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subject:"Portfolio-Management"
subject:"USA"
~person:"Platen, Eckhard"
~subject:"Forecasting model"
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Portfolio-Management
USA
Forecasting model
Theorie
121
Theory
121
Portfolio selection
54
Stochastischer Prozess
30
Stochastic process
29
Benchmarking
19
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17
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17
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16
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16
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13
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13
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benchmark approach
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English
58
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Platen, Eckhard
Diebold, Francis X.
159
Fabozzi, Frank J.
153
Timmermann, Allan
122
Franses, Philip Hans
104
Marcellino, Massimiliano
88
Clark, Todd E.
86
Pesaran, M. Hashem
83
Clements, Michael P.
79
Maurer, Raimond
78
Heckman, James J.
72
Härdle, Wolfgang
69
Swanson, Norman R.
68
Campbell, John Y.
66
Schorfheide, Frank
64
Hendry, David F.
62
Mankiw, Nicholas Gregory
62
Satchell, Stephen
62
Gupta, Rangan
59
Ravazzolo, Francesco
59
Hyndman, Rob J.
58
Koopman, Siem Jan
58
Koop, Gary
57
Lo, Andrew W.
57
Bollerslev, Tim
56
Mitchell, Olivia S.
56
Acemoglu, Daron
54
Engle, Robert F.
54
Stock, James H.
54
McCracken, Michael W.
53
Stambaugh, Robert F.
52
Caporale, Guglielmo Maria
51
Guidolin, Massimo
50
Kilian, Lutz
50
Ang, Andrew
49
Christiano, Lawrence J.
49
Gollier, Christian
49
Korn, Ralf
49
Giannone, Domenico
47
Watson, Mark W.
47
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Quantitative Finance Research Centre <Sydney>
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
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
Financial engineering and the Japanese markets
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
1
Springer Finance
1
Springer finance
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The Kyoto economic review
1
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ECONIS (ZBW)
58
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51
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2006
-
Softcover reprint of th hardcover 1st edition 2006
Persistent link: https://www.econbiz.de/10003042060
Saved in:
52
Benchmarking and fair pricing applied to two market models
Hulley, Hardy
;
Miller, Shane
;
Platen, Eckhard
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 85-118
Persistent link: https://www.econbiz.de/10003379597
Saved in:
53
On the role of the growth optimal portfolio in finance
Platen, Eckhard
- In:
Australian economic papers
44
(
2005
)
4
,
pp. 365-388
Persistent link: https://www.econbiz.de/10003237000
Saved in:
54
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
55
A benchmark approach to filtering in finance
Platen, Eckhard
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10003084169
Saved in:
56
A benchmark model for financial markets
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001606224
Saved in:
57
Approximating large diversified portfolios
Hofmann, Norbert
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
Saved in:
58
Subordinated market index models : a comparison
Hurst, Simon R.
- In:
Financial engineering and the Japanese markets
4
(
1997
)
2
,
pp. 97-124
Persistent link: https://www.econbiz.de/10001240947
Saved in:
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