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~person:"Platen, Eckhard"
~subject:"Asymmetrische Information"
~subject:"CAPM"
~subject:"Portfolio selection"
~subject:"Stochastic process"
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Asymmetrische Information
CAPM
Portfolio selection
Stochastic process
Theorie
121
Theory
121
Portfolio-Management
54
Stochastischer Prozess
30
Benchmarking
19
Börsenkurs
17
Share price
17
Volatility
16
Volatilität
16
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13
Mathematical analysis
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Martingal
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benchmark approach
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Incomplete market
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English
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Platen, Eckhard
Fabozzi, Frank J.
143
Campbell, John Y.
81
Maurer, Raimond
74
Gollier, Christian
70
Chiarella, Carl
66
Phillips, Peter C. B.
62
Jarrow, Robert A.
61
Stambaugh, Robert F.
60
Vives, Xavier
57
Post, Thierry
56
Hens, Thorsten
55
Madan, Dilip B.
55
Satchell, Stephen
55
Uppal, Raman
55
Guidolin, Massimo
52
He, Xue-zhong
51
Koopman, Siem Jan
51
Schenk-Hoppé, Klaus Reiner
51
Sethi, Suresh
51
Gouriéroux, Christian
49
Kerschbamer, Rudolf
49
Korn, Ralf
49
Dumas, Bernard
48
Levy, Haim
47
Lo, Andrew W.
47
Cochrane, John H.
46
McAleer, Michael
46
Zhou, Guofu
46
Duffie, Darrell
45
Ferson, Wayne E.
45
Sutter, Matthias
45
Zhang, Lu
45
Ang, Andrew
43
Mitchell, Olivia S.
43
Timmermann, Allan
43
Başak, Suleyman
42
Hansen, Lars Peter
42
Harvey, Campbell R.
42
Morris, Stephen
42
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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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
8
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
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1
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1
Discussion papers of interdisciplinary research project 373
1
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Financial engineering and the Japanese markets
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Journal of banking & finance
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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
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Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
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Springer Finance
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Springer finance
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Stochastic modelling and applied probability
1
The Kyoto economic review
1
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ECONIS (ZBW)
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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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