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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Theory"
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Search: subject_exact:"Portfolio selection"
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Portfolio selection
71
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Platen, Eckhard
26
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10
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6
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Li, Kai
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
266
Journal of banking & finance
239
NBER working paper series
237
Working paper / National Bureau of Economic Research, Inc.
191
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188
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165
Finance research letters
156
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154
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152
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145
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120
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118
The review of financial studies
99
Journal of financial economics
98
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98
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98
Management science : journal of the Institute for Operations Research and the Management Sciences
95
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95
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91
Discussion paper / Centre for Economic Policy Research
85
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83
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Economics letters
79
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71
International review of economics & finance : IREF
70
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69
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68
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68
SpringerLink / Bücher
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International review of financial analysis
65
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
61
Journal of economic theory
61
Annals of finance
59
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31
Consistent market extensions under the benchmark approach
Filipović, Damir
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003437600
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32
Optimal VWAP trading strategy and relative volume
McCulloch, James
;
Kazakov, Vladimir
-
2007
Persistent link: https://www.econbiz.de/10003685190
Saved in:
33
Pricing under the real-world probability measure for jump-diffusion term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
-
2007
Persistent link: https://www.econbiz.de/10003685202
Saved in:
34
The impact of short-sale constraints on asset allocation strategies via the backward Markov chain approximation method
Chiarella, Carl
;
Hsiao, Chih-ying
-
2006
Persistent link: https://www.econbiz.de/10003325231
Saved in:
35
Aggregation of heterogeneous beliefs and asset pricing theory : a mean-variance analysis
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2006
Persistent link: https://www.econbiz.de/10003407922
Saved in:
36
Approximating the growth optimal portfolio with a diversified world stock index
Le, Truc
;
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003384031
Saved in:
37
Benchmarking and fair pricing applied to two market models
Hulley, Hardy
;
Miller, Shane
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002765066
Saved in:
38
Heterogeneous expectations and speculative behaviour in a dynamic multi-asset framework
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2005
Persistent link: https://www.econbiz.de/10003194451
Saved in:
39
Asymmetric risk and international portfolio choice
Thorp, Susan
;
Milunovich, George
-
2005
Persistent link: https://www.econbiz.de/10003114073
Saved in:
40
On the role of the growth optimal portfolio in finance
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002604979
Saved in:
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