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~person:"Platen, Eckhard"
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benchmark approach
32
Benchmark approach
15
Portfolio selection
15
Portfolio-Management
15
growth optimal portfolio
14
Theorie
10
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10
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9
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Platen, Eckhard
Baldeaux, Jan
7
Fergusson, Kevin
6
Biagini, Francesca
5
Grasselli, Martino
5
Cretarola, Alessandra
4
Bruti-Liberati, Nicola
3
Du, Ke
3
Gnoatto, Alessandro
3
Heath, David
3
Miller, Shane
3
Rendek, Renata
3
Ceci, Claudia
2
Chan, Leunglung
2
Colaneri, Katia
2
El Qalli, Yassine
2
Fontana, Claudio
2
Ignatieva, Ekaterina
2
PLATEN, ECKHARD
2
Runggaldier, Wolfgang
2
West, Jason
2
Widenmann, Jan
2
Yassine, El Qalli
2
BIAGINI, FRANCESCA
1
Buhlmann, Hans
1
FONTANA, CLAUDIO
1
GUO, ZHI JUN
1
Groll, Andreas
1
Guo, Zhi
1
Guo, Zhi Jun
1
Heath, David C.
1
Hu, Shan
1
Hulley, Hardy
1
Jaschke, S.
1
Jiang, Yi
1
MILLER, SHANE M.
1
Marquardt, T.
1
Miller, Shane M
1
Nikeghbali, Ashkan
1
Nikitopoulos-Sklibosios, Christina
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Finance Discipline Group, Business School
23
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Research Paper Series / Finance Discipline Group, Business School
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
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2
International journal of theoretical and applied finance
2
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2
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1
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1
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RePEc
30
ECONIS (ZBW)
19
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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
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:
3
Calibration to FX triangles of the 4/2 model under the
benchmark
approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2021
Persistent link: https://www.econbiz.de/10013347384
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 penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
7
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
8
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
9
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344235
Saved in:
10
Less expensive pricing and hedging of long-dated equity index options when interest rates are stochastic
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344299
Saved in:
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