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~person:"Platen, Eckhard"
~subject:"Asymmetrische Information"
~subject:"Derivat"
~subject:"Markov chain"
~subject:"Portfolio selection"
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Asymmetrische Information
Derivat
Markov chain
Portfolio selection
Theorie
121
Theory
121
Portfolio-Management
54
Stochastischer Prozess
30
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29
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English
65
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Platen, Eckhard
Fabozzi, Frank J.
136
Maurer, Raimond
72
Vives, Xavier
61
Gollier, Christian
52
Guidolin, Massimo
52
Jarrow, Robert A.
51
Gouriéroux, Christian
50
Kerschbamer, Rudolf
49
Korn, Ralf
45
Sutter, Matthias
45
Uppal, Raman
45
Duffie, Darrell
43
Mitchell, Olivia S.
42
Ang, Andrew
41
Broll, Udo
40
Dionne, Georges
40
Lien, Da-hsiang Donald
40
Lo, Andrew W.
40
Satchell, Stephen
40
Li, Duan
39
Morris, Stephen
39
Markowitz, Harry
38
Campbell, John Y.
37
Härdle, Wolfgang
36
Bergemann, Dirk
35
Post, Thierry
35
Levy, Haim
34
Lucas, André
34
Chiarella, Carl
33
Lioui, Abraham
33
Martimort, David
33
Prigent, Jean-Luc
33
Allen, Franklin
32
Escobar, Marcos
32
Schenk-Hoppé, Klaus Reiner
32
Vanduffel, Steven
32
Viceira, Luis M.
32
Zagst, Rudi
32
Biais, Bruno
31
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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
8
International journal of theoretical and applied finance
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
Asia-Pacific financial markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Journal of banking & finance
1
Operations research letters
1
Quantitative Finance Research Centre 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
1
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The Kyoto economic review
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ECONIS (ZBW)
65
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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:
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
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
4
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:
5
Investing for the long run
Leisen, Dietmar
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778143
Saved in:
6
Market efficiency and the growth optimal portfolio
Platen, Eckhard
;
Rendek, Renata
-
2017
Persistent link: https://www.econbiz.de/10011778194
Saved in:
7
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:
8
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
9
A benchmark framework for integrated risk management
Platen, Eckhard
-
2002
Persistent link: https://www.econbiz.de/10001732760
Saved in:
10
A discrete time benchmark approach for finance and insurance
Bühlmann, Hans
;
Platen, Eckhard
-
2002
Persistent link: https://www.econbiz.de/10001732818
Saved in:
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