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~person:"Platen, Eckhard"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Asymmetrische Information
Portfolio selection
Theorie
33
Theory
33
Portfolio-Management
15
Volatility
7
Volatilität
7
Benchmarking
6
Stochastic process
6
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6
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Platen, Eckhard
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
26
Wong, Wing Keung
25
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Jarrow, Robert A.
18
Yannelis, Nicholas C.
18
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17
Gollier, Christian
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Levy, Haim
16
Liu, Hong
16
Martimort, David
16
Post, Thierry
16
Yao, Haixiang
16
Brennan, Michael J.
15
Li, Zhongfei
15
Lioui, Abraham
15
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Lien, Da-hsiang Donald
14
Rüschendorf, Ludger
14
Vanduffel, Steven
14
Zhou, Guofu
14
Detemple, Jérôme B.
13
Duffie, Darrell
13
Kwon, Roy H.
13
Liang, Zongxia
13
Postlewaite, Andrew
13
Sass, Jörn
13
Siu, Tak Kuen
13
Young, Virginia R.
13
Zeng, Yan
13
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12
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Mathematical finance : an international journal of mathematics, statistics and financial theory
6
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
The Kyoto economic review
1
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ECONIS (ZBW)
15
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Multiplicative approximation of wealth processes involving no-short-sales strategies via simple trading
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 579-590
Persistent link: https://www.econbiz.de/10009783346
Saved in:
8
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:
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
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003609529
Saved in:
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