//--> //--> //--> //-->
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
~person:"Evstigneev, Igor V."
~person:"Platen, Eckhard"
~subject:"Portfolio selection"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliography included"
~type_genre:"CD-ROM, DVD"
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
Ältere Mitarbeiter als betrieb...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
149
Theory
149
Portfolio-Management
65
Stochastic process
31
Stochastischer Prozess
31
CAPM
22
Volatility
18
Volatilität
18
Benchmarking
17
Arbitrage Pricing
13
Arbitrage pricing
13
Börsenkurs
13
Share price
13
Martingal
12
Martingale
12
Analysis
11
Mathematical analysis
11
Anlageverhalten
10
Behavioural finance
10
Financial market
9
Finanzmarkt
9
Hedging
9
Bewertung
8
Derivat
8
Derivative
8
Evaluation
8
Dynamic equilibrium
7
Dynamisches Gleichgewicht
7
Evolutionary economics
7
Evolutionsökonomik
7
Financial economics
7
Incomplete market
7
Kapitalmarkttheorie
7
Probability theory
7
Unvollkommener Markt
7
Wahrscheinlichkeitsrechnung
7
Mathematical programming
6
Mathematische Optimierung
6
benchmark approach
6
more ...
less ...
Online availability
All
Free
42
Undetermined
5
Type of publication
All
Book / Working Paper
43
Article
22
Type of publication (narrower categories)
All
Arbeitspapier
Aufsatz in Zeitschrift
Bibliography included
CD-ROM, DVD
Working Paper
43
Graue Literatur
41
Non-commercial literature
41
Article in journal
22
Lehrbuch
2
Textbook
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
65
Author
All
Evstigneev, Igor V.
Platen, Eckhard
Maurer, Raimond
47
Fabozzi, Frank J.
42
Gollier, Christian
37
Uppal, Raman
34
Korn, Ralf
30
Hens, Thorsten
27
Li, Duan
27
Lucas, André
27
Schenk-Hoppé, Klaus Reiner
27
Wong, Wing Keung
27
Başak, Suleyman
26
Escobar, Marcos
26
Guidolin, Massimo
25
Van Wincoop, Eric
25
Campbell, John Y.
24
Gouriéroux, Christian
23
Post, Thierry
23
Viceira, Luis M.
22
Zagst, Rudi
22
Lo, Andrew W.
20
Markowitz, Harry
20
Prigent, Jean-Luc
20
Schmid, Wolfgang
20
Vries, Casper G. de
20
Bacchetta, Philippe
19
Cvitanić, Jakša
19
He, Xue-zhong
19
Levy, Haim
19
Lioui, Abraham
19
Malamud, Semyon
19
Wang, Ruodu
19
Engle, Robert F.
18
Härdle, Wolfgang
18
Forsyth, Peter A.
17
Gomes, Francisco J.
17
Kraft, Holger
17
Ledoit, Olivier
17
Muhle-Karbe, Johannes
17
more ...
less ...
Institution
All
Judge Institute of Management Studies
2
Bonn Graduate School of Economics
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Research paper series / Swiss Finance Institute
7
Swiss Finance Institute Research Paper
6
International journal of theoretical and applied finance
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Asia-Pacific financial markets
2
Mathematics and financial economics
2
Working paper series
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Bonn Econ Discussion Papers / BGSE
1
Discussion paper / Department of Business and Management Science
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Economics discussion paper series : EDP
1
Finance and stochastics
1
Journal of economic theory
1
The Kyoto economic review
1
more ...
less ...
Source
All
ECONIS (ZBW)
65
Showing
1
-
10
of
65
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Von Neumann-Gale dynamics and capital growth in financial markets with frictions
Babaei, Esmaeil
;
Evstigneev, Igor V.
;
Schenk-Hoppé, …
- In:
Mathematics and financial economics
14
(
2020
)
2
,
pp. 283-305
Persistent link: https://www.econbiz.de/10012240281
Saved in:
3
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:
4
Investing for the long run
Leisen, Dietmar
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778143
Saved in:
5
Market efficiency and the growth optimal portfolio
Platen, Eckhard
;
Rendek, Renata
-
2017
Persistent link: https://www.econbiz.de/10011778194
Saved in:
6
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
Saved in:
7
Von Neumann-Gale dynamics and capital growth in financial markets with frictions
Babaei, E.
;
Evstigneev, Igor V.
;
Schenk-Hoppé, Klaus Reiner
-
2018
Persistent link: https://www.econbiz.de/10011938726
Saved in:
8
A benchmark framework for integrated risk management
Platen, Eckhard
-
2002
Persistent link: https://www.econbiz.de/10001732760
Saved in:
9
A discrete time benchmark approach for finance and insurance
Bühlmann, Hans
;
Platen, Eckhard
-
2002
Persistent link: https://www.econbiz.de/10001732818
Saved in:
10
A benchmark approach to filtering in finance
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2002
Persistent link: https://www.econbiz.de/10001732830
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->