//--> //--> //--> //-->
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:"Platen, Eckhard"
~person:"Satchell, Stephen"
~subject:"Asymmetrische Information"
~subject:"Derivat"
~subject:"Portfolio selection"
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
The learning curve and adaptiv...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Asymmetrische Information
Derivat
Portfolio selection
Theorie
246
Theory
246
Portfolio-Management
90
Stochastischer Prozess
38
Stochastic process
37
CAPM
28
Forecasting model
28
Prognoseverfahren
28
Volatility
26
Volatilität
26
Börsenkurs
25
Share price
25
Benchmarking
19
Estimation
17
Risiko
17
Risk
17
Schätzung
17
Capital income
16
Kapitaleinkommen
16
Analysis
13
Hedging
13
Mathematical analysis
13
Financial market
12
Finanzmarkt
12
Martingal
12
Martingale
12
Arbitrage Pricing
11
Arbitrage pricing
11
Black-Scholes model
11
Black-Scholes-Modell
11
Erwartungsnutzen
11
Expected utility
11
Mathematical programming
11
Mathematische Optimierung
11
Time series analysis
11
Zeitreihenanalyse
11
Derivative
10
Estimation theory
10
more ...
less ...
Online availability
All
Free
46
Undetermined
10
Type of publication
All
Book / Working Paper
58
Article
41
Type of publication (narrower categories)
All
Arbeitspapier
42
Working Paper
42
Graue Literatur
41
Non-commercial literature
41
Article in journal
30
Aufsatz in Zeitschrift
30
Aufsatz im Buch
6
Book section
6
Collection of articles of several authors
4
Sammelwerk
4
Lehrbuch
2
Textbook
2
Aufsatzsammlung
1
Bibliografie
1
more ...
less ...
Language
All
English
98
German
1
Author
All
Platen, Eckhard
Satchell, Stephen
Fabozzi, Frank J.
132
Maurer, Raimond
72
Vives, Xavier
57
Gollier, Christian
52
Jarrow, Robert A.
50
Kerschbamer, Rudolf
49
Korn, Ralf
45
Sutter, Matthias
45
Uppal, Raman
45
Guidolin, Massimo
44
Gouriéroux, Christian
43
Mitchell, Olivia S.
42
Ang, Andrew
40
Broll, Udo
40
Lien, Da-hsiang Donald
40
Dionne, Georges
39
Li, Duan
39
Lo, Andrew W.
39
Morris, Stephen
39
Markowitz, Harry
38
Campbell, John Y.
37
Post, Thierry
35
Duffie, Darrell
34
Levy, Haim
34
Lioui, Abraham
33
Martimort, David
33
Prigent, Jean-Luc
33
Allen, Franklin
32
Bergemann, Dirk
32
Escobar, Marcos
32
Härdle, Wolfgang
32
Schenk-Hoppé, Klaus Reiner
32
Vanduffel, Steven
32
Viceira, Luis M.
32
Biais, Bruno
31
Hull, John
31
Zagst, Rudi
31
Gersbach, Hans
30
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
3
University of Cambridge / Faculty of Economics
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
International journal of theoretical and applied finance
5
Quantitative finance series
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
Cambridge working papers in economics
4
Advances in portfolio construction and implementation
3
DAE working paper
3
Asia-Pacific financial markets
2
Journal of banking & finance
2
Quantitative Finance Ser
2
Quantitative finance
2
The analytics of risk model validation
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Applied mathematical finance
1
Asset and liability management tools
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Australian economic papers
1
Birkbeck working papers in economics and finance : BWPEF
1
Butterworth-Heinemann finance
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Elsevier finance
1
European journal of operational research : EJOR
1
Financial analysts journal : FAJ
1
Forecasting expected returns in the financial markets
1
Journal of time series econometrics
1
Operations research letters
1
Optimizing optimization : the next generation of optimization applications and theory
1
Performance measurement in finance
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 Kyoto economic review
1
The Wiley Finance Ser.
1
The journal of asset management
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of business : B
1
more ...
less ...
Source
All
ECONIS (ZBW)
99
Showing
1
-
10
of
99
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Advanced trading rules
Acar, Emmanuel
(
contributor
);
Satchell, Stephen
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000964435
Saved in:
2
The Black and Scholes option price as a random variable
Ncube, Mthuli
;
Satchell, Stephen
-
1992
Persistent link: https://www.econbiz.de/10000835473
Saved in:
3
Statistical properties of the sample semi-variance, with applications to emerging markets data
Bond, Shaun A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10001350667
Saved in:
4
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
- In:
Operations research letters
43
(
2015
)
4
,
pp. 419-422
Persistent link: https://www.econbiz.de/10011372401
Saved in:
5
The most entropic canonical copula with an application to "style" investment
Chu, Ba
;
Satchell, Stephen
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 221-262)
.
2018
Persistent link: https://www.econbiz.de/10011978516
Saved in:
6
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:
7
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:
8
Investing for the long run
Leisen, Dietmar
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778143
Saved in:
9
Market efficiency and the growth optimal portfolio
Platen, Eckhard
;
Rendek, Renata
-
2017
Persistent link: https://www.econbiz.de/10011778194
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->