//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Ignatieva, Katja"
~subject:"growth optimal portfolio"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"growth optimal portfolio"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
growth optimal portfolio
Long dated bond pricing
1
constant elasticity of variance model
1
derivative hedging
1
diffusion coefficient function
1
kernel estimation
1
nonparametric kernel
1
stochastic interest rate
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Language
All
Undetermined
2
Author
All
Ignatieva, Katja
Platen, Eckhard
58
Zhu, Qiji Jim
6
Miller, Shane
5
Rendek, Renata
5
Baldeaux, Jan
4
Heath, David
4
Maier-Paape, Stanislaus
4
Breymann, Wolfgang
3
Bruti-Liberati, Nicola
3
PLATEN, ECKHARD
3
Runggaldier, Wolfgang
3
West, Jason
3
Dewasurendra, Sagara
2
Fung, Man Chung
2
Ignatieva, Ekaterina
2
Judice, Pedro
2
Kelly, Leah
2
Le, Truc
2
Nikitopoulos-Sklibosios, Christina
2
Stahl, Gerhard
2
Al-Aradi, Ali
1
Becherer, Dirk
1
Buhlmann, Hans
1
CHRISTENSEN, MORTEN MOSEGAARD
1
Fergusson, Kevin
1
Filipovic, Damir
1
Hulley, Hardy
1
Jaimungal, Sebastian
1
Jaschke, S.
1
Leisen, Dietmar
1
MILLER, SHANE M.
1
Marquardt, T.
1
Miller, Shane M
1
Nikeghbali, Ashkan
1
Schlogl, Erik
1
more ...
less ...
Institution
All
Finance Discipline Group, Business School
2
Published in...
All
Research Paper Series / Finance Discipline Group, Business School
2
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Hybrid Model for Pricing and Hedging of Long Dated Bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Katja
; …
-
Finance Discipline Group, Business School
-
2014
businesses. This paper applies the benchmark approach, where the
growth
optimal
portfolio
(GOP) is employed as numeraire together …
Persistent link: https://www.econbiz.de/10010754103
Saved in:
2
A Tractable Model for Indices Approximating the
Growth
Optimal
Portfolio
Baldeaux, Jan
;
Ignatieva, Katja
;
Platen, Eckhard
-
Finance Discipline Group, Business School
-
2012
The
growth
optimal
portfolio
(GOP) plays an important role in finance, where it serves as the numeraire portfolio, with …
Persistent link: https://www.econbiz.de/10010617687
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->