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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Derivat"
~subject:"Evaluation"
~subject:"Theorie"
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Search: subject_exact:"Portfolio selection"
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Derivat
Evaluation
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Portfolio selection
71
Portfolio-Management
71
Theory
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CAPM
14
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9
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9
Hedging
9
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9
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Platen, Eckhard
31
He, Xue-zhong
10
Chiarella, Carl
7
Rendek, Renata
4
Dieci, Roberto
3
Li, Kai
3
Shi, Lei
3
Baldeaux, Jan
2
Kardaras, Constantinos
2
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Schlögl, Erik
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West, Jason
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Hinz, Juri
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Jaschke, Stefan R.
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Le, Truc
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Li, Youwei
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
European journal of operational research : EJOR
282
Insurance / Mathematics & economics
279
Journal of banking & finance
250
NBER working paper series
240
Working paper / National Bureau of Economic Research, Inc.
195
NBER Working Paper
191
Finance research letters
175
Journal of economic dynamics & control
172
International journal of theoretical and applied finance
157
Mathematical finance : an international journal of mathematics, statistics and financial theory
157
Finance and stochastics
153
Quantitative finance
136
Research paper series / Swiss Finance Institute
123
Risks : open access journal
105
Management science : journal of the Institute for Operations Research and the Management Sciences
104
Journal of financial economics
103
The journal of portfolio management : a publication of Institutional Investor
101
The review of financial studies
101
The journal of finance : the journal of the American Finance Association
97
Journal of empirical finance
95
Economic modelling
87
Discussion paper / Centre for Economic Policy Research
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The European journal of finance
84
Swiss Finance Institute Research Paper
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Economics letters
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75
The journal of asset management
75
Computational economics
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International review of financial analysis
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International review of economics & finance : IREF
73
SpringerLink / Bücher
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Mathematical methods of operations research
69
The North American journal of economics and finance : a journal of financial economics studies
69
Journal of risk and financial management : JRFM
68
The journal of portfolio management : JPM
64
Annals of finance
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Applied economics
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Discussion paper / Tinbergen Institute
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Journal of economic theory
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ECONIS (ZBW)
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1
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
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2
Model risk measurement under Wasserstein distance
Feng, Yu
;
Schlögl, Erik
-
2018
Persistent link: https://www.econbiz.de/10013255753
Saved in:
3
Investing for the long run
Leisen, Dietmar
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778143
Saved in:
4
Market efficiency and the growth optimal portfolio
Platen, Eckhard
;
Rendek, Renata
-
2017
Persistent link: https://www.econbiz.de/10011778194
Saved in:
5
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
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6
Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, Juri
-
2015
Persistent link: https://www.econbiz.de/10011344246
Saved in:
7
Optimal time series momentum
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344325
Saved in:
8
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
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9
Liability driven investments under a benchmark based approach
Baldeaux, Jan
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10009713741
Saved in:
10
A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009675078
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