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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~person:"Platen, Eckhard"
~type_genre:"Graue Literatur"
~type_genre:"Lehrbuch"
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Portfolio-Management
Stochastischer Prozess
Theorie
67
Theory
67
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32
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18
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12
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12
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Platen, Eckhard
Koopman, Siem Jan
31
Uppal, Raman
30
Lucas, André
29
Phillips, Peter C. B.
26
Härdle, Wolfgang
23
Maurer, Raimond
22
Gollier, Christian
21
Campbell, John Y.
20
Chiarella, Carl
20
Kohlmann, Michael
20
KĂĽchler, Uwe
20
Linton, Oliver
19
Schenk-Hoppé, Klaus Reiner
19
Föllmer, Hans
17
Gil-Alaña, Luis A.
17
McAleer, Michael
17
BaĹźak, Suleyman
16
Guidolin, Massimo
16
Van Wincoop, Eric
15
Bacchetta, Philippe
14
Barndorff-Nielsen, Ole E.
14
Evstigneev, Igor V.
14
Gouriéroux, Christian
14
Hens, Thorsten
14
Schmid, Wolfgang
14
Steiner, Manfred
14
Viceira, Luis M.
14
Vries, Casper G. de
14
Yu, Jun
14
Albrecht, Peter
13
Carletti, Elena
13
Kleijnen, Jack P. C.
13
Pástor, Ľuboš
13
Sentana, Enrique
13
Babus, Ana
12
Bodie, Zvi
12
Bos, Charles S.
12
Engle, Robert F.
12
Gomes, Francisco J.
12
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Sonderforschungsbereich Quantifikation und Simulation Ă–konomischer Prozesse
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
29
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
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5
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ECONIS (ZBW)
44
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1
Investing for the long run
Leisen, Dietmar
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778143
Saved in:
2
Market efficiency and the growth optimal portfolio
Platen, Eckhard
;
Rendek, Renata
-
2017
Persistent link: https://www.econbiz.de/10011778194
Saved in:
3
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
4
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:
5
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:
6
Liability driven investments under a benchmark based approach
Baldeaux, Jan
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10009713741
Saved in:
7
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:
8
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:
9
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
10
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
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