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Approximating large diversified portfolios
Hofmann, Norbert; Platen, Eckhard - In: Mathematical finance : an international journal of … 10 (2000) 1, pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
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A benchmark approach to finance
Platen, Eckhard - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 131-151
Persistent link: https://www.econbiz.de/10003336868
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Consistent market extensions under the benchmark approach
Filipović, Damir; Platen, Eckhard - In: Mathematical finance : an international journal of … 19 (2009) 1, pp. 41-52
Persistent link: https://www.econbiz.de/10003818203
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Multiplicative approximation of wealth processes involving no-short-sales strategies via simple trading
Kardaras, Constantinos; Platen, Eckhard - In: Mathematical finance : an international journal of … 23 (2013) 3, pp. 579-590
Persistent link: https://www.econbiz.de/10009783346
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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
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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