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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~accessRights:"free"
~person:"Platen, Eckhard"
~subject:"Portfolio selection"
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Portfolio selection
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Platen, Eckhard
Lucas, André
17
Guidolin, Massimo
14
Uppal, Raman
14
Evstigneev, Igor V.
12
Ślepaczuk, Robert
12
Bacchetta, Philippe
11
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11
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11
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10
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10
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10
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8
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8
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8
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8
Nicodano, Giovanna
8
Tille, Cédric
8
Vries, Casper G. de
8
Başak, Suleyman
7
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7
Kelly, Bryan T.
7
Pesaran, M. Hashem
7
Scaillet, Olivier
7
Viceira, Luis M.
7
Wolf, Michael
7
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6
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6
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6
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
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ECONIS (ZBW)
30
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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
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
Liability driven investments under a benchmark based approach
Baldeaux, Jan
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10009713741
Saved in:
6
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:
7
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:
8
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
9
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
10
Approximating the numéraire portfolio by naive diversification
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663094
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