//--> //--> //--> //-->
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
subject:"Innovation"
type_genre:"Aufsatz im Buch"
~person:"Platen, Eckhard"
~person:"Račev, Svetlozar T."
~subject:"Aktienmarkt"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
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:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Innovation
Aktienmarkt
Portfolio-Management
Theorie
80
Theory
80
Portfolio selection
36
Statistical distribution
16
Statistische Verteilung
16
Stochastic process
15
Stochastischer Prozess
15
Volatility
12
Volatilität
12
CAPM
9
Risikomaß
9
Risk measure
9
Risikomanagement
8
Risk management
8
Capital income
7
Kapitaleinkommen
7
Benchmarking
6
Option pricing theory
6
Optionspreistheorie
6
Börsenkurs
5
Estimation
5
Schätzung
5
Share price
5
ARCH model
4
ARCH-Modell
4
Hedging
4
Risiko
4
Risk
4
USA
4
United States
4
Ausreißer
3
Benchmark approach
3
Derivat
3
Derivative
3
Estimation theory
3
Financial market
3
Finanzmarkt
3
Markov chain
3
Markov-Kette
3
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
38
Type of publication (narrower categories)
All
Aufsatz im Buch
Aufsatz in Zeitschrift
Arbeitspapier
33
Graue Literatur
33
Non-commercial literature
33
Working Paper
33
Article in journal
29
Book section
9
Lehrbuch
3
Textbook
3
Aufsatzsammlung
1
Collection of articles of several authors
1
Handbook
1
Handbuch
1
Hochschulschrift
1
Sammelwerk
1
Thesis
1
more ...
less ...
Language
All
English
38
Author
All
Platen, Eckhard
Račev, Svetlozar T.
Fabozzi, Frank J.
64
Korn, Ralf
30
Wong, Wing Keung
28
Escobar, Marcos
27
Malerba, Franco
26
Li, Duan
25
Aghion, Philippe
24
Markowitz, Harry
24
Prigent, Jean-Luc
22
Zagst, Rudi
22
Gollier, Christian
20
Stadler, Manfred
20
Audretsch, David B.
18
Cantner, Uwe
18
Lambertini, Luca
18
Satchell, Stephen
18
Wang, Ruodu
18
Antonelli, Cristiano
17
Dosi, Giovanni
17
Forsyth, Peter A.
17
Gupta, Rangan
17
Maurer, Raimond
17
Sass, Jörn
17
Wong, Hoi Ying
17
Jarrow, Robert A.
16
Levy, Haim
16
Post, Thierry
16
Baumol, William J.
15
Chen, Zhiping
15
Cvitanić, Jakša
15
Li, Zhongfei
15
Lioui, Abraham
15
Rüschendorf, Ludger
15
Schenk-Hoppé, Klaus Reiner
15
Vanduffel, Steven
15
Yao, Haixiang
15
Zariphopoulou-Souganidis, Thaleia
15
Cui, Xiangyu
14
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
International journal of theoretical and applied finance
5
Handbook of heavy tailed distributions in finance
4
Asia-Pacific financial markets
3
The journal of investing
2
Valuation, financial modeling, and quantitative tools
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of operations research
1
Applied mathematical finance
1
Australian economic papers
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
International journal of Islamic and Middle Eastern finance and management
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Mathematical methods of operations research
1
Optimizing optimization : the next generation of optimization applications and theory
1
Risk assessment : decisions in banking and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Kyoto economic review
1
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
5
Tempered stable models for Islamic finance asset management
Bekri, Mahmoud
;
Kim, Young Shin
;
Račev, Svetlozar T.
- In:
International journal of Islamic and Middle Eastern …
7
(
2014
)
1
,
pp. 37-60
Persistent link: https://www.econbiz.de/10011335135
Saved in:
6
Multiplicative approximation of wealth processes involving no-short-sales strategies via simple trading
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 579-590
Persistent link: https://www.econbiz.de/10009783346
Saved in:
7
Mean-ETL optimization of a global portfolio
Shao, Barret Pengyuan
;
Račev, Svetlozar T.
- In:
The journal of investing
22
(
2013
)
4
,
pp. 115-119
Persistent link: https://www.econbiz.de/10010357086
Saved in:
8
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
9
Mean-ETL portfolio selection under maximum weigth and turnover constraints based on fundamental security factors
Tsuchida, Naoshi
;
Zhou, Xiaoping
;
Račev, Svetlozar T.
- In:
The journal of investing
21
(
2012
)
1
,
pp. 14-24
Persistent link: https://www.econbiz.de/10009671684
Saved in:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->