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~person:"Platen, Eckhard"
~person:"Young, Virginia R."
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Asymmetrische Information
Portfolio selection
Theorie
63
Theory
63
Portfolio-Management
27
Stochastic process
9
Stochastischer Prozess
9
Volatility
9
Volatilität
9
Altersvorsorge
7
Retirement provision
7
Benchmarking
6
Option pricing theory
6
Optionspreistheorie
6
Risikomodell
6
Risk model
6
Börsenkurs
5
CAPM
5
Derivat
5
Derivative
5
Erwartungsnutzen
5
Expected utility
5
Hedging
5
Incomplete market
5
Share price
5
Unvollkommener Markt
5
Lebensversicherung
4
Life insurance
4
Mortality
4
Reinsurance
4
Rückversicherung
4
Sterblichkeit
4
Yield curve
4
Zinsstruktur
4
Benchmark approach
3
Financial investment
3
Finanzmathematik
3
Kapitalanlage
3
Mathematical finance
3
Probability of lifetime ruin
3
Probability theory
3
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11
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Article
28
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Article in journal
Arbeitspapier
32
Graue Literatur
32
Non-commercial literature
32
Working Paper
32
Aufsatz in Zeitschrift
28
Lehrbuch
2
Textbook
2
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English
28
Author
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Platen, Eckhard
Young, Virginia R.
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
26
Wong, Wing Keung
25
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Jarrow, Robert A.
18
Wang, Ruodu
18
Yannelis, Nicholas C.
18
Forsyth, Peter A.
17
Gollier, Christian
17
Liu, Hong
17
Wong, Hoi Ying
17
Levy, Haim
16
Martimort, David
16
Post, Thierry
16
Yao, Haixiang
16
Brennan, Michael J.
15
Li, Zhongfei
15
Lioui, Abraham
15
Vanduffel, Steven
15
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Liang, Zongxia
14
Lien, Da-hsiang Donald
14
Rüschendorf, Ludger
14
Zhou, Guofu
14
Detemple, Jérôme B.
13
Duffie, Darrell
13
Kwon, Roy H.
13
Postlewaite, Andrew
13
Sass, Jörn
13
Siu, Tak Kuen
13
Zeng, Yan
13
Bossaerts, Peter L.
12
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Insurance / Mathematics & economics
6
International journal of theoretical and applied finance
4
ASTIN bulletin : the journal of the International Actuarial Association
2
Asia-Pacific financial markets
2
Annals of operations research
1
Astin bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Finance and stochastics
1
Finance research letters
1
The Kyoto economic review
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
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ECONIS (ZBW)
28
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1
Minimizing the probability of lifetime ruin : two riskless assets with transaction costs
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 847-883
Persistent link: https://www.econbiz.de/10012125302
Saved in:
2
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:
3
Hedging pure endowments with mortality derivatives
Wang, Ting
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 238-255
Persistent link: https://www.econbiz.de/10011533915
Saved in:
4
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
Liang, Xiaoqing
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 128-146
Persistent link: https://www.econbiz.de/10012242047
Saved in:
5
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:
6
Optimality of excess-loss reinsurance under a mean-variance criterion
Li, Danping
;
Li, Dongchen
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 82-89
Persistent link: https://www.econbiz.de/10011740728
Saved in:
7
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:
8
Approximating large diversified portfolios
Hofmann, Norbert
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
Saved in:
9
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:
10
Optimal investment strategy to minimize occupation time
Bayraktar, Erhan
;
Young, Virginia R.
-
2010
Persistent link: https://www.econbiz.de/10003964941
Saved in:
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