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~person:"Platen, Eckhard"
~subject:"Asymmetrische Information"
~subject:"Benchmarking"
~subject:"Portfolio selection"
~subject:"Stochastic process"
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Asymmetrische Information
Benchmarking
Portfolio selection
Stochastic process
Theorie
121
Theory
121
Portfolio-Management
54
Stochastischer Prozess
30
Börsenkurs
17
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17
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16
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16
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13
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benchmark approach
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Incomplete market
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English
76
German
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Platen, Eckhard
Fabozzi, Frank J.
133
Maurer, Raimond
72
Phillips, Peter C. B.
59
Vives, Xavier
57
Gollier, Christian
56
Post, Thierry
52
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
Escudero, Laureano F.
39
Li, Duan
39
Bergemann, Dirk
38
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
Kraft, Holger
34
Timmermann, Allan
34
Vanduffel, Steven
34
Wong, Wing Keung
34
Batabyal, Amitrajeet A.
33
Dumas, Bernard
33
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Research paper / Quantitative Finance Research Group, University of Technology Sydney
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
International journal of theoretical and applied finance
5
Asia-Pacific financial markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Computational economics
1
Discussion papers of interdisciplinary research project 373
1
Finance and stochastics
1
Journal of banking & finance
1
Quantitative Finance Research Centre, University of Technology, Sydney Research Paper
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
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Springer Finance
1
Springer finance
1
Stochastic modelling and applied probability
1
The Kyoto economic review
1
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ECONIS (ZBW)
77
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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
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:
5
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:
6
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2007
Persistent link: https://www.econbiz.de/10003437596
Saved in:
7
Consistent market extensions under the benchmark approach
Filipović, Damir
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003437600
Saved in:
8
On weak predictor-corrector schemes for jump-diffusion processes in finance
Bruti-Liberati, Nicola
;
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003374003
Saved in:
9
Benchmarking and fair pricing applied to two market models
Hulley, Hardy
;
Miller, Shane
;
Platen, Eckhard
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 85-118
Persistent link: https://www.econbiz.de/10003379597
Saved in:
10
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
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