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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Guidolin, Massimo"
~person:"Hammoudeh, Shawkat"
~person:"Platen, Eckhard"
~person:"Vries, Casper G. de"
~person:"Zaremba, Adam"
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Guidolin, Massimo
Hammoudeh, Shawkat
Platen, Eckhard
Vries, Casper G. de
Zaremba, Adam
Zhou, Xun Yu
7
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5
Li, Duan
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Muhle-Karbe, Johannes
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
43
Working paper
19
Discussion paper / Tinbergen Institute
14
BAFFI CAREFIN Centre Research Paper
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Asia-Pacific financial markets
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The North American journal of economics and finance : a journal of financial economics studies
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Report / Erasmus Center for Financial Research, Erasmus University
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ECONIS (ZBW)
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1
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
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2
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
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3
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
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4
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
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5
A benchmark approach to finance
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 131-151
Persistent link: https://www.econbiz.de/10003336868
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6
Approximating large diversified portfolios
Hofmann, Norbert
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
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