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type_genre:"Graue Literatur"
~person:"Platen, Eckhard"
~subject:"CAPM"
~subject:"Schätztheorie"
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Search: subject_exact:"Capital asset pricing"
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CAPM
Schätztheorie
Portfolio selection
8
Portfolio-Management
8
Theorie
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Theory
8
Benchmarking
5
Arbitrage Pricing
4
Arbitrage pricing
4
Financial economics
3
Kapitalmarkttheorie
3
Financial market
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Finanzmarkt
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Hedging
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Analysis of variance
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Discounting
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Incomplete market
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Martingal
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Martingale
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Probability theory
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Stochastischer Prozess
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Unvollkommener Markt
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Varianzanalyse
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growth optimal portfolio
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minimum pricing
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optimal portfolio
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stochastic discount factor
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Graue Literatur
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Platen, Eckhard
Zhang, Lu
31
He, Xue-zhong
22
Stambaugh, Robert F.
19
Hens, Thorsten
18
Pástor, Ľuboš
17
Robotti, Cesare
17
Bekaert, Geert
16
Campbell, John Y.
16
Gouriéroux, Christian
16
Grammig, Joachim
16
Aase, Knut K.
15
Gollier, Christian
15
Kan, Raymond
15
Acharya, Viral V.
14
Lettau, Martin
14
Lustig, Hanno
14
Pesaran, M. Hashem
14
Bottazzi, Giulio
13
Dumas, Bernard
13
Hommes, Cars H.
13
Adrian, Tobias
12
Başak, Suleyman
12
Drew, Michael E.
12
Gagliardini, Patrick
12
Guidolin, Massimo
12
Guo, Hui
12
Hou, Kewei
12
Nitschka, Thomas
12
Polk, Christopher
12
Yaron, Amir
12
Östermark, Ralf
12
Bansal, Ravi
11
Gospodinov, Nikolaj
11
Julliard, Christian
11
Kogan, Leonid
11
Renault, Eric
11
Schlag, Christian
11
Veeraraghavan, Madhu
11
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Research paper / Quantitative Finance Research Group, University of Technology Sydney
3
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1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
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Investing for the long run
Leisen, Dietmar
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778143
Saved in:
2
Approximating the numéraire portfolio by naive diversification
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663094
Saved in:
3
M 6 : on minimal market models and minimal martingale measures ; [this paper is dedicated to Eckhard Platen on the occasion of his 60th birthday]
Hulley, Hardy
;
Schweizer, Martin
-
2010
Persistent link: https://www.econbiz.de/10008663095
Saved in:
4
Sharpe ratio maximization and expected utility when asset prices have jumps
Christensen, Morten Mosegaard
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10003253721
Saved in:
5
Capital asset pricing for markets with intensity based jumps
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002604969
Saved in:
6
A benchmark approach to finance
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002431786
Saved in:
7
Pricing and hedging for incomplete jump diffusion benchmark models
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250936
Saved in:
8
A benchmark framework for risk management
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250953
Saved in:
9
Benchmark model with intensity based jumps
Platen, Eckhard
-
2002
Persistent link: https://www.econbiz.de/10001732762
Saved in:
10
Consistent pricing and hedging for a modified constant elasticity of variance model
Heath, David C.
;
Platen, Eckhard
-
2002
Persistent link: https://www.econbiz.de/10001732832
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