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~isPartOf:"Journal of international money and finance"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Platen, Eckhard"
~person:"Van Wincoop, Eric"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
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Asymmetrische Information
Portfolio selection
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Platen, Eckhard
Van Wincoop, Eric
He, Xue-zhong
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Journal of international money and finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Journal of international economics
5
International journal of theoretical and applied finance
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Research paper series / Swiss Finance Institute
4
Asia-Pacific financial markets
2
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18th International Seminar on Macroeconomics
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ASTIN bulletin : the journal of the International Actuarial Association
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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European economic review : EER
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Journal of economic dynamics & control
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Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
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Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
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Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
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Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
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Springer Finance
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Springer finance
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ECONIS (ZBW)
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A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2007
Persistent link: https://www.econbiz.de/10003437596
Saved in:
2
Consistent market extensions under the benchmark approach
Filipović, Damir
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003437600
Saved in:
3
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
4
A benchmark approach to investing and pricing
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662367
Saved in:
5
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
6
Approximating the numéraire portfolio by naive diversification
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663094
Saved in:
7
Pricing under the real-world probability measure for jump-diffusion term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
-
2007
Persistent link: https://www.econbiz.de/10003685202
Saved in:
8
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:
9
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
Saved in:
10
Analytic pricing of contingent claims under the real-world measure
Miller, Shane M.
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856795
Saved in:
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