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subject:"Portfolio-Management"
subject:"United States"
~person:"Platen, Eckhard"
~subject:"Derivative"
~subject:"Forecasting model"
~subject:"Share price"
~subject:"Volatilität"
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Portfolio-Management
United States
Derivative
Forecasting model
Share price
Volatilität
Theorie
121
Theory
121
Portfolio selection
54
Stochastischer Prozess
30
Stochastic process
29
Benchmarking
19
Börsenkurs
17
Volatility
16
Analysis
13
CAPM
13
Mathematical analysis
13
Martingal
12
Martingale
12
Hedging
11
Arbitrage Pricing
9
Arbitrage pricing
9
Bewertung
9
Evaluation
9
Derivat
8
Financial economics
7
Financial market
7
Finanzmarkt
7
Kapitalmarkttheorie
7
Yield curve
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Zinsstruktur
7
Aktienindex
6
Option pricing theory
6
Optionspreistheorie
6
Stock index
6
benchmark approach
6
Black-Scholes model
5
Black-Scholes-Modell
5
Incomplete market
5
Lag model
5
Lag-Modell
5
Markov chain
5
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Free
45
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Book / Working Paper
51
Article
24
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Arbeitspapier
42
Working Paper
42
Graue Literatur
41
Non-commercial literature
41
Article in journal
24
Aufsatz in Zeitschrift
24
Lehrbuch
2
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2
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1
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Language
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English
75
Author
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Platen, Eckhard
Diebold, Francis X.
185
Fabozzi, Frank J.
167
Timmermann, Allan
136
Franses, Philip Hans
114
Härdle, Wolfgang
109
Campbell, John Y.
95
Pesaran, M. Hashem
95
Bollerslev, Tim
94
Clark, Todd E.
93
Marcellino, Massimiliano
91
Koopman, Siem Jan
90
Maurer, Raimond
81
Clements, Michael P.
80
Gupta, Rangan
79
Jarrow, Robert A.
78
McAleer, Michael
78
Caporale, Guglielmo Maria
77
Chiarella, Carl
74
Swanson, Norman R.
73
Heckman, James J.
72
Satchell, Stephen
72
Hautsch, Nikolaus
71
Engle, Robert F.
70
Lo, Andrew W.
69
Lux, Thomas
69
Bekaert, Geert
67
Caballero, Ricardo J.
67
Stambaugh, Robert F.
66
Lucas, André
65
Schorfheide, Frank
65
Koop, Gary
63
Mankiw, Nicholas Gregory
63
Hendry, David F.
62
Pierdzioch, Christian
62
Acemoglu, Daron
61
Gouriéroux, Christian
61
Guidolin, Massimo
61
Hyndman, Rob J.
61
Ravazzolo, Francesco
61
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Quantitative Finance Research Centre <Sydney>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
International journal of theoretical and applied finance
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
Asia-Pacific financial markets
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Discussion papers of interdisciplinary research project 373
1
Finance and stochastics
1
Financial engineering and the Japanese markets
1
Journal of banking & finance
1
Operations research letters
1
Preprint / Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V.
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 265
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
Springer Finance
1
Springer finance
1
The Kyoto economic review
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
1
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ECONIS (ZBW)
75
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21
The small and large time implied volatilities in the minimal market model
Guo, Zhi
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564614
Saved in:
22
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
23
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:
24
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
25
Approximating the numéraire portfolio by naive diversification
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663094
Saved in:
26
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
- In:
Operations research letters
43
(
2015
)
4
,
pp. 419-422
Persistent link: https://www.econbiz.de/10011372401
Saved in:
27
Asset markets and monetary policy
Platen, Eckhard
;
Semmler, Willi
-
2009
Persistent link: https://www.econbiz.de/10003857526
Saved in:
28
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
29
A benchmark approach to investing and pricing
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662367
Saved in:
30
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
Saved in:
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