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person:"Evstigneev, Igor V."
~isPartOf:"International journal of theoretical and applied finance"
~person:"Mitchell, Olivia S."
~person:"Platen, Eckhard"
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Portfolio selection
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Evstigneev, Igor V.
Mitchell, Olivia S.
Platen, Eckhard
Korn, Ralf
7
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5
Konno, Hiroshi
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International journal of theoretical and applied finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
43
NBER working paper series
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17
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Michigan Retirement Research Center Research Paper
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ECONIS (ZBW)
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1
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:
2
The small and large time implied volatilities in the minimal market model
Guo, Zhi Jun
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009707096
Saved in:
3
Analytic pricing of contingent claims under the real-world measure
Miller, Shane M.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
11
(
2008
)
8
,
pp. 841-867
Persistent link: https://www.econbiz.de/10003812845
Saved in:
4
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
5
From rages to riches : on constant proportions investment strategies
Evstigneev, Igor V.
;
Schenk-Hoppé, Klaus Reiner
- In:
International journal of theoretical and applied finance
5
(
2002
)
6
,
pp. 563-573
Persistent link: https://www.econbiz.de/10001743182
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