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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Stock index"
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Search: subject_exact:"Portfolio selection"
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Platen, Eckhard
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Insurance / Mathematics & economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
The journal of asset management
16
International review of financial analysis
10
Finance research letters
8
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of international financial markets, institutions & money
7
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6
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5
Finanzmarkt und Portfolio-Management
5
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5
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Omega : the international journal of management science
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Active index investing : maximizing portfolio performance and minimizing risk through global index strategies
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ECONIS (ZBW)
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A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
Saved in:
2
Parametric mortality indexes : from index construction to hedging strategies
Tan, Chong It
;
Li, Jackie
;
Li, Johnny Siu-Hang
; …
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 285-299
Persistent link: https://www.econbiz.de/10010469993
Saved in:
3
Approximating the growth optimal portfolio with a diversified world stock index
Le, Truc
;
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003384031
Saved in:
4
Intraday empirical analysis and modeling of diversified world stock indices
Breymann, Wolfgang
;
Kelly, Leah
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253944
Saved in:
5
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253953
Saved in:
6
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250902
Saved in:
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