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~person:"Platen, Eckhard"
~subject:"Innovation management"
~subject:"Portfolio-Management"
~subject:"Zinsstruktur"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliography included"
~type_genre:"Statistik"
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Innovation management
Portfolio-Management
Zinsstruktur
Theorie
33
Theory
33
Portfolio selection
30
Benchmarking
12
Option pricing theory
12
Optionspreistheorie
12
Derivat
10
Derivative
10
Stochastic process
10
Stochastischer Prozess
10
Volatility
10
Volatilität
10
Benchmark approach
8
CAPM
8
Hedging
8
Yield curve
7
Börsenkurs
6
Share price
6
Aktienindex
5
Stock index
5
Martingal
4
Martingale
4
Bewertung
3
Estimation theory
3
Evaluation
3
Markov chain
3
Markov-Kette
3
Risiko
3
Risk
3
Schätztheorie
3
USA
3
United States
3
benchmark approach
3
Aktienmarkt
2
Anleihe
2
Arbitrage Pricing
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Arbitrage pricing
2
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2
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Article
36
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Article in journal
Bibliografie enthalten
Bibliography included
Statistik
Arbeitspapier
55
Working Paper
55
Graue Literatur
54
Non-commercial literature
54
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36
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English
36
Author
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Platen, Eckhard
Fabozzi, Frank J.
90
Brem, Alexander
68
Wong, Wing Keung
48
Gassmann, Oliver
42
Jarrow, Robert A.
42
Kraus, Sascha
41
Zaremba, Adam
41
Frattini, Federico
40
Guidolin, Massimo
39
Hammoudeh, Shawkat
38
Daim, Tugrul U.
37
Lichtenthaler, Ulrich
37
Satchell, Stephen
37
Verganti, Roberto
36
Bogers, Marcel L. A. M.
35
Chen, Jin
35
Henry, Craig
35
Korn, Ralf
35
Van Haverbeke, Wim
35
Ritala, Paavo
34
Messeni Petruzzelli, Antonio
33
Zagst, Rudi
33
Hurmelinna-Laukkanen, Pia
32
Rudebusch, Glenn D.
32
Auer, Benjamin R.
31
Escobar, Marcos
31
Herstatt, Cornelius
31
Tiwari, Aviral Kumar
31
Kang, Sang Hoon
30
Levy, Haim
30
Li, Duan
30
Prigent, Jean-Luc
30
Zhou, Guofu
30
Bouncken, Ricarda B.
29
Dell'Era, Claudio
29
Gemünden, Hans Georg
29
Martellini, Lionel
29
Chesbrough, Henry William
28
Batten, Jonathan A.
27
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Asia-Pacific financial markets
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
International journal of theoretical and applied finance
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied mathematical finance
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advances in futures and options research : a research annual
1
Annals of financial economics
1
Australian economic papers
1
Decisions in economics and finance : a journal of applied mathematics
1
International journal of economic research
1
Journal of banking & finance
1
Mathematics and financial economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Kyoto economic review
1
The journal of asset management
1
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ECONIS (ZBW)
36
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36
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1
Less-expensive long-term annuities linked to mortality, cash and equity
Fergusson, Kevin
;
Platen, Eckhard
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 170-207
Persistent link: https://www.econbiz.de/10014306947
Saved in:
2
Benchmarks for the benchmark approach to valuing long-term insurance liabilities : comment on Fergusson & Platen (2023)
Bauer, Daniel
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 208-211
Persistent link: https://www.econbiz.de/10014306953
Saved in:
3
Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10013380525
Saved in:
4
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:
5
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:
6
A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
Saved in:
7
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:
8
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:
9
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
10
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
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