//--> //--> //--> //-->
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:"Nguyen, Duc Khuong"
~person:"Platen, Eckhard"
~type_genre:"Article in journal"
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_exact:"Portfolio-Insurance"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
52
Portfolio-Management
52
Theorie
19
Theory
19
Benchmarking
12
Hedging
9
Aktienmarkt
8
Capital income
8
Kapitaleinkommen
8
Stock market
8
Börsenkurs
7
Derivat
7
Derivative
7
Option pricing theory
7
Optionspreistheorie
7
Share price
7
Benchmark approach
6
CAPM
6
Risiko
6
Risikomaß
6
Risk
6
Risk measure
6
Volatility
6
Volatilität
6
Diversification
5
Risikomanagement
5
Risk management
5
ARCH model
4
ARCH-Modell
4
Aktienindex
4
Diversifikation
4
Europa
4
Europe
4
Oil price
4
Stochastic process
4
Stochastischer Prozess
4
Stock index
4
Welt
4
World
4
Ölpreis
4
more ...
less ...
Online availability
All
Undetermined
20
Free
5
Type of publication
All
Article
52
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
52
Arbeitspapier
51
Working Paper
51
Graue Literatur
50
Non-commercial literature
50
Aufsatz im Buch
2
Book section
2
Lehrbuch
2
Textbook
2
Aufsatzsammlung
1
more ...
less ...
Language
All
English
52
Author
All
Nguyen, Duc Khuong
Platen, Eckhard
Fabozzi, Frank J.
77
Wong, Wing Keung
47
Satchell, Stephen
38
Zaremba, Adam
35
Hammoudeh, Shawkat
33
Korn, Ralf
33
Kang, Sang Hoon
32
Auer, Benjamin R.
31
Escobar, Marcos
31
Zagst, Rudi
31
Li, Duan
30
Prigent, Jean-Luc
30
Guidolin, Massimo
29
Martellini, Lionel
28
Tiwari, Aviral Kumar
28
Levy, Haim
27
Mensi, Walid
27
Lo, Andrew W.
26
Zhou, Guofu
26
Maurer, Raimond
25
Young, Virginia R.
25
Forsyth, Peter A.
24
Kraft, Holger
24
Post, Thierry
24
Faff, Robert W.
23
Gallagher, David R.
23
Hens, Thorsten
23
Jarrow, Robert A.
23
Scherer, Bernd
23
Vanduffel, Steven
23
Clare, Andrew D.
22
Markowitz, Harry
22
McAleer, Michael
22
Wong, Hoi Ying
22
Xuan Vinh Vo
22
Liang, Zongxia
21
Van Vuuren, Gary
21
Yao, Haixiang
21
more ...
less ...
Published in...
All
Asia-Pacific financial markets
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Economic modelling
4
International journal of theoretical and applied finance
4
Journal of banking & finance
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied mathematical finance
2
Finance research letters
2
The journal of asset management
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Applied economics
1
Australian economic papers
1
Decisions in economics and finance : a journal of applied mathematics
1
Emerging markets review
1
Energy policy
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
European journal of operational research : EJOR
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
Journal of economic dynamics & control
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of the Operational Research Society : OR
1
Mathematics and financial economics
1
OR spectrum : quantitative approaches in management
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Kyoto economic review
1
The world economy : the leading journal on international economic relations
1
more ...
less ...
Source
All
ECONIS (ZBW)
52
Showing
1
-
10
of
52
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio's weighted political risk and mutual fund performance : a text-based approach
Huong Giang Nguyen
;
Hoang, Khanh
;
Nguyen, Quan M. P.
; …
- In:
Finance research letters
66
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015061194
Saved in:
2
On the role of commodity futures in portfolio diversification
Hooi Hooi Lean
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
; …
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2374-2394
Persistent link: https://www.econbiz.de/10014259167
Saved in:
3
Less-expensive long-term annuities linked to mortality, cash and equity
Fergusson, Kevin
;
Platen, Eckhard
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 170-207
Persistent link: https://www.econbiz.de/10014306947
Saved in:
4
Benchmarks for the benchmark approach to valuing long-term insurance liabilities : comment on Fergusson & Platen (2023)
Bauer, Daniel
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 208-211
Persistent link: https://www.econbiz.de/10014306953
Saved in:
5
Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10013380525
Saved in:
6
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
7
Statistical arbitrage : factor investing approach
Akyildirim, Erdinc
;
Goncu, Ahmet
;
Hekimoglu, Alper
; …
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
4
,
pp. 1295-1331
Persistent link: https://www.econbiz.de/10014519079
Saved in:
8
Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin
;
Zhu, Dan
;
Platen, Eckhard
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
Saved in:
9
Approximating the growth optimal portfolio and stock price bubbles
Platen, Eckhard
;
Rendek, Renata
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496905
Saved in:
10
Cojumps and asset allocation in international equity markets
Arouri, Mohamed
;
M’saddek, Oussama
;
Nguyen, Duc Khuong
; …
- In:
Journal of economic dynamics & control
98
(
2019
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012130688
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->