//--> //--> //--> //-->
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-Management"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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: subject:"Optimization"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
USA
Portfolio selection
30
Theorie
15
Theory
15
Benchmarking
12
Option pricing theory
8
Optionspreistheorie
8
Derivat
7
Derivative
7
Benchmark approach
6
CAPM
5
Hedging
5
Volatility
5
Volatilität
5
Aktienindex
4
Börsenkurs
4
Share price
4
Stochastic process
4
Stochastischer Prozess
4
Stock index
4
Bewertung
3
Evaluation
3
Martingal
3
Martingale
3
Risiko
3
Risk
3
benchmark approach
3
Anleihe
2
Bond
2
Diversification
2
Growth optimal portfolio
2
Measurement
2
Messung
2
Numéraire portfolio
2
Real world pricing
2
Risikomanagement
2
Risk management
2
Welt
2
World
2
growth optimal portfolio
2
more ...
less ...
Online availability
All
Undetermined
7
Free
3
Type of publication
All
Article
30
Type of publication (narrower categories)
All
Article in journal
Sammlung
Arbeitspapier
51
Working Paper
51
Graue Literatur
50
Non-commercial literature
50
Aufsatz in Zeitschrift
30
Lehrbuch
2
Textbook
2
more ...
less ...
Language
All
English
30
Author
All
Platen, Eckhard
Fabozzi, Frank J.
78
Wong, Wing Keung
47
Satchell, Stephen
38
Zaremba, Adam
35
Hammoudeh, Shawkat
33
Korn, Ralf
33
Auer, Benjamin R.
31
Escobar, Marcos
31
Kang, Sang Hoon
31
Zagst, Rudi
31
Li, Duan
30
Prigent, Jean-Luc
30
Guidolin, Massimo
29
Martellini, Lionel
28
Tiwari, Aviral Kumar
28
Levy, Haim
27
Lo, Andrew W.
26
Mensi, Walid
26
Zhou, Guofu
26
Maurer, Raimond
25
Young, Virginia R.
25
Forsyth, Peter A.
24
Kraft, Holger
24
Post, Thierry
24
Faff, Robert W.
23
Gallagher, David R.
23
Hens, Thorsten
23
Jarrow, Robert A.
23
Markowitz, Harry
23
Scherer, Bernd
23
Vanduffel, Steven
23
Clare, Andrew D.
22
McAleer, Michael
22
Wong, Hoi Ying
22
Nguyen, Duc Khuong
21
Van Vuuren, Gary
21
Xuan Vinh Vo
21
Yao, Haixiang
21
Ang, Andrew
20
more ...
less ...
Published in...
All
Asia-Pacific financial markets
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
International journal of theoretical and applied finance
4
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
Australian economic papers
1
Decisions in economics and finance : a journal of applied mathematics
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
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->