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~person:"Jarrow, Robert A."
~person:"Platen, Eckhard"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
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Asymmetrische Information
Portfolio selection
Theorie
284
Theory
284
Portfolio-Management
80
CAPM
51
Börsenkurs
41
Share price
41
Bubbles
34
Spekulationsblase
34
Stochastischer Prozess
34
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32
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32
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20
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20
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19
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18
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Hedging
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15
USA
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14
Analysis
13
Black-Scholes model
13
Black-Scholes-Modell
13
Incomplete market
13
Mathematical analysis
13
Risiko
13
Risk
13
Unvollkommener Markt
13
Risikoprämie
12
Risk premium
12
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Jarrow, Robert A.
Platen, Eckhard
Fabozzi, Frank J.
122
Maurer, Raimond
72
Vives, Xavier
57
Gollier, Christian
50
Kerschbamer, Rudolf
49
Korn, Ralf
45
Sutter, Matthias
45
Uppal, Raman
43
Mitchell, Olivia S.
42
Ang, Andrew
40
Guidolin, Massimo
40
Li, Duan
39
Morris, Stephen
39
Markowitz, Harry
38
Campbell, John Y.
37
Dionne, Georges
37
Satchell, Stephen
37
Post, Thierry
35
Lo, Andrew W.
34
Martimort, David
33
Prigent, Jean-Luc
33
Bergemann, Dirk
32
Escobar, Marcos
32
Schenk-Hoppé, Klaus Reiner
32
Viceira, Luis M.
32
Allen, Franklin
31
Levy, Haim
31
Vanduffel, Steven
31
Gersbach, Hans
30
Hens, Thorsten
30
Malamud, Semyon
30
Zagst, Rudi
30
Gouriéroux, Christian
29
Kraft, Holger
29
Van Wincoop, Eric
29
Bodie, Zvi
28
Lucas, André
28
Pavan, Alessandro
28
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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
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University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
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ECONIS (ZBW)
83
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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:
22
Liquidity risk and arbitrage pricing
theory
Çetin, Umut
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 311-341
Persistent link: https://www.econbiz.de/10002130310
Saved in:
23
Approximating large diversified portfolios
Hofmann, Norbert
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
Saved in:
24
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250902
Saved in:
25
On the role of the growth optimal portfolio in finance
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002604979
Saved in:
26
Default risk and diversification :
theory
and empirical implications
Jarrow, Robert A.
;
Lando, David
;
Yu, Fan
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002582739
Saved in:
27
Intraday empirical analysis of electricity price behaviour
Platen, Eckhard
;
West, Jason
;
Breymann, Wolfgang
-
2004
Persistent link: https://www.econbiz.de/10002554367
Saved in:
28
Analytic pricing of contingent claims under the real-world measure
Miller, Shane M.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
11
(
2008
)
8
,
pp. 841-867
Persistent link: https://www.econbiz.de/10003812845
Saved in:
29
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
Saved in:
30
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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