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~person:"Platen, Eckhard"
~person:"Wong, Wing Keung"
~subject:"Portfolio selection"
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Portfolio selection
Portfolio-Management
145
Theorie
90
Theory
90
Benchmarking
29
Stochastic process
26
Stochastischer Prozess
26
Risiko
21
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21
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20
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16
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15
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15
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English
145
Author
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Platen, Eckhard
Wong, Wing Keung
Fabozzi, Frank J.
224
Maurer, Raimond
118
Mitchell, Olivia S.
114
Guidolin, Massimo
92
Campbell, John Y.
78
Satchell, Stephen
77
Lo, Andrew W.
73
McAleer, Michael
73
Ang, Andrew
69
Gollier, Christian
68
Kraft, Holger
63
Uppal, Raman
63
Hens, Thorsten
61
Korn, Ralf
56
Bodie, Zvi
53
Viceira, Luis M.
53
Markowitz, Harry
51
Stambaugh, Robert F.
51
Zaremba, Adam
51
Blake, David
50
Levy, Haim
50
Schenk-Hoppé, Klaus Reiner
50
Li, Duan
48
Weber, Martin
48
Wermers, Russ
47
Post, Thierry
46
Prigent, Jean-Luc
46
Zhou, Guofu
46
Pedersen, Lasse Heje
45
Kelly, Bryan T.
44
Lucas, André
44
Zagst, Rudi
44
Poterba, James M.
43
Vanduffel, Steven
43
Hammoudeh, Shawkat
42
Warnock, Francis E.
42
Račev, Svetlozar T.
41
Agarwal, Vikas
40
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
43
Asia-Pacific financial markets
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Annals of financial economics
4
Econometric Institute research papers
4
European journal of operational research : EJOR
4
International journal of theoretical and applied finance
4
Journal of risk and financial management : JRFM
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
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3
Risk management : a journal of risk, crisis and disaster
3
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2
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2
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2
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2
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2
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2
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1
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1
Advances in quantitative analysis of finance and accounting : a research annual
1
American journal of business : applying research to practice ; AJB
1
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1
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1
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Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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1
ECG report
1
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1
Emerging markets, finance and trade : EMFT
1
Finance India : the quarterly journal of Indian Institute of Finance
1
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1
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1
Journal of banking & finance
1
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Journal of risk
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1
Pacific-Basin finance journal
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Quantitative Finance Research Centre Research Paper
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ECONIS (ZBW)
145
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1
New development on the third order stochastic dominance for risk-averse and risk-seeking investors with application in risk
management
Chan, Raymond H.
;
Guo, Xu
;
Clark, Ephraim
;
Wong, Wing Keung
-
2020
Persistent link: https://www.econbiz.de/10012384554
Saved in:
2
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:
3
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:
4
New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk
management
Chan, Raymond H.
;
Clark, Ephraim
;
Guo, Xu
;
Wong, Wing Keung
- In:
Risk management : a journal of risk, crisis and disaster
22
(
2020
)
2
,
pp. 108-132
Persistent link: https://www.econbiz.de/10012297611
Saved in:
5
Investment based on size, value, momentum and income measures : a study in the Taiwan stock market
Lu, Richard
;
Wang, Jai-Jen
;
Wong, Wing Keung
- In:
Annals of financial economics
17
(
2022
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014234486
Saved in:
6
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:
7
Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2021
Persistent link: https://www.econbiz.de/10013347384
Saved in:
8
The mean-variance rule for investors with reverse S-shaped utility
Wong, Wing Keung
;
Yeung, David W. K.
;
Lu, Richard
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442384
Saved in:
9
What is an optimal allocation in Hong Kong stock, real estate, and money markets : an individual asset, efficient frontier portfolios, or a naïve portfolio? : is this a new financi...
Lv, Zhihui
;
Tsang, Chun Kei
;
Wagner, Niklas F.
;
Wong, …
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
5
,
pp. 1554-1571
Persistent link: https://www.econbiz.de/10014289728
Saved in:
10
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
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