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~person:"Platen, Eckhard"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
~subject:"Volatility"
~type_genre:"Article in journal"
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Asymmetrische Information
Portfolio selection
Volatility
Theorie
33
Theory
33
Portfolio-Management
15
Volatilität
7
Benchmarking
6
Stochastic process
6
Stochastischer Prozess
6
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5
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Platen, Eckhard
Fabozzi, Frank J.
44
Wong, Wing Keung
30
Korn, Ralf
29
Escobar, Marcos
27
Li, Duan
26
Gupta, Rangan
25
McAleer, Michael
25
Bollerslev, Tim
21
Jarrow, Robert A.
21
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Forsyth, Peter A.
19
Gollier, Christian
19
Lien, Da-hsiang Donald
18
Liu, Hong
18
Wang, Ruodu
18
Yannelis, Nicholas C.
18
Levy, Haim
17
Post, Thierry
17
Wong, Hoi Ying
17
Yao, Haixiang
17
Asai, Manabu
16
Brennan, Michael J.
16
Guidolin, Massimo
16
He, Xue-zhong
16
Madan, Dilip B.
16
Martimort, David
16
Siu, Tak Kuen
16
Vanduffel, Steven
16
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15
Caporin, Massimiliano
15
Detemple, Jérôme B.
15
Gouriéroux, Christian
15
Li, Zhongfei
15
Lioui, Abraham
15
Wang, Yudong
15
Young, Virginia R.
15
Zhou, Guofu
15
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Mathematical finance : an international journal of mathematics, statistics and financial theory
8
International journal of theoretical and applied finance
4
Asia-Pacific financial markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Finance and stochastics
1
Journal of banking & finance
1
Operations research letters
1
The Kyoto economic review
1
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ECONIS (ZBW)
20
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1
A short term interest rate model
Platen, Eckhard
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 215-225
Persistent link: https://www.econbiz.de/10001367329
Saved in:
2
On feedback effects from hedging derivatives
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 67-84
Persistent link: https://www.econbiz.de/10001240796
Saved in:
3
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:
4
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:
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
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:
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
The small and large time implied volatilities in the minimal market model
Guo, Zhi Jun
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009707096
Saved in:
1
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