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subject:"Portfolio-Management"
subject:"United States"
~language:"eng"
~person:"Platen, Eckhard"
~subject:"Prognoseverfahren"
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Portfolio-Management
United States
Prognoseverfahren
Theorie
120
Theory
120
Portfolio selection
54
Stochastischer Prozess
29
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28
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19
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Platen, Eckhard
Diebold, Francis X.
159
Fabozzi, Frank J.
153
Timmermann, Allan
123
Franses, Philip Hans
104
Marcellino, Massimiliano
89
Clark, Todd E.
87
Pesaran, M. Hashem
83
Clements, Michael P.
80
Heckman, James J.
71
Härdle, Wolfgang
69
Swanson, Norman R.
68
Campbell, John Y.
66
Schorfheide, Frank
64
Gupta, Rangan
63
Hendry, David F.
62
Satchell, Stephen
62
Hyndman, Rob J.
61
Koop, Gary
60
Maurer, Raimond
60
Koopman, Siem Jan
59
Ravazzolo, Francesco
59
Lo, Andrew W.
57
Bollerslev, Tim
56
Mitchell, Olivia S.
56
Acemoglu, Daron
55
Engle, Robert F.
55
Mankiw, Nicholas Gregory
53
McCracken, Michael W.
53
Stock, James H.
53
Stambaugh, Robert F.
52
Caporale, Guglielmo Maria
51
Gollier, Christian
50
Guidolin, Massimo
50
Kilian, Lutz
50
Ang, Andrew
49
Christiano, Lawrence J.
49
Giannone, Domenico
48
Watson, Mark W.
47
Korn, Ralf
46
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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
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Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
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Springer Finance
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ECONIS (ZBW)
58
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21
Approximating the numéraire portfolio by naive diversification
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663094
Saved in:
22
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
23
A benchmark approach to investing and pricing
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662367
Saved in:
24
Asset markets and monetary policy
Platen, Eckhard
;
Semmler, Willi
-
2009
Persistent link: https://www.econbiz.de/10003857526
Saved in:
25
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
Saved in:
26
Analytic pricing of contingent claims under the real-world measure
Miller, Shane M.
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856795
Saved in:
27
Valuing guaranteed minimum death benefit options in variable annuities under a benchmark approach
Marquardt, Tina Marie
;
Platen, Eckhard
;
Jaschke, Stefan R.
-
2008
Persistent link: https://www.econbiz.de/10003857120
Saved in:
28
On honest times in financial modeling
Nikeghbali, Ashkan
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857128
Saved in:
29
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:
30
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2007
Persistent link: https://www.econbiz.de/10003437596
Saved in:
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