//--> //--> //--> //-->
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
K-fold cross validation perfor...
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
54
Theory
54
Benchmarking
28
Hedging
18
Bewertung
14
Evaluation
14
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
14
Stochastischer Prozess
14
CAPM
13
Derivat
12
Derivative
12
Börsenkurs
11
Share price
11
Arbitrage Pricing
10
Arbitrage pricing
10
Volatility
10
Volatilität
10
Aktienindex
9
Stock index
9
Risikoprämie
8
Risk premium
8
growth optimal portfolio
8
Benchmark approach
7
benchmark approach
7
Anleihe
6
Bond
6
Martingal
6
Martingale
6
Pension fund
6
Pensionskasse
6
Simulation
6
Financial economics
5
Financial market
5
Finanzmarkt
5
Growth optimal portfolio
5
Incomplete market
5
more ...
less ...
Online availability
All
Free
66
Undetermined
7
Type of publication
All
Book / Working Paper
67
Article
30
Type of publication (narrower categories)
All
Arbeitspapier
51
Working Paper
51
Graue Literatur
50
Non-commercial literature
50
Article in journal
30
Aufsatz in Zeitschrift
30
Lehrbuch
2
Textbook
2
more ...
less ...
Language
All
English
91
Undetermined
6
Author
All
Platen, Eckhard
Fabozzi, Frank J.
258
Maurer, Raimond
138
Mitchell, Olivia S.
116
Guidolin, Massimo
101
Gollier, Christian
83
Campbell, John Y.
82
Satchell, Stephen
81
Uppal, Raman
80
McAleer, Michael
78
Hens, Thorsten
73
Kraft, Holger
73
Lo, Andrew W.
73
Ang, Andrew
70
Bodie, Zvi
59
Guiso, Luigi
58
Markowitz, Harry
58
Korn, Ralf
57
Schenk-Hoppé, Klaus Reiner
57
Wong, Wing Keung
56
Viceira, Luis M.
55
Weber, Martin
55
Levy, Haim
54
Post, Thierry
54
Blake, David
53
Zaremba, Adam
53
Li, Duan
52
Lucas, André
52
Elton, Edwin J.
51
Stambaugh, Robert F.
51
Jappelli, Tullio
50
Lee, Cheng F.
49
Prigent, Jean-Luc
49
Scherer, Bernd
48
Kelly, Bryan T.
47
Pedersen, Lasse Heje
47
Wermers, Russ
47
Zagst, Rudi
47
Zhou, Guofu
47
Račev, Svetlozar T.
46
more ...
less ...
Institution
All
Finance Discipline Group, Business School
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
43
Asia-Pacific financial markets
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Research Paper Series / Finance Discipline Group, Business School
6
International journal of theoretical and applied finance
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied mathematical 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
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Journal of banking & finance
1
Mathematics and financial economics
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
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)
91
RePEc
6
Showing
1
-
10
of
97
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Market efficiency and the growth optimal portfolio
Platen, Eckhard
;
Rendek, Renata
-
2017
Persistent link: https://www.econbiz.de/10011778194
Saved in:
3
Less-expensive long-term annuities linked to mortality, cash and equity
Fergusson, Kevin
;
Platen, Eckhard
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 170-207
Persistent link: https://www.econbiz.de/10014306947
Saved in:
4
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:
5
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:
6
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:
7
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2007
Persistent link: https://www.econbiz.de/10003437596
Saved in:
8
Consistent market extensions under the benchmark approach
Filipović, Damir
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003437600
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:
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...
//-->