//--> //--> //--> //-->
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
Optimal Investment in Illiquid...
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
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
Unvollkommener Markt
5
more ...
less ...
Online availability
All
Free
62
Undetermined
7
Type of publication
All
Book / Working Paper
63
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
2
Author
All
Platen, Eckhard
Fabozzi, Frank J.
262
Maurer, Raimond
137
Mitchell, Olivia S.
116
Gautier, Pieter
103
Guidolin, Massimo
100
Menzio, Guido
86
Rocheteau, Guillaume
84
Satchell, Stephen
84
Campbell, John Y.
80
Lo, Andrew W.
78
Ang, Andrew
76
Gollier, Christian
76
McAleer, Michael
76
Hens, Thorsten
72
Wright, Randall D.
72
Shi, Shouyong
70
Uppal, Raman
70
Duffie, Darrell
68
Kraft, Holger
67
Weill, Pierre-Olivier
67
Pedersen, Lasse Heje
64
Moraga-González, José Luis
63
Bodie, Zvi
61
Korn, Ralf
60
Lagos, Ricardo
59
Pelizzon, Loriana
59
Shimer, Robert
58
Zaremba, Adam
58
Markowitz, Harry
57
Weber, Martin
57
Williamson, Oliver E.
57
Berentsen, Aleksander
56
Schenk-Hoppé, Klaus Reiner
56
Wong, Wing Keung
56
Berg, Gerard J. van den
55
Viceira, Luis M.
55
Blake, David
54
Janssen, Maarten C. W.
54
Levy, Haim
54
more ...
less ...
Institution
All
Finance Discipline Group, Business School
2
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
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
Research Paper Series / Finance Discipline Group, Business School
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
2
Showing
1
-
10
of
93
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2007
Persistent link: https://www.econbiz.de/10003437596
Saved in:
5
Consistent market extensions under the benchmark approach
Filipović, Damir
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003437600
Saved in:
6
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:
7
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
8
Real world pricing of long term contracts
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662357
Saved in:
9
A benchmark approach to investing and pricing
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662367
Saved in:
10
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
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...
//-->