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isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Anleihe"
~subject:"Risk premium"
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Risk premium
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Portfolio-Management
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Platen, Eckhard
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He, Xue-zhong
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Du, Ke
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Gnoatto, Alessandro
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Grasselli, Martino
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of banking & finance
43
Journal of financial economics
35
Working paper / National Bureau of Economic Research, Inc.
30
NBER working paper series
27
Finance research letters
25
International review of financial analysis
24
NBER Working Paper
23
International review of economics & finance : IREF
21
The journal of asset management
20
Discussion papers / CEPR
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Journal of empirical finance
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Journal of international financial markets, institutions & money
16
The journal of portfolio management : a publication of Institutional Investor
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Working paper
16
Journal of investment management : JOIM
15
The journal of fixed income
15
The review of financial studies
15
Discussion paper / Centre for Economic Policy Research
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Research paper series / Swiss Finance Institute
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The North American journal of economics and finance : a journal of financial economics studies
13
The journal of fixed income : JFI
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Applied economics
12
The journal of portfolio management : JPM
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Advanced bond portfolio management : best practices in modeling and strategies
11
Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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SpringerLink / Bücher
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Working paper / Centre for Financial Research
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Financial markets and portfolio management
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Journal of risk and financial management : JRFM
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The European journal of finance
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Energy economics
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Journal of financial markets
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Journal of international money and finance
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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
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:
4
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:
5
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
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
Alternative defaultable term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
-
2009
Persistent link: https://www.econbiz.de/10003857269
Saved in:
8
Portfolio analysis and zero-beta CAPM with heterogeneous beliefs
He, Xue-zhong
;
Shi, Lei
-
2009
Persistent link: https://www.econbiz.de/10003857507
Saved in:
9
Real world pricing of long term contracts
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662357
Saved in:
10
Real world pricing for a modified constant elasticity of variance model
Miller, Shane M.
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857174
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