//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Platen, Eckhard"
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: ("Currency crises" OR "Financial markets" OR "IMF" OR "New financial architecture") AND NOT isPartOf:Intereconomics
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
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
Benchmarking
6
arbitrage amount
6
contingent claim pricing
6
real world pricing
6
square root process
6
Arbitrage Pricing
5
Arbitrage pricing
5
Bewertung
5
Evaluation
5
actuarial pricing
5
financial market model
5
jump diffusions
5
market activity
5
real-world pricing
5
world stock index
5
Derivat
4
Derivative
4
derivative pricing
4
diversified portfolio
4
incomplete market
4
index derivatives
4
market portfolio
4
Benchmark approach
3
Börsenkurs
3
CAPM
3
Financial economics
3
Kapitalmarkttheorie
3
Martingal
3
Martingale
3
more ...
less ...
Online availability
All
Free
8
Undetermined
1
Type of publication
All
Book / Working Paper
9
Article
8
Type of publication (narrower categories)
All
Arbeitspapier
8
Article in journal
8
Aufsatz in Zeitschrift
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
17
Author
All
Platen, Eckhard
Arslanalp, Serkan
11
Brooks, Robin
11
Ehrlich, Isaac
11
Guidolin, Massimo
11
Yin, Yong
11
Shin, Jong Kook
10
Blake, David
9
Del Negro, Marco
9
Glick, Reuven
9
Miles, David
9
Tsuda, Takahiro
9
Sercu, Piet
8
Spremann, Klaus
8
Bossaerts, Peter L.
7
Fabozzi, Frank J.
7
Satchell, Stephen
7
Scherer, Bernd
7
Uppal, Raman
7
Buch, Claudia M.
6
Evstigneev, Igor V.
6
Giachini, Daniele
6
Hens, Thorsten
6
Lu, Yinqiu
6
Matsumoto, Akito
6
Maurer, Raimond
6
Moor, Lieven de
6
Muñoz, Sònia
6
Runggaldier, Wolfgang J.
6
Sentana, Enrique
6
Warnock, Francis E.
6
Aizenman, Joshua
5
Caporale, Guglielmo Maria
5
Dasgupta, Amil
5
Härdle, Wolfgang
5
Janabi, Mazin A. M. al
5
Karolyi, G. Andrew
5
Lane, Philip R.
5
Lehmann, Bruce Neal
5
Lo, Andrew W.
5
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
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
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->