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type_genre:"Biographie"
type_genre:"Sammelwerk"
~person:"Platen, Eckhard"
~subject:"Markov-Kette"
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Markov-Kette
Portfolio selection
Volatilität
Theorie
33
Theory
33
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15
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7
Benchmarking
6
Stochastic process
6
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6
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5
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5
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5
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4
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benchmark approach
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Platen, Eckhard
Fabozzi, Frank J.
62
Wong, Wing Keung
30
Korn, Ralf
29
Escobar, Marcos
27
Gupta, Rangan
27
Siu, Tak Kuen
26
Elliott, Robert J.
25
Li, Duan
25
McAleer, Michael
25
Zagst, Rudi
22
Bollerslev, Tim
21
Markowitz, Harry
21
Tsionas, Efthymios G.
21
Prigent, Jean-Luc
20
Satchell, Stephen
20
Forsyth, Peter A.
19
Madan, Dilip B.
19
Gollier, Christian
18
Gouriéroux, Christian
18
Jarrow, Robert A.
18
Wang, Ruodu
18
Levy, Haim
17
Post, Thierry
17
Wong, Hoi Ying
17
Asai, Manabu
16
Guidolin, Massimo
16
Härdle, Wolfgang
16
Li, Yong
16
Račev, Svetlozar T.
16
Vanduffel, Steven
16
Yao, Haixiang
16
Andersen, Torben
15
Caporin, Massimiliano
15
Li, Zhongfei
15
Lien, Da-hsiang Donald
15
Lioui, Abraham
15
Wang, Yudong
15
Yu, Jun
15
Aït-Sahalia, Yacine
14
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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
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Finance and stochastics
1
Journal of banking & finance
1
Operations research letters
1
The Kyoto economic review
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ECONIS (ZBW)
20
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1
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20
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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
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
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