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subject:"Portfolio-Management"
subject:"United States"
~language:"eng"
~person:"Platen, Eckhard"
~subject:"Aktienindex"
~subject:"Black-Scholes-Modell"
~subject:"Prognoseverfahren"
~type:"article"
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Portfolio-Management
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33
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15
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7
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Platen, Eckhard
Fabozzi, Frank J.
84
Franses, Philip Hans
50
Clements, Michael P.
46
Satchell, Stephen
44
Gupta, Rangan
42
Timmermann, Allan
41
Diebold, Francis X.
39
Jarrow, Robert A.
34
Korn, Ralf
33
Hendry, David F.
32
Heckman, James J.
31
Lee, Cheng F.
29
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29
Escobar, Marcos
28
Swanson, Norman R.
28
Wong, Wing Keung
27
Markowitz, Harry
26
Schwartz, Eduardo S.
26
Hyndman, Rob J.
25
Koop, Gary
25
Li, Duan
25
Marcellino, Massimiliano
25
Pierdzioch, Christian
25
Moosa, Imad A.
24
Wang, Yudong
24
Bollerslev, Tim
23
Chavas, Jean-Paul
23
Lo, Andrew W.
23
Makridakis, Spyros G.
23
Zagst, Rudi
23
Engle, Robert F.
22
Ferson, Wayne E.
22
Hall, Robert Ernest
22
Račev, Svetlozar T.
22
Stock, James H.
22
Campbell, John Y.
21
Christiano, Lawrence J.
21
Prigent, Jean-Luc
21
Gollier, Christian
20
Guerard, John Baynard
20
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Mathematical finance : an international journal of mathematics, statistics and financial theory
8
International journal of theoretical and applied finance
4
Asia-Pacific financial markets
2
Financial engineering and the Japanese markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
The Kyoto economic review
1
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ECONIS (ZBW)
19
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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
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:
6
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:
7
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
8
Consistent market extensions under the benchmark approach
Filipović, Damir
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 41-52
Persistent link: https://www.econbiz.de/10003818203
Saved in:
9
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:
10
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003609529
Saved in:
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