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~person:"Platen, Eckhard"
~subject:"Asymmetrische Information"
~subject:"Benchmarking"
~subject:"Portfolio selection"
~subject:"Volatility"
~subject:"Zinsstruktur"
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Asymmetrische Information
Benchmarking
Portfolio selection
Volatility
Zinsstruktur
Theorie
121
Theory
121
Portfolio-Management
54
Stochastischer Prozess
30
Stochastic process
29
Börsenkurs
17
Share price
17
Volatilität
16
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13
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Mathematical analysis
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Option pricing theory
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benchmark approach
6
Black-Scholes model
5
Black-Scholes-Modell
5
Incomplete market
5
Lag model
5
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5
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5
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45
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50
Article
23
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40
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39
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English
73
Author
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Platen, Eckhard
Fabozzi, Frank J.
138
Diebold, Francis X.
94
Gollier, Christian
91
Bollerslev, Tim
77
Maurer, Raimond
74
Bekaert, Geert
70
Härdle, Wolfgang
63
Chiarella, Carl
62
McAleer, Michael
60
Campbell, John Y.
59
Gouriéroux, Christian
59
Rudebusch, Glenn D.
57
Vives, Xavier
57
Ang, Andrew
54
Guidolin, Massimo
52
Jarrow, Robert A.
52
Koopman, Siem Jan
51
Uppal, Raman
51
Bacchetta, Philippe
50
Kerschbamer, Rudolf
49
Lucas, André
49
Morris, Stephen
49
Aizenman, Joshua
48
Satchell, Stephen
48
Bergemann, Dirk
46
Korn, Ralf
46
Andersen, Torben
45
Engle, Robert F.
45
Sutter, Matthias
45
Brandt, Michael W.
43
Duffie, Darrell
42
Mitchell, Olivia S.
42
Van Wincoop, Eric
42
Caporin, Massimiliano
40
Gupta, Rangan
40
Li, Kai
40
Dionne, Georges
39
Jondeau, Eric
39
Li, Duan
39
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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
30
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Research paper / Quantitative Finance Research Group, University of Technology Sydney
6
International journal of theoretical and applied finance
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Asia-Pacific financial markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advances in futures and options research : a research annual
1
Australian economic papers
1
Discussion papers of interdisciplinary research project 373
1
Finance and stochastics
1
International journal of economic research
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Journal of banking & finance
1
Operations research letters
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Quantitative Finance Research Centre Research Paper
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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
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ECONIS (ZBW)
73
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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
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:
3
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:
4
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2007
Persistent link: https://www.econbiz.de/10003437596
Saved in:
5
Consistent market extensions under the benchmark approach
Filipović, Damir
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003437600
Saved in:
6
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:
7
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
8
A benchmark approach to investing and pricing
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662367
Saved in:
9
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
10
Approximating the numéraire portfolio by naive diversification
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663094
Saved in:
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