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isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Anleihe"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
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Platen, Eckhard
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Li, Kai
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Quantitative Finance Research Centre <Sydney>
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of banking & finance
162
Finance research letters
135
International review of financial analysis
123
Journal of financial economics
123
NBER working paper series
122
Working paper / National Bureau of Economic Research, Inc.
106
Journal of empirical finance
100
The journal of asset management
95
NBER Working Paper
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The North American journal of economics and finance : a journal of financial economics studies
76
Applied economics
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International review of economics & finance : IREF
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Pacific-Basin finance journal
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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The European journal of finance
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Research in international business and finance
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Research paper series / Swiss Finance Institute
57
The journal of portfolio management : a publication of Institutional Investor
55
Applied economics letters
53
Journal of investment management : JOIM
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Financial markets and portfolio management
51
The review of financial studies
48
Investment management and financial innovations
47
Review of quantitative finance and accounting
46
Management science : journal of the Institute for Operations Research and the Management Sciences
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Energy economics
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Swiss Finance Institute Research Paper
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Economic modelling
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Discussion paper / Centre for Economic Policy Research
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1
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
Saved in:
2
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:
3
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:
4
Market sentiment and paradigm shifts
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
-
2015
Persistent link: https://www.econbiz.de/10011344305
Saved in:
5
Optimal time series momentum
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344325
Saved in:
6
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:
7
Real world pricing of long term cash-linked annuities and equity-linked annuities with cash-linked guarantees
Fergusson, Kevin
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10010213176
Saved in:
8
Heterogeneous beliefs and the performances of optimal portfolios
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564473
Saved in:
9
The small and large time implied volatilities in the minimal market model
Guo, Zhi
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564614
Saved in:
10
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong
;
Li, Kai
-
2011
Persistent link: https://www.econbiz.de/10009564620
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