Narrow search
Showing 1 - 10 of 44
Cover Image
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai; Liu, Jun - 2016
Persistent link: https://www.econbiz.de/10011777992
Cover Image
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard; Taylor, David - 2016
Persistent link: https://www.econbiz.de/10011778139
Cover Image
Investing for the long run
Leisen, Dietmar; Platen, Eckhard - 2017
Persistent link: https://www.econbiz.de/10011778143
Cover Image
Market efficiency and the growth optimal portfolio
Platen, Eckhard; Rendek, Renata - 2017
Persistent link: https://www.econbiz.de/10011778194
Cover Image
Benchmarking and fair pricing applied to two market models
Hulley, Hardy; Miller, Shane; Platen, Eckhard - 2005
Persistent link: https://www.econbiz.de/10002765066
Cover Image
The risk management of minimum return guarantees
Mahayni, Antje; Schlögl, Erik - 2003
Persistent link: https://www.econbiz.de/10002250900
Cover Image
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard - 2003
Persistent link: https://www.econbiz.de/10002250902
Cover Image
On the role of the growth optimal portfolio in finance
Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002604979
Cover Image
Intraday empirical analysis of electricity price behaviour
Platen, Eckhard; West, Jason; Breymann, Wolfgang - 2004
Persistent link: https://www.econbiz.de/10002554367
Cover Image
Asset price dynamics with time-varying second moment
Chiarella, Carl; He, Xue-zhong; Wang, Duo - 2004
Persistent link: https://www.econbiz.de/10002554388