehoe, Patrick J.
35
Timmermann, Allan
35
Caballero, Ricardo J.
34
Franses, Philip Hans
34
Caporale, Guglielmo Maria
33
Christiano, Lawrence J.
33
Gouriéroux, Christian
33
Stambaugh, Robert F.
33
Campbell, John Y.
31
Pástor, Ľuboš
31
Koopman, Siem Jan
30
Maravall Herrero, Agustín
30
Phillips, Peter C. B.
30
Gil-Alaña, Luis A.
29
Rubio-Ramírez, Juan Francisco
29
Artus, Patrick
28
Engle, Robert F.
28
Swanson, Norman R.
28
Uppal, Raman
28
Krueger, Dirk
27
Fernández-Villaverde, Jesús
26
Greenwood, Jeremy
26
McAleer, Michael
26
Sentana, Enrique
26
Vries, Casper G. de
26
Hautsch, Nikolaus
25
Imbens, Guido
25
Kilian, Lutz
25
Basu, Susanto
24
Beaudry, Paul
24
Brandt, Michael W.
24
Eichenbaum, Martin S.
24
Flaschel, Peter
24
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Quantitative Finance Research Centre <Sydney>
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
27
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
32
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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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