//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Platen, Eckhard"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Investing strategies for a sta...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
91
Portfolio-Management
91
Theorie
65
Theory
65
Benchmarking
28
Börsenkurs
23
Share price
23
Stochastic process
19
Stochastischer Prozess
19
Hedging
18
Volatility
18
Volatilität
18
Bewertung
15
Evaluation
15
Option pricing theory
14
Optionspreistheorie
14
CAPM
13
Aktienindex
12
Derivat
12
Derivative
12
Stock index
12
Arbitrage Pricing
10
Arbitrage pricing
10
Martingal
10
Martingale
10
Risikoprämie
10
Risk premium
10
Benchmark approach
8
Financial economics
8
benchmark approach
8
Financial market
7
Finanzmarkt
7
Kapitalmarkttheorie
7
Welt
7
World
7
Anleihe
6
Bond
6
Pension fund
6
Pensionskasse
6
Simulation
6
more ...
less ...
Online availability
All
Free
71
Undetermined
8
Type of publication
All
Book / Working Paper
74
Article
33
Type of publication (narrower categories)
All
Arbeitspapier
62
Working Paper
62
Graue Literatur
61
Non-commercial literature
61
Article in journal
33
Aufsatz in Zeitschrift
33
Lehrbuch
2
Textbook
2
Forschungsbericht
1
more ...
less ...
Language
All
English
106
Undetermined
1
Author
All
Platen, Eckhard
Fabozzi, Frank J.
308
Caporale, Guglielmo Maria
288
Gupta, Rangan
283
McAleer, Michael
256
Campbell, John Y.
239
Zaremba, Adam
188
Bekaert, Geert
170
Mitchell, Olivia S.
169
Maurer, Raimond
165
Weber, Martin
160
Guidolin, Massimo
152
Stambaugh, Robert F.
147
Timmermann, Allan
140
Bali, Turan G.
136
McMillan, David G.
135
Faff, Robert W.
134
Harvey, Campbell R.
131
Narayan, Paresh Kumar
131
Stulz, René M.
129
Massa, Massimo
127
Ang, Andrew
125
Diebold, Francis X.
124
Lo, Andrew W.
124
Goetzmann, William N.
123
Zhou, Guofu
121
Bollerslev, Tim
120
Poterba, James M.
119
Shleifer, Andrei
116
Pierdzioch, Christian
115
Satchell, Stephen
115
Allen, David E.
113
Chang, Chia-Lin
110
Titman, Sheridan
110
Bouri, Elie
109
Gil-Alaña, Luis A.
109
Lee, Cheng F.
107
Ryu, Doojin
107
Engle, Robert F.
106
Subrahmanyam, Avanidhar
106
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Finance Discipline Group, Business School
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
49
Asia-Pacific financial markets
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
International journal of theoretical and applied finance
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Applied mathematical finance
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Journal of banking & finance
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Decisions in economics and finance : a journal of applied mathematics
1
Mathematics and financial economics
1
Preprint / Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V.
1
Quantitative Finance Research Centre Research Paper
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 265
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
Research Paper Series / Finance Discipline Group, Business School
1
Research paper series / Swiss Finance Institute
1
Springer Finance
1
Springer finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
The Kyoto economic review
1
The journal of asset management
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
106
RePEc
1
Showing
1
-
10
of
107
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Real world pricing of long term cash-linked annuities and equity-linked annuities with cash-linked guarantees
Fergusson, Kevin
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10010213176
Saved in:
2
On the distributional characterization of daily log-returns of a world stock index
Fergusson, Kevin
;
Platen, Eckhard
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10003320030
Saved in:
3
On the distributional characterization of log-returns of a world stock index
Fergusson, Kevin
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002765045
Saved in:
4
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:
5
The small and large time implied volatilities in the minimal market model
Guo, Zhi
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564614
Saved in:
6
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
7
Intraday empirical analysis and modeling of diversified world stock indices
Breymann, Wolfgang
;
Kelly, Leah
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253944
Saved in:
8
A benchmark approach to filtering in finance
Platen, Eckhard
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10003084169
Saved in:
9
Intraday empirical analysis and modeling of diversified world stock indices
Breymann, Wolfgang
;
Kelly, Leah
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
12
(
2005
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003370696
Saved in:
10
A benchmark approach to filtering in finance
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2002
Persistent link: https://www.econbiz.de/10001732830
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->