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subject:"Wirtschaftswissenschaft"
type_genre:"Collection of articles written by one author"
~person:"Platen, Eckhard"
~subject:"Portfolio selection"
~type_genre:"Biografie"
~type_genre:"Book section"
~type_genre:"Non-commercial literature"
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Wirtschaftswissenschaft
Portfolio selection
Theorie
64
Theory
64
Portfolio-Management
30
Stochastic process
15
Stochastischer Prozess
15
Analysis
11
Benchmarking
11
Mathematical analysis
11
Arbitrage Pricing
8
Arbitrage pricing
8
Bewertung
8
Börsenkurs
8
CAPM
8
Evaluation
8
Martingal
8
Martingale
8
Share price
8
Volatility
8
Volatilität
8
Derivat
5
Derivative
5
Lag model
5
Lag-Modell
5
Financial economics
4
Hedging
4
Kapitalmarkttheorie
4
Interest rate
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Variational method
3
Variationsrechnung
3
Zins
3
benchmark approach
3
ARCH model
2
ARCH-Modell
2
Aktienindex
2
Analysis of variance
2
Anleihe
2
Black-Scholes model
2
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Free
29
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Book / Working Paper
30
Type of publication (narrower categories)
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Collection of articles written by one author
Biografie
Book section
Non-commercial literature
Arbeitspapier
31
Working Paper
31
Graue Literatur
30
Article in journal
15
Aufsatz in Zeitschrift
15
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2
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Language
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English
30
Author
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Platen, Eckhard
Uppal, Raman
26
Maurer, Raimond
24
Fabozzi, Frank J.
22
Gollier, Christian
21
Campbell, John Y.
19
Lucas, André
19
Schenk-Hoppé, Klaus Reiner
17
Başak, Suleyman
16
Guidolin, Massimo
16
Hens, Thorsten
15
Van Wincoop, Eric
15
Viceira, Luis M.
15
Bacchetta, Philippe
14
Huschens, Stefan
14
Vries, Casper G. de
14
Albrecht, Peter
13
Carletti, Elena
13
Gomes, Francisco J.
13
Menoncin, Francesco
13
Wolf, Michael
13
Babus, Ana
12
Evstigneev, Igor V.
12
Härdle, Wolfgang
12
Ledoit, Olivier
12
Locarek-Junge, Hermann
12
Malamud, Semyon
12
Račev, Svetlozar T.
12
Ślepaczuk, Robert
12
Allen, Franklin
11
Engle, Robert F.
11
Frey, Bruno S.
11
Gouriéroux, Christian
11
Mitchell, Olivia S.
11
Palomino, Frédéric
11
Pies, Ingo
11
Pástor, Ľuboš
11
Satchell, Stephen
11
Scaillet, Olivier
11
Schmid, Wolfgang
11
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
25
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
30
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1
Investing for the long run
Leisen, Dietmar
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778143
Saved in:
2
Market efficiency and the growth optimal portfolio
Platen, Eckhard
;
Rendek, Renata
-
2017
Persistent link: https://www.econbiz.de/10011778194
Saved in:
3
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
4
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
5
Liability driven investments under a benchmark based approach
Baldeaux, Jan
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10009713741
Saved in:
6
A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009675078
Saved in:
7
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:
8
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
9
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
10
Approximating the numéraire portfolio by naive diversification
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663094
Saved in:
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