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accessRights:"free"
subject:"Portfolio-Management"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~type_genre:"Working Paper"
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Portfolio-Management
Theorie
132
Theory
132
Portfolio selection
44
Stochastic process
30
Stochastischer Prozess
30
CAPM
24
Volatility
21
Volatilität
21
Begrenzte Rationalität
15
Bounded rationality
15
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14
Behavioural finance
14
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14
Börsenkurs
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Option pricing theory
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44
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Platen, Eckhard
26
He, Xue-zhong
10
Chiarella, Carl
6
Rendek, Renata
4
Dieci, Roberto
3
Li, Kai
3
Shi, Lei
3
Baldeaux, Jan
2
Kardaras, Constantinos
2
Schlögl, Erik
2
Zheng, Min
2
Breymann, Wolfgang
1
Bruti-Liberati, Nicola
1
Du, Ke
1
Feng, Yu
1
Fergusson, Kevin
1
Filipović, Damir
1
Guo, Zhi
1
Hinz, Juri
1
Hsiao, Chih-ying
1
Hulley, Hardy
1
Ignatieva, Ekaterina
1
Jaschke, Stefan R.
1
Kazakov, Vladimir
1
Le, Truc
1
Leisen, Dietmar
1
Li, Youwei
1
Liu, Jun
1
Mahayni, Antje
1
Marquardt, Tina Marie
1
McCulloch, James
1
Miller, Shane
1
Miller, Shane M.
1
Milunovich, George
1
Nikeghbali, Ashkan
1
Nikitopoulos, Christina Sklibosios
1
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1
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1
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Research paper series / Swiss Finance Institute
95
Working paper / National Bureau of Economic Research, Inc.
70
Swiss Finance Institute Research Paper
62
Discussion paper / Tinbergen Institute
44
CESifo working papers
41
Working paper
33
Working papers
32
Discussion paper
25
SFB 649 discussion paper
23
IFA working paper
21
Finance and economics discussion series
20
Working paper / Centre for Financial Research
19
IMF working papers
18
Working papers on finance
18
Discussion paper / Center for Economic Research, Tilburg University
17
Working paper series
17
Working paper series / European Central Bank
14
Working papers / Rodney L. White Center for Financial Research
14
CFS working paper series
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IMF working paper
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SAFE working paper
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Discussion paper / LSE Financial Markets Group
11
Netspar academic series
11
Documentos de trabajo / Banco de España
10
Discussion papers of interdisciplinary research project 373
9
Research paper / International Center for Financial Asset Management and Engineering
9
Working paper series / University of Zurich, Department of Economics
9
CoFE discussion papers
8
DNB working papers
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
ERIM report series research in management
8
Bonn Econ Discussion Papers / BGSE
7
DNB working paper
7
Discussion paper / Department of Business and Management Science
7
Discussion paper / Deutsche Bundesbank
7
Discussion paper series / IZA
7
IDEI working papers
7
IES working paper
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
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ECONIS (ZBW)
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1
Model risk measurement under Wasserstein distance
Feng, Yu
;
Schlögl, Erik
-
2018
Persistent link: https://www.econbiz.de/10013255753
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
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
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
Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, Juri
-
2015
Persistent link: https://www.econbiz.de/10011344246
Saved in:
7
Optimal time series momentum
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344325
Saved in:
8
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:
9
Liability driven investments under a benchmark based approach
Baldeaux, Jan
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10009713741
Saved in:
10
Asset pricing under keeping up with the Joneses and heterogeneous beliefs
He, Xue-zhong
;
Shi, Lei
;
Zheng, Min
-
2012
Persistent link: https://www.econbiz.de/10009564469
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