//--> //--> //-->
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:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Overbeck, Ludger"
~person:"Platen, Eckhard"
~subject:"CAPM"
~subject:"Optionsgeschäft"
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
Portfolio-Management
United States
CAPM
Optionsgeschäft
Theorie
9
Theory
9
Portfolio selection
6
Stochastic process
3
Stochastischer Prozess
3
Allocation
2
Allokation
2
Börsenkurs
2
Measurement
2
Messung
2
Share price
2
Volatility
2
Volatilität
2
backward stochastic differential equation
2
gradient allocation
2
Aktienindex
1
Analysis
1
Arbitrage Pricing
1
Arbitrage pricing
1
Aumann-Shaley allocation
1
Aumann-Shapley allocation
1
Benchmark approach
1
Bubbles
1
Derivat
1
Derivative
1
Devisenmarkt
1
Dynamic risk capital allocations
1
Dynamic risk measure
1
Erwartungsnutzen
1
Expected utility
1
Foreign exchange market
1
Growth optimal portfolio
1
Hedging
1
Index futures
1
Index-Futures
1
Mathematical analysis
1
Option trading
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Overbeck, Ludger
Platen, Eckhard
Korn, Ralf
6
Fabozzi, Frank J.
5
Konno, Hiroshi
5
Schoutens, Wim
4
Forsyth, Peter A.
3
Kim, Young Shin
3
Kwok, Yue-Kuen
3
Madan, Dilip B.
3
Wilmott, Paul
3
Wu, Lixin
3
Avellaneda, Marco
2
Baviera, Roberto
2
Benth, Fred Espen
2
Epstein, D.
2
Errunza, Vihang R.
2
Escobar, Marcos
2
Fouque, Jean-Pierre
2
Frahm, Gabriel
2
Frey, Rüdiger
2
Gardiol, Lucien
2
Herzog, Florian
2
Hinz, Juri
2
Hogan, Kedreth C.
2
Hui, Cho H.
2
Jaimungal, Sebastian
2
Kraft, Holger
2
Kromer, Eduard
2
Kupper, Michael
2
Leung, Tim
2
Lipton, Alexander
2
Lo, C. F.
2
Meister, Bernhard K.
2
Meyer-Brandis, Thilo
2
Papanicolaou, George
2
Pham, Huyên
2
Račev, Svetlozar T.
2
Rebonato, Riccardo
2
Rudloff, Birgit
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Research paper / Quantitative Finance Research Group, University of Technology Sydney
6
Applied quantitative finance
4
Asia-Pacific financial markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Chapman & Hall/CRC financial mathematics series
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Credit risk models and management
1
Discussion paper / B
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Financial engineering and the Japanese markets
1
Kredit und Kapital
1
Measuring risk in complex stochastic systems
1
Operations research letters
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
1
Risk management : a modern perspective
1
Springer Finance
1
Springer finance
1
The Kyoto economic review
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
1
Working paper series / Frankfurt School of Finance & Management
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Differentiability of BSVIEs and dynamic capital allocations
Kromer, Eduard
;
Overbeck, Ludger
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011763938
Saved in:
3
Representation of BSDE-based dynamic risk measures and dynamic capital allocations
Kromer, Eduard
;
Overbeck, Ludger
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010437199
Saved in:
4
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:
5
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:
6
Sharpe ratio maximization and expected utility when asset prices have jumps
Christensen, Morten Mosegaard
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1339-1364
Persistent link: https://www.econbiz.de/10003632086
Saved in:
7
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
Saved in:
8
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->