//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Anleihe"
~subject:"Hedging"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfolio management"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Anleihe
Hedging
Portfolio selection
71
Portfolio-Management
71
Theorie
44
Theory
44
CAPM
14
Benchmarking
9
Bewertung
9
Evaluation
9
Stochastic process
9
Stochastischer Prozess
9
Anlageverhalten
7
Behavioural finance
7
Capital income
7
Kapitaleinkommen
7
Börsenkurs
6
Risikoprämie
6
Risk premium
6
Share price
6
Aktienindex
5
Arbitrage Pricing
5
Arbitrage pricing
5
Begrenzte Rationalität
5
Bounded rationality
5
Derivat
5
Derivative
5
Estimation
5
Martingal
5
Martingale
5
Option pricing theory
5
Optionspreistheorie
5
Pension fund
5
Pensionskasse
5
Schätzung
5
Simulation
5
Stock index
5
Volatility
5
Volatilität
5
Bond
4
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
All
English
13
Author
All
Platen, Eckhard
11
Fergusson, Kevin
3
Schlögl, Erik
2
Baldeaux, Jan
1
Bruti-Liberati, Nicola
1
Cheung, Gerald H. L.
1
Chiarella, Carl
1
Du, Ke
1
Gnoatto, Alessandro
1
Grasselli, Martino
1
Ignatieva, Ekaterina
1
Mahayni, Antje
1
Miller, Shane M.
1
Nikitopoulos, Christina Sklibosios
1
Taylor, David
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Finance research letters
45
Journal of banking & finance
42
International review of financial analysis
40
Energy economics
33
International journal of theoretical and applied finance
33
The journal of futures markets
29
Research paper series / Swiss Finance Institute
27
The North American journal of economics and finance : a journal of financial economics studies
27
Applied economics
26
Economic modelling
25
International review of economics & finance : IREF
25
Journal of financial economics
25
Insurance / Mathematics & economics
24
Finance and stochastics
23
NBER working paper series
23
Swiss Finance Institute Research Paper
23
Journal of economic dynamics & control
22
The review of financial studies
22
Journal of risk and financial management : JRFM
19
The journal of portfolio management : a publication of Institutional Investor
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Working paper / National Bureau of Economic Research, Inc.
19
European journal of operational research : EJOR
18
Applied mathematical finance
17
NBER Working Paper
17
Risks : open access journal
17
The European journal of finance
17
The journal of fixed income
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Quantitative finance
15
SpringerLink / Bücher
15
The journal of asset management
15
Journal of empirical finance
14
Research in international business and finance
14
Discussion papers / CEPR
13
Journal of international financial markets, institutions & money
12
Journal of investment management : JOIM
12
The journal of fixed income : JFI
12
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
13
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
Less expensive pricing and hedging of long-dated equity index options when interest rates are stochastic
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344299
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
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
Modern view on Merton’s jump-diffusion model
Cheung, Gerald H. L.
;
Chiarella, Carl
-
2011
Persistent link: https://www.econbiz.de/10009563108
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
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:
11
Real world pricing for a modified constant elasticity of variance model
Miller, Shane M.
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857174
Saved in:
12
The risk management of minimum return guarantees
Mahayni, Antje
;
Schlögl, Erik
-
2003
Persistent link: https://www.econbiz.de/10002250900
Saved in:
13
Pricing and hedging for incomplete jump diffusion benchmark models
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250936
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->