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~isPartOf:"International journal of theoretical and applied finance"
~person:"Morris, Stephen"
~person:"Platen, Eckhard"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
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Asymmetrische Information
Portfolio selection
Theorie
7
Theory
7
Portfolio-Management
4
Börsenkurs
2
Share price
2
Volatility
2
Volatilität
2
Aktienindex
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Arbitrage Pricing
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Arbitrage pricing
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Benchmark approach
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Messung
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Optionsgeschäft
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Small and large time implied volatilities
1
Spekulationsblase
1
Square-root process
1
Stochastic process
1
Stochastischer Prozess
1
Stock index
1
The minimal market model
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Welt
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World
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benchmark approach
1
hierarchical diversification
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stock price bubbles
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Morris, Stephen
Platen, Eckhard
Korn, Ralf
6
Konno, Hiroshi
5
Fabozzi, Frank J.
4
Forsyth, Peter A.
3
Wilmott, Paul
3
Baviera, Roberto
2
Epstein, D.
2
Escobar, Marcos
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Frahm, Gabriel
2
Gardiol, Lucien
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Grorud, Axel
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Kraft, Holger
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Kromer, Eduard
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2
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2
Pham, Huyên
2
Rudloff, Birgit
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Sass, Jörn
2
Westphal, Dorothee
2
Wunderlich, Ralf
2
Yamamoto, Rei
2
Zagst, Rudi
2
Abergel, Frédéric
1
Agliardi, Rossella
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Altay, Sühan
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1
Andersen, Leif B. G.
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1
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1
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International journal of theoretical and applied finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
Cowles Foundation discussion paper
8
Cowles Foundation Discussion Paper
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
CARESS working paper
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Asia-Pacific financial markets
2
Discussion papers / CEPR
2
Princeton University William S. Dietrich II Economic Theory Center Research Paper
2
The American economic review
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
BIS working papers
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper series / School of Economics, the University of Hong Kong / Economics & Finance Workshop
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Games and economic behavior
1
Journal of economic theory
1
Journal of monetary economics
1
Oxford review of economic policy
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
Springer Finance
1
Springer finance
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Kyoto economic review
1
The review of economic studies
1
The review of financial studies
1
Theory and decision : an international journal for multidisciplinary advances in decision science
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
1
Working papers / Financial Institutions Center
1
Working papers in economics and econometrics
1
World Scientific series in economic theory
1
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ECONIS (ZBW)
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Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
2
Analytic pricing of contingent claims under the real-world measure
Miller, Shane M.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
11
(
2008
)
8
,
pp. 841-867
Persistent link: https://www.econbiz.de/10003812845
Saved in:
3
The small and large time implied volatilities in the minimal market model
Guo, Zhi Jun
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009707096
Saved in:
4
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:
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