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~person:"Escudero, Laureano F."
~person:"Platen, Eckhard"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
~subject:"Stochastic process"
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Asymmetrische Information
Portfolio selection
Stochastic process
Theorie
178
Theory
178
Stochastischer Prozess
69
Portfolio-Management
55
Mathematical programming
43
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Escudero, Laureano F.
Platen, Eckhard
Fabozzi, Frank J.
133
Maurer, Raimond
72
Phillips, Peter C. B.
59
Vives, Xavier
57
Gollier, Christian
56
Post, Thierry
51
Sethi, Suresh
51
Uppal, Raman
51
Kerschbamer, Rudolf
49
Koopman, Siem Jan
48
Korn, Ralf
48
Campbell, John Y.
46
Satchell, Stephen
46
Sutter, Matthias
45
Chiarella, Carl
44
Guidolin, Massimo
44
Mitchell, Olivia S.
43
Morris, Stephen
42
Schenk-Hoppé, Klaus Reiner
42
Lucas, André
41
Ang, Andrew
40
McAleer, Michael
40
Li, Duan
39
Markowitz, Harry
38
Dionne, Georges
37
Lo, Andrew W.
37
Gouriéroux, Christian
36
Härdle, Wolfgang
36
Prigent, Jean-Luc
36
Račev, Svetlozar T.
36
Escobar, Marcos
35
Bergemann, Dirk
34
Kraft, Holger
34
Vanduffel, Steven
34
Wong, Wing Keung
34
Batabyal, Amitrajeet A.
33
Dumas, Bernard
33
Jarrow, Robert A.
33
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
31
European journal of operational research : EJOR
11
Computers & operations research : and their applications to problems of world concern ; an international journal
10
Top : transactions in operations research
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
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Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
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Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
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Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
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The Kyoto economic review
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
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
Approximation of jump diffusions in finance and economics
Bruti-Liberati, Nicola
;
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003329788
Saved in:
3
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
Saved in:
4
On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty
Escudero, Laureano F.
;
Garín, María Araceli
;
Merino, …
- In:
Computational Management Science : CMS
6
(
2009
)
3
,
pp. 307-327
Persistent link: https://www.econbiz.de/10003862187
Saved in:
5
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
Saved in:
6
On expected utility for financial insurance portfolios with stochastic dependencies
Ortega, Eva
;
Escudero, Laureano F.
- In:
European journal of operational research : EJOR
200
(
2009/10
)
1
,
pp. 181-186
Persistent link: https://www.econbiz.de/10003895121
Saved in:
7
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:
8
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2007
Persistent link: https://www.econbiz.de/10003437596
Saved in:
9
Consistent market extensions under the benchmark approach
Filipović, Damir
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003437600
Saved in:
10
On weak predictor-corrector schemes for jump-diffusion processes in finance
Bruti-Liberati, Nicola
;
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003374003
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