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Data mining corrections testing in Chinese stocks
Guerard, John Baynard; Gillam, Robert A.; Markowitz, Harry - In: Interfaces : the INFORMS journal on the practice of … 48 (2018) 2, pp. 108-120
Persistent link: https://www.econbiz.de/10011846038
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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
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Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth
Guerard, John Baynard; Markowitz, Harry; Xu, Ganlin; … - In: Managerial multiple objective optimization, (pp. 203-219). 2018
Persistent link: https://www.econbiz.de/10011897010
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Asset allocation implications of illiquid assets
Berrada, Tony; Scaillet, Olivier; Zhang, Zhicheng - In: The journal of investing : JOI 31 (2022) 5, pp. 71-86
Persistent link: https://www.econbiz.de/10014231445
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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
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Benchmarks for the benchmark approach to valuing long-term insurance liabilities : comment on Fergusson & Platen (2023)
Bauer, Daniel - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 1, pp. 208-211
Persistent link: https://www.econbiz.de/10014306953
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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