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isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Anleihe"
~subject:"Pension fund"
~subject:"Volatility"
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Anleihe
Pension fund
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Portfolio selection
71
Portfolio-Management
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Theorie
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Theory
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CAPM
14
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Platen, Eckhard
10
Fergusson, Kevin
2
Schlögl, Erik
2
Aase Nielsen, Jørgen
1
Bateman, Hazel
1
Bruti-Liberati, Nicola
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Gnoatto, Alessandro
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Grasselli, Martino
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Miller, Shane M.
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Sandmann, Klaus
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of banking & finance
68
Finance research letters
56
Insurance / Mathematics & economics
55
NBER working paper series
49
The journal of asset management
41
Working paper / National Bureau of Economic Research, Inc.
40
International review of financial analysis
39
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of financial economics
37
NBER Working Paper
35
Energy economics
34
Journal of empirical finance
33
Applied economics
32
Risks : open access journal
30
European journal of operational research : EJOR
28
Research paper series / Swiss Finance Institute
27
Journal of international financial markets, institutions & money
25
Journal of pension economics and finance
25
The journal of portfolio management : JPM
25
International review of economics & finance : IREF
23
Journal of risk and financial management : JRFM
23
Working paper
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Investment management and financial innovations
22
Journal of economic dynamics & control
22
Swiss Finance Institute Research Paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Discussion paper / Centre for Economic Policy Research
21
The European journal of finance
21
Discussion paper / The Pensions Institute, Cass Business School, City University
20
Pacific-Basin finance journal
20
Economic modelling
19
Quantitative finance
19
The journal of portfolio management : a publication of Institutional Investor
19
The review of financial studies
18
Discussion papers / CEPR
17
International journal of theoretical and applied finance
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Research in international business and finance
17
Journal of investment management : JOIM
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Journal of mathematical finance
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Financial markets and portfolio management
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ECONIS (ZBW)
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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
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
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:
6
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:
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
Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen
;
Sandmann, Klaus
;
Schlögl, Erik
-
2010
Persistent link: https://www.econbiz.de/10008662192
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
Real world pricing of long term contracts
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662357
Saved in:
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