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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~person:"Platen, Eckhard"
~subject:"Portfolio selection"
~subject:"Risiko"
~type_genre:"Forschungsbericht"
~type_genre:"Konferenzbeitrag"
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Portfolio selection
Risiko
Theorie
66
Theory
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Portfolio-Management
31
Stochastic process
16
Stochastischer Prozess
16
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11
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Arbeitspapier
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32
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Platen, Eckhard
Gollier, Christian
37
Uppal, Raman
27
Ludwig, Alexander
26
Maurer, Raimond
24
Broll, Udo
21
Fabozzi, Frank J.
21
Lucas, André
21
Campbell, John Y.
19
Castelnuovo, Efrem
18
Hens, Thorsten
18
Kanniainen, Vesa
18
Allen, Franklin
17
Carletti, Elena
17
Schenk-Hoppé, Klaus Reiner
17
Weber, Martin
17
Başak, Suleyman
16
Guiso, Luigi
16
Van Wincoop, Eric
16
Vries, Casper G. de
16
Bacchetta, Philippe
15
De Donder, Philippe
15
Guidolin, Massimo
15
Huschens, Stefan
15
Krueger, Dirk
15
Scaillet, Olivier
15
Pástor, Ľuboš
14
Sentana, Enrique
14
Viceira, Luis M.
14
He, Xue-zhong
13
Härdle, Wolfgang
13
Menoncin, Francesco
13
Richter, Alexander W.
13
Satchell, Stephen
13
Schindler, Dirk
13
Svensson, Lars E. O.
13
Babus, Ana
12
Caggiano, Giovanni
12
Engle, Robert F.
12
Evstigneev, Igor V.
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Quantitative Finance Research Centre <Sydney>
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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
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