//--> //--> //--> //-->
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
~accessRights:"free"
~person:"Platen, Eckhard"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
~subject:"Stochastic process"
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
The learning curve and adaptiv...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Asymmetrische Information
Portfolio selection
Stochastic process
Theorie
76
Theory
76
Portfolio-Management
36
Stochastischer Prozess
15
Benchmarking
13
Martingal
10
Martingale
10
Analysis
9
Bewertung
9
Börsenkurs
9
Evaluation
9
Mathematical analysis
9
Share price
9
Arbitrage Pricing
7
Arbitrage pricing
7
Hedging
7
Volatility
7
Volatilität
7
CAPM
6
Derivat
5
Derivative
5
Aktienindex
4
Financial market
4
Finanzmarkt
4
Stock index
4
Yield curve
4
Zinsstruktur
4
ARCH model
3
ARCH-Modell
3
Black-Scholes model
3
Black-Scholes-Modell
3
Incomplete market
3
Lag model
3
Lag-Modell
3
Markov chain
3
Markov-Kette
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
more ...
less ...
Online availability
All
Free
Undetermined
5
Type of publication
All
Book / Working Paper
45
Type of publication (narrower categories)
All
Arbeitspapier
37
Working Paper
37
Graue Literatur
35
Non-commercial literature
35
Language
All
English
45
Author
All
Platen, Eckhard
Koopman, Siem Jan
39
Sutter, Matthias
38
Maurer, Raimond
37
Sethi, Suresh
37
Kerschbamer, Rudolf
36
Phillips, Peter C. B.
32
Mitchell, Olivia S.
31
Guidolin, Massimo
28
Lucas, André
28
Post, Thierry
28
Ang, Andrew
27
Uppal, Raman
26
Chiarella, Carl
25
Vives, Xavier
25
Pavan, Alessandro
24
Wong, Wing-Keung
23
Härdle, Wolfgang
21
McAleer, Michael
21
Razin, Assaf
21
Balafoutas, Loukas
20
Bergemann, Dirk
19
Campbell, John Y.
19
Gao, Jiti
18
Takahashi, Akihiko
18
Vanduffel, Steven
18
Goldstein, Itay
17
He, Xue-zhong
17
Linton, Oliver
17
Lo, Andrew W.
17
Morris, Stephen
17
Pesaran, M. Hashem
17
Chen, An
16
Collin-Dufresne, Pierre
16
Dionne, Georges
16
Gollier, Christian
16
Kleijnen, Jack P. C.
16
Malamud, Semyon
16
Schenk-Hoppé, Klaus Reiner
16
Wang, Jiang
16
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
31
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
Discussion papers of interdisciplinary research project 373
1
Quantitative Finance Research Centre, University of Technology, Sydney Research Paper
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Approximation of jump diffusions in finance and economics
Bruti-Liberati, Nicola
;
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003329788
Saved in:
2
Time delay and noise explaining cyclical fluctuations in prices of commodities
Küchler, Uwe
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003482142
Saved in:
3
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2007
Persistent link: https://www.econbiz.de/10003437596
Saved in:
4
Consistent market extensions under the benchmark approach
Filipović, Damir
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003437600
Saved in:
5
On weak predictor-corrector schemes for jump-diffusion processes in finance
Bruti-Liberati, Nicola
;
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003374003
Saved in:
6
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
7
Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662360
Saved in:
8
A benchmark approach to investing and pricing
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662367
Saved in:
9
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
10
Approximating the numéraire portfolio by naive diversification
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663094
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->