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Search: subject:"benchmark approach"
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Benchmark approach
20
Portfolio selection
13
Portfolio-Management
13
benchmark approach
13
Theorie
11
Theory
11
Benchmarking
10
Stochastic process
8
Stochastischer Prozess
8
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5
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growth optimal portfolio
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19
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Platen, Eckhard
18
Baldeaux, Jan
4
Biagini, Francesca
4
Cretarola, Alessandra
3
Grasselli, Martino
3
Ceci, Claudia
2
Colaneri, Katia
2
Fergusson, Kevin
2
Fontana, Claudio
2
PLATEN, ECKHARD
2
Widenmann, Jan
2
BIAGINI, FRANCESCA
1
Bruti-Liberati, Nicola
1
Chan, Leunglung
1
Du, Ke
1
FONTANA, CLAUDIO
1
GUO, ZHI JUN
1
Gnoatto, Alessandro
1
Groll, Andreas
1
Guo, Zhi Jun
1
Heath, David
1
Hu, Shan
1
Ignatieva, Ekaterina
1
Jiang, Yi
1
MILLER, SHANE M.
1
Miller, Shane
1
Pavarana, Simone
1
QALLI, YASSINE EL
1
Raju, I. Venkat Appal
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Rendek, Renata
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1
Runggaldier, Wolfgang J.
1
Selvaraju, N.
1
Sun, Jin
1
WIDENMANN, JAN
1
West, Jason
1
Yan, Da
1
Zhang, Yang
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1
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International Journal of Theoretical and Applied Finance (IJTAF)
5
International journal of theoretical and applied finance
4
ASTIN bulletin : the journal of the International Actuarial Association
2
Asia-Pacific Financial Markets
2
Insurance / Mathematics & economics
2
Insurance: Mathematics and Economics
2
Journal of banking & finance
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Applied Mathematical Finance
1
Asia-Pacific financial markets
1
Computational Economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Finance and stochastics
1
International journal of financial engineering and risk management
1
Journal of Banking & Finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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1
Operations research letters
1
Physica A: Statistical Mechanics and its Applications
1
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ECONIS (ZBW)
19
RePEc
14
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33
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1
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
2
Less-expensive long-term annuities linked to mortality, cash and equity
Fergusson, Kevin
;
Platen, Eckhard
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 170-207
Persistent link: https://www.econbiz.de/10014306947
Saved in:
3
Calibration to FX triangles of the 4/2 model under the
benchmark
approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10013380525
Saved in:
4
Proposing a carbon emission responsibility allocation method with
benchmark
approach
Zhang, Yang
;
Hu, Shan
;
Yan, Da
;
Jiang, Yi
- In:
Ecological economics : the transdisciplinary journal of …
213
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014431503
Saved in:
5
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:
6
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:
7
Less-expensive valuation and reserving of long-dated variable annuities when interest rates and mortality rates are stochastic
Fergusson, Kevin
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 381-417
Persistent link: https://www.econbiz.de/10012243342
Saved in:
8
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:
9
Polynomial diffusion models for life insurance liabilities
Biagini, Francesca
;
Zhang, Yinglin
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 114-129
Persistent link: https://www.econbiz.de/10011630620
Saved in:
10
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:
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