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~person:"Platen, Eckhard"
~subject:"Debt management"
~subject:"Portfolio selection"
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Debt management
Portfolio selection
growth optimal portfolio
47
benchmark approach
20
fair pricing
20
Portfolio-Management
17
minimal market model
15
Theorie
13
Theory
13
benchmark model
13
numeraire portfolio
9
stochastic volatility
7
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arbitrage amount
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contingent claim pricing
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real world pricing
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square root process
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actuarial pricing
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financial market model
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jump diffusions
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market activity
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world stock index
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Derivat
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derivative pricing
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diversified portfolio
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incomplete market
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index derivatives
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market portfolio
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Benchmark approach
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Börsenkurs
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Financial economics
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Platen, Eckhard
Nord, Roger
42
Gulde, Anne-Marie
27
Kähkönen, Juha S.
27
Gerson, Philip R.
26
Atingi-Ego, Michael
24
Pradhan, Mahmood
21
Robinson, David J.
21
Mazarei, Adnan
20
Papaioannou, Michael G.
20
Husain, Aasim M.
18
Khor, Hoe Ee
18
Thomsen, Poul M.
18
Asonuma, Tamon
17
Selassie, Abebe Aemro
16
Cheasty, Adrienne
14
Arslanalp, Serkan
13
Lizondo, José Saúl
13
Rodlauer, Markus
13
Tsuda, Takahiro
13
Zettelmeyer, Jeromin
13
Boote, Anthony R.
12
Dooley, Michael P.
12
Gressani, Daniela
12
Guscina, Anastasia
12
Nolan, Sean
12
Owen, David
12
Brooks, Robin
11
Chan-Lau, Jorge A.
11
Decressin, Jörg
11
Ehrlich, Isaac
11
Guidolin, Massimo
11
Rennhack, Robert
11
Yin, Yong
11
Chopra, Ajai
10
Martinez, Leonardo
10
Panizza, Ugo
10
Shin, Jong Kook
10
Blake, David
9
Del Negro, Marco
9
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Asia-Pacific financial markets
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
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ECONIS (ZBW)
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1
A benchmark model for
financial
markets
Platen, Eckhard
-
2001
This paper introduces a benchmark model for
financial
markets
, which is based on the unique characterization of a …
Persistent link: https://www.econbiz.de/10009614289
Saved in:
2
A benchmark model for
financial
markets
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619270
Saved in:
3
A benchmark model for
financial
markets
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001606224
Saved in:
4
Simulation of Diversified Portfolios in a Continuous Financial Market
Platen, Eckhard
-
2012
The paper analyzes the simulated long-term behavior of well diversified portfolios in continuous
financial
markets
. It …
Persistent link: https://www.econbiz.de/10013098516
Saved in:
5
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
6
Alternative defaultable term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
- In:
Asia-Pacific financial markets
16
(
2009
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10003855638
Saved in:
7
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:
8
Intraday empirical analysis and modeling of diversified world stock indices
Breymann, Wolfgang
;
Kelly, Leah
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
12
(
2005
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003370696
Saved in:
9
Diversified portfolios with jumps in a benchmark framework
Platen, Eckhard
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003084142
Saved in:
10
A fair pricing approach to weather derivatives
Platen, Eckhard
;
West, Jason
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 23-53
Persistent link: https://www.econbiz.de/10003084151
Saved in:
1
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