//--> //--> //-->
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:"Stochastischer Prozess"
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
Stochastischer Prozess
Portfolio selection
71
Portfolio-Management
71
Theorie
44
Theory
44
CAPM
14
Benchmarking
9
Bewertung
9
Evaluation
9
Hedging
9
Stochastic process
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
12
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
12
Author
All
Platen, Eckhard
8
Bruti-Liberati, Nicola
2
Chiarella, Carl
2
Nikitopoulos, Christina Sklibosios
2
Cheung, Gerald H. L.
1
Clewlow, Les
1
Du, Ke
1
Fergusson, Kevin
1
Gnoatto, Alessandro
1
Grasselli, Martino
1
Hinz, Juri
1
Kang, Boda
1
Kardaras, Constantinos
1
Kazakov, Vladimir
1
McCulloch, James
1
Schlögl, Erik
1
Tappe, Stefan
1
Taylor, David
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Insurance / Mathematics & economics
90
European journal of operational research : EJOR
63
International journal of theoretical and applied finance
57
Finance and stochastics
42
Quantitative finance
36
Journal of banking & finance
32
Finance research letters
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Journal of economic dynamics & control
25
Risks : open access journal
25
Mathematical methods of operations research
24
Applied mathematical finance
22
Journal of mathematical finance
22
Annals of finance
19
International journal of financial engineering
16
Mathematics and financial economics
16
Scandinavian actuarial journal
16
Computational economics
15
Journal of risk and financial management : JRFM
15
Research paper series / Swiss Finance Institute
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
The journal of fixed income
14
SpringerLink / Bücher
13
International review of financial analysis
12
NBER working paper series
12
The North American journal of economics and finance : a journal of financial economics studies
12
The journal of fixed income : JFI
12
Advanced bond portfolio management : best practices in modeling and strategies
11
IMA journal of management mathematics
11
Journal of financial economics
11
Working paper / National Bureau of Economic Research, Inc.
11
Computational Management Science : CMS
10
The journal of asset management
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
The review of financial studies
10
Applied economics
9
Astin bulletin : the journal of the International Actuarial Association
9
Economic modelling
9
Financial markets and portfolio management
9
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
12
of
12
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
Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, Juri
-
2015
Persistent link: https://www.econbiz.de/10011344246
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
Modern view on Merton’s jump-diffusion model
Cheung, Gerald H. L.
;
Chiarella, Carl
-
2011
Persistent link: https://www.econbiz.de/10009563108
Saved in:
6
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
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
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
-
2011
Persistent link: https://www.econbiz.de/10009564623
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
Minimizing the expected market time to reach a certain wealth level
Kardaras, Constantinos
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857129
Saved in:
11
Optimal VWAP trading strategy and relative volume
McCulloch, James
;
Kazakov, Vladimir
-
2007
Persistent link: https://www.econbiz.de/10003685190
Saved in:
12
Pricing under the real-world probability measure for jump-diffusion term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
-
2007
Persistent link: https://www.econbiz.de/10003685202
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->