Narrow search
Showing 1 - 10 of 84
Cover Image
Strategic asset allocation and market timing : a reinforcement learning approach
Hens, Thorsten; Wöhrmann, Peter - In: Computational economics 29 (2007) 3/4, pp. 369-381
Persistent link: https://www.econbiz.de/10003493820
Cover Image
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
Cover Image
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard; Taylor, David - 2016
Persistent link: https://www.econbiz.de/10011778139
Cover Image
Investing for the long run
Leisen, Dietmar; Platen, Eckhard - 2017
Persistent link: https://www.econbiz.de/10011778143
Cover Image
Market efficiency and the growth optimal portfolio
Platen, Eckhard; Rendek, Renata - 2017
Persistent link: https://www.econbiz.de/10011778194
Cover Image
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
Cover Image
Which measures predict risk taking in a multi-stage controlled investment decision process?
Bachmann, Kremena; Hens, Thorsten; Stössel, Remo - In: Financial services review : the journal of individual … 26 (2017) 4, pp. 339-365
Persistent link: https://www.econbiz.de/10011941315
Cover Image
A benchmark framework for integrated risk management
Platen, Eckhard - 2002
Persistent link: https://www.econbiz.de/10001732760
Cover Image
A discrete time benchmark approach for finance and insurance
Bühlmann, Hans; Platen, Eckhard - 2002
Persistent link: https://www.econbiz.de/10001732818
Cover Image
A benchmark approach to filtering in finance
Platen, Eckhard; Runggaldier, Wolfgang J. - 2002
Persistent link: https://www.econbiz.de/10001732830