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subject:"Wohlfahrtsanalyse"
~person:"Platen, Eckhard"
~subject:"Portfolio-Management"
~type_genre:"Festschrift"
~type_genre:"Working Paper"
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Wohlfahrtsanalyse
Portfolio-Management
Theorie
67
Theory
67
Portfolio selection
31
Stochastischer Prozess
17
Stochastic process
16
Analysis
11
Benchmarking
11
Mathematical analysis
11
Arbitrage Pricing
8
Arbitrage pricing
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Bewertung
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Börsenkurs
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CAPM
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Evaluation
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Martingal
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Martingale
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Share price
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Derivat
5
Derivative
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Financial economics
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Interest rate
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Variational method
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benchmark approach
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31
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English
31
Author
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Platen, Eckhard
Uppal, Raman
27
Gersbach, Hans
25
Gollier, Christian
21
Schöb, Ronnie
21
Haufler, Andreas
20
Krueger, Dirk
20
Van Wincoop, Eric
20
Bacchetta, Philippe
19
Campbell, John Y.
19
Lucas, André
19
Maurer, Raimond
19
Keuschnigg, Christian
18
Aronsson, Thomas
17
Mukherjee, Arijit
17
Vives, Xavier
17
Acemoglu, Daron
16
Başak, Suleyman
16
Ludwig, Alexander
16
Perri, Fabrizio
16
Sutherland, Alan
16
Viceira, Luis M.
16
Creedy, John
15
Egger, Hartmut
15
Fehr, Hans
15
Galí, Jordi
15
Koskela, Erkki
15
Michael, Michael S.
15
Schenk-Hoppé, Klaus Reiner
15
Schiff, Maurice W.
15
Stark, Oded
15
Vries, Casper G. de
15
Aizenman, Joshua
14
Fuest, Clemens
14
Guidolin, Massimo
14
Hens, Thorsten
14
Konrad, Kai A.
14
Tille, Cédric
14
Wooton, Ian
14
Carletti, Elena
13
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
31
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1
Investing for the long run
Leisen, Dietmar
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778143
Saved in:
2
Market efficiency and the growth optimal portfolio
Platen, Eckhard
;
Rendek, Renata
-
2017
Persistent link: https://www.econbiz.de/10011778194
Saved in:
3
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:
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
Liability driven investments under a benchmark based approach
Baldeaux, Jan
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10009713741
Saved in:
6
A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009675078
Saved in:
7
The small and large time implied volatilities in the minimal market model
Guo, Zhi
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564614
Saved in:
8
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
9
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
10
Approximating the numéraire portfolio by naive diversification
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663094
Saved in:
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