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type_genre:"Bibliography included"
type_genre:"Kongress"
~person:"Platen, Eckhard"
~subject:"Portfolio selection"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz im Buch"
~type_genre:"Fallstudie"
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Portfolio selection
Theorie
66
Theory
66
Portfolio-Management
31
Stochastic process
16
Stochastischer Prozess
16
Analysis
11
Benchmarking
11
Mathematical analysis
11
Arbitrage Pricing
8
Arbitrage pricing
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Bibliography included
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Fallstudie
Working Paper
31
Graue Literatur
30
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English
31
Author
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Platen, Eckhard
Uppal, Raman
27
Gollier, Christian
26
Maurer, Raimond
24
Fabozzi, Frank J.
22
Lucas, André
20
Campbell, John Y.
19
Schenk-Hoppé, Klaus Reiner
17
Başak, Suleyman
16
Guidolin, Massimo
16
Hens, Thorsten
15
Van Wincoop, Eric
15
Viceira, Luis M.
15
Vries, Casper G. de
15
Bacchetta, Philippe
14
Gouriéroux, Christian
14
Huschens, Stefan
14
Carletti, Elena
13
Evstigneev, Igor V.
13
Härdle, Wolfgang
13
Menoncin, Francesco
13
Scaillet, Olivier
13
Sentana, Enrique
13
Wolf, Michael
13
Ślepaczuk, Robert
13
Babus, Ana
12
Engle, Robert F.
12
Gomes, Francisco J.
12
He, Xue-zhong
12
Ledoit, Olivier
12
Locarek-Junge, Hermann
12
Malamud, Semyon
12
Schmid, Wolfgang
12
Allen, Franklin
11
Palomino, Frédéric
11
Pástor, Ľuboš
11
Račev, Svetlozar T.
11
Satchell, Stephen
11
Stambaugh, Robert F.
11
Albrecht, Peter
10
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
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)
31
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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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