//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Anleihe"
~subject:"Derivat"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfolio management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Anleihe
Derivat
Stochastischer Prozess
Portfolio selection
71
Portfolio-Management
71
Theorie
44
Theory
44
CAPM
14
Benchmarking
9
Bewertung
9
Evaluation
9
Hedging
9
Stochastic process
9
Anlageverhalten
7
Behavioural finance
7
Capital income
7
Kapitaleinkommen
7
Börsenkurs
6
Risikoprämie
6
Risk premium
6
Share price
6
Aktienindex
5
Arbitrage Pricing
5
Arbitrage pricing
5
Begrenzte Rationalität
5
Bounded rationality
5
Derivative
5
Estimation
5
Martingal
5
Martingale
5
Option pricing theory
5
Optionspreistheorie
5
Pension fund
5
Pensionskasse
5
Schätzung
5
Simulation
5
Stock index
5
Volatility
5
Volatilität
5
Bond
4
more ...
less ...
Online availability
All
Free
15
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Language
All
English
15
Author
All
Platen, Eckhard
11
Bruti-Liberati, Nicola
2
Chiarella, Carl
2
Nikitopoulos, Christina Sklibosios
2
Cheung, Gerald H. L.
1
Clewlow, Les
1
Du, Ke
1
Fergusson, Kevin
1
Gnoatto, Alessandro
1
Grasselli, Martino
1
Heath, David C.
1
Hinz, Juri
1
Kang, Boda
1
Kardaras, Constantinos
1
Kazakov, Vladimir
1
McCulloch, James
1
Schlögl, Erik
1
Tappe, Stefan
1
Taylor, David
1
West, Jason
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Insurance / Mathematics & economics
93
European journal of operational research : EJOR
73
International journal of theoretical and applied finance
69
Finance and stochastics
50
Quantitative finance
45
Journal of banking & finance
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
Finance research letters
34
Journal of economic dynamics & control
30
Risks : open access journal
29
Applied mathematical finance
25
Journal of mathematical finance
25
Mathematical methods of operations research
25
SpringerLink / Bücher
23
Annals of finance
21
Computational economics
19
International journal of financial engineering
19
Research paper series / Swiss Finance Institute
19
The journal of fixed income
19
Scandinavian actuarial journal
18
The European journal of finance
18
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of risk and financial management : JRFM
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Mathematics and financial economics
17
The journal of futures markets
17
Energy economics
16
International review of financial analysis
16
Journal of financial economics
16
NBER working paper series
15
The journal of asset management
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Applied economics
14
Economic modelling
14
Journal of financial and quantitative analysis : JFQA
14
The review of financial studies
14
Working paper / National Bureau of Economic Research, Inc.
13
IMA journal of management mathematics
12
NBER Working Paper
12
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
2
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
3
Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, Juri
-
2015
Persistent link: https://www.econbiz.de/10011344246
Saved in:
4
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
5
Modern view on Merton’s jump-diffusion model
Cheung, Gerald H. L.
;
Chiarella, Carl
-
2011
Persistent link: https://www.econbiz.de/10009563108
Saved in:
6
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
7
Affine realizations for Lévy driven interest rate models with real-world forward rate dynamics
Platen, Eckhard
;
Tappe, Stefan
-
2011
Persistent link: https://www.econbiz.de/10009564622
Saved in:
8
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
-
2011
Persistent link: https://www.econbiz.de/10009564623
Saved in:
9
Alternative defaultable term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
-
2009
Persistent link: https://www.econbiz.de/10003857269
Saved in:
10
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->