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1
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
2
Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662360
Saved in:
3
Quasi-exact approximation of hidden Markov chain filters
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662361
Saved in:
4
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
5
Approximating the numéraire portfolio by naive diversification
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663094
Saved in:
6
Modeling of oil prices
Du, Ke
;
Platen, Eckhard
;
Rendek, Renata
-
2012
Persistent link: https://www.econbiz.de/10009681979
Saved in:
7
The affine nature of aggregate wealth dynamics
Platen, Eckhard
;
Rendek, Renata
-
2012
Persistent link: https://www.econbiz.de/10009714011
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8
Approximating the numéraire portfolio by naive deversification
Platen, Eckhard
;
Rendek, Renata
- In:
The journal of asset management
13
(
2012
)
1
,
pp. 34-50
Persistent link: https://www.econbiz.de/10009550668
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9
Market efficiency and the growth optimal portfolio
Platen, Eckhard
;
Rendek, Renata
-
2017
Persistent link: https://www.econbiz.de/10011778194
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10
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
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