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type_genre:"Biographie"
type_genre:"Sammelwerk"
~person:"He, Xue-zhong"
~person:"Platen, Eckhard"
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
Volatilität
Theorie
61
Theory
61
Portfolio-Management
24
CAPM
15
Börsenkurs
13
Share price
13
Volatility
13
Anlageverhalten
10
Behavioural finance
10
Stochastic process
10
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10
Benchmarking
6
Erwartungsbildung
6
Expectation formation
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Begrenzte Rationalität
5
Bounded rationality
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Kapitaleinkommen
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Time series analysis
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Finanzmarkt
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Heterogeneous beliefs
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Option pricing theory
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Optionspreistheorie
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Aktienindex
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Aktienmarkt
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Benchmark approach
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Derivat
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34
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Biographie
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Aufsatz in Zeitschrift
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52
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52
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He, Xue-zhong
Platen, Eckhard
Fabozzi, Frank J.
61
Wong, Wing Keung
30
Korn, Ralf
29
Escobar, Marcos
27
Li, Duan
25
McAleer, Michael
25
Gupta, Rangan
24
Bollerslev, Tim
21
Markowitz, Harry
21
Zagst, Rudi
21
Prigent, Jean-Luc
20
Forsyth, Peter A.
19
Satchell, Stephen
19
Gollier, Christian
18
Jarrow, Robert A.
17
Levy, Haim
17
Madan, Dilip B.
17
Post, Thierry
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Asai, Manabu
16
Siu, Tak Kuen
16
Yao, Haixiang
16
Andersen, Torben
15
Caporin, Massimiliano
15
Härdle, Wolfgang
15
Li, Zhongfei
15
Lien, Da-hsiang Donald
15
Lioui, Abraham
15
Račev, Svetlozar T.
15
Vanduffel, Steven
15
Wang, Yudong
15
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Gouriéroux, Christian
14
Guerard, John Baynard
14
Guidolin, Massimo
14
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Mathematical finance : an international journal of mathematics, statistics and financial theory
8
International journal of theoretical and applied finance
4
Journal of banking & finance
3
Journal of economic behavior & organization : JEBO
3
Journal of economic dynamics & control
3
Asia-Pacific financial markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of finance
1
Australian economic papers
1
Decisions in economics and finance : a journal of applied mathematics
1
Economics letters
1
Finance and stochastics
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International review of finance
1
Journal of evolutionary economics : JEE
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Operations research letters
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The European journal of finance
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ECONIS (ZBW)
34
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1
Cross-section instability in financial markets : impatience, extrapolation, and switching
Dieci, Roberto
;
He, Xue-zhong
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
2
,
pp. 727-754
Persistent link: https://www.econbiz.de/10012794989
Saved in:
2
Social interaction, volatility clustering, and momentum
He, Xue-zhong
;
Li, Kai
;
Santi, Caterina
;
Shi, Lei
- In:
Journal of economic behavior & organization : JEBO
203
(
2022
),
pp. 125-149
Persistent link: https://www.econbiz.de/10014227916
Saved in:
3
Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin
;
Zhu, Dan
;
Platen, Eckhard
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
Saved in:
4
Approximating the growth optimal portfolio and stock price bubbles
Platen, Eckhard
;
Rendek, Renata
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496905
Saved in:
5
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
6
Asset allocation with time series momentum and reversal
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 441-457
Persistent link: https://www.econbiz.de/10011974221
Saved in:
7
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
8
Index portfolio and welfare analysis under heterogeneous beliefs
He, Xue-zhong
;
Shi, Lei
- In:
Journal of banking & finance
75
(
2017
),
pp. 64-79
Persistent link: https://www.econbiz.de/10011742152
Saved in:
9
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
10
Volatility clustering : a nonlinear theoretical approach
He, Xue-zhong
;
Li, Kai
;
Wang, Chuncheng
- In:
Journal of economic behavior & organization : JEBO
130
(
2016
),
pp. 274-297
Persistent link: https://www.econbiz.de/10011701919
Saved in:
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