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Theorie
Theory
136
Portfolio selection
95
Portfolio-Management
95
Stochastischer Prozess
63
Stochastic process
61
growth optimal portfolio
61
Volatility
45
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Platen, Eckhard
121
Ignatieva, Ekaterina
14
Heath, David C.
10
Hulley, Hardy
8
Ignatieva, Katja
8
Rendek, Renata
8
Bruti-Liberati, Nicola
7
Küchler, Uwe
6
Baldeaux, Jan
5
Kardaras, Constantinos
5
Schweizer, Martin
5
Du, Ke
4
Landsman, Zinoviy
4
Runggaldier, Wolfgang J.
4
Alexeev, Vitali
3
Craddock, Mark
3
Rendek, Renatak
3
Baldeaux, Jan F.
2
Chan, Leunglung
2
Filipović, Damir
2
Guo, Zhi
2
Hofmann, Norbert
2
Leisen, Dietmar
2
Miller, Shane
2
Miller, Shane M.
2
Nikitopoulos, Christina Sklibosios
2
Ponomareva, Natalia
2
Semmler, Willi
2
Sun, Jin
2
Taylor, David
2
Alai, Daniel H.
1
Breymann, Wolfgang
1
Bühlmann, Hans
1
Chen, Jun
1
Chiarella, Carl
1
Christensen, Morten Mosegaard
1
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1
Fontana, Claudio
1
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1
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1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Quantitative Finance Research Centre <Sydney>
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
45
Research paper / Quantitative Finance Research Group, University of Technology Sydney
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
International journal of theoretical and applied finance
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Asia-Pacific financial markets
3
Insurance / Mathematics & economics
3
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3
Discussion papers of interdisciplinary research project 373
2
Financial engineering and the Japanese markets
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advances in futures and options research : a research annual
1
Applied economics
1
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1
Australian economic papers
1
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1
Operations research letters
1
Preprint / Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V.
1
Quantitative Finance Research Centre, University of Technology, Sydney Research Paper
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 263
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 265
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: 238, Quantitative Finance Research Centre, University of Technology, Sydney
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
Risks : open access journal
1
Springer Finance
1
Springer finance
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Stochastic modelling and applied probability
1
The Kyoto economic review
1
The energy journal
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ECONIS (ZBW)
136
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1
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
2
Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662360
Saved in:
3
Quasi-exact approximation of hidden Markov chain filters
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662361
Saved in:
4
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
5
Approximating the numéraire portfolio by naive diversification
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663094
Saved in:
6
Approximating the growth optimal portfolio and stock price bubbles
Platen, Eckhard
;
Rendek, Renata
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496905
Saved in:
7
Market efficiency and the growth optimal portfolio
Platen, Eckhard
;
Rendek, Renata
-
2017
Persistent link: https://www.econbiz.de/10011778194
Saved in:
8
A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009675078
Saved in:
9
Modelling co-movements and tail dependency in the international stock market via copulae
Ignatieva, Katja
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
17
(
2010
)
3
,
pp. 261-302
Persistent link: https://www.econbiz.de/10009237110
Saved in:
10
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
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