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~language:"eng"
~person:"Jarrow, Robert A."
~person:"Platen, Eckhard"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
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Asymmetrische Information
Portfolio selection
Theorie
285
Theory
285
Portfolio-Management
80
CAPM
51
Börsenkurs
42
Share price
42
Bubbles
35
Spekulationsblase
35
Stochastischer Prozess
33
Derivat
32
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Kreditrisiko
22
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Optionspreistheorie
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Black-Scholes model
13
Black-Scholes-Modell
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Incomplete market
13
Risiko
13
Risk
13
Unvollkommener Markt
13
Analysis
12
Anleihe
12
Bond
12
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Jarrow, Robert A.
Platen, Eckhard
Fabozzi, Frank J.
122
Vives, Xavier
57
Maurer, Raimond
55
Gollier, Christian
51
Kerschbamer, Rudolf
49
Sutter, Matthias
45
Uppal, Raman
43
Korn, Ralf
42
Mitchell, Olivia S.
42
Ang, Andrew
40
Guidolin, Massimo
40
Morris, Stephen
39
Li, Duan
38
Campbell, John Y.
37
Satchell, Stephen
37
Dionne, Georges
36
Post, Thierry
36
Lo, Andrew W.
34
Markowitz, Harry
34
Martimort, David
33
Bergemann, Dirk
32
Escobar, Marcos
32
Prigent, Jean-Luc
32
Schenk-Hoppé, Klaus Reiner
32
Vanduffel, Steven
32
Viceira, Luis M.
32
Allen, Franklin
31
Gersbach, Hans
31
Levy, Haim
31
Hens, Thorsten
30
Malamud, Semyon
30
Kraft, Holger
29
Van Wincoop, Eric
29
Zagst, Rudi
29
Bodie, Zvi
28
Lucas, André
28
Pavan, Alessandro
28
Postlewaite, Andrew
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
International journal of theoretical and applied finance
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Mathematics and financial economics
3
Asia-Pacific financial markets
2
Journal of risk
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Agricultural finance review
1
Annals of finance
1
Australian economic papers
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Finance and stochastics
1
Finance research letters
1
Financial analysts' journal : FAJ
1
Johnson School Research Paper Series
1
Journal of financial markets
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
1
Review of derivatives research
1
Springer Finance
1
Springer finance
1
The Kyoto economic review
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of fixed income : JFI
1
The quarterly journal of finance
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ECONIS (ZBW)
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A generalized coherent risk measure : the firm's perspective
Jarrow, Robert A.
;
Purnanandam, Amiyatosh
- In:
Finance research letters
2
(
2005
)
1
,
pp. 23-29
Persistent link: https://www.econbiz.de/10002685600
Saved in:
2
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
3
A benchmark approach to finance
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 131-151
Persistent link: https://www.econbiz.de/10003336868
Saved in:
4
Consistent market extensions under the benchmark approach
Filipović, Damir
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 41-52
Persistent link: https://www.econbiz.de/10003818203
Saved in:
5
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2007
Persistent link: https://www.econbiz.de/10003437596
Saved in:
6
Consistent market extensions under the benchmark approach
Filipović, Damir
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003437600
Saved in:
7
Benchmarking and fair pricing applied to two market models
Hulley, Hardy
;
Miller, Shane
;
Platen, Eckhard
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 85-118
Persistent link: https://www.econbiz.de/10003379597
Saved in:
8
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
9
A benchmark approach to investing and pricing
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662367
Saved in:
10
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
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