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type_genre:"Article in journal"
type_genre:"Kongressschrift"
~person:"Platen, Eckhard"
~subject:"Portfolio-Management"
~type_genre:"Arbeitspapier"
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Portfolio-Management
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99
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99
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46
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22
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17
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15
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English
46
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Platen, Eckhard
Fabozzi, Frank J.
42
Gollier, Christian
37
Uppal, Raman
34
Maurer, Raimond
31
Korn, Ralf
30
Li, Duan
27
Lucas, André
27
Schenk-Hoppé, Klaus Reiner
27
Wong, Wing Keung
27
Başak, Suleyman
26
Escobar, Marcos
26
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25
Hens, Thorsten
25
Van Wincoop, Eric
25
Campbell, John Y.
24
Post, Thierry
23
Viceira, Luis M.
22
Zagst, Rudi
22
Gouriéroux, Christian
21
Lo, Andrew W.
20
Markowitz, Harry
20
Prigent, Jean-Luc
20
Schmid, Wolfgang
20
Vries, Casper G. de
20
Bacchetta, Philippe
19
Cvitanić, Jakša
19
Evstigneev, Igor V.
19
He, Xue-zhong
19
Malamud, Semyon
19
Wang, Ruodu
19
Engle, Robert F.
18
Levy, Haim
18
Lioui, Abraham
18
Forsyth, Peter A.
17
Gomes, Francisco J.
17
Härdle, Wolfgang
17
Kraft, Holger
17
Ledoit, Olivier
17
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17
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
International journal of theoretical and applied finance
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Asia-Pacific financial markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
The Kyoto economic review
1
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ECONIS (ZBW)
46
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46
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1
Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin
;
Zhu, Dan
;
Platen, Eckhard
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
Saved in:
2
Investing for the long run
Leisen, Dietmar
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778143
Saved in:
3
Market efficiency and the growth optimal portfolio
Platen, Eckhard
;
Rendek, Renata
-
2017
Persistent link: https://www.econbiz.de/10011778194
Saved in:
4
Approximating the growth optimal portfolio and stock price bubbles
Platen, Eckhard
;
Rendek, Renata
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496905
Saved in:
5
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:
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
Liability driven investments under a benchmark based approach
Baldeaux, Jan
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10009713741
Saved in:
8
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:
9
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
10
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:
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