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Subject
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Theorie
Theory
123
Portfolio selection
90
Portfolio-Management
90
growth optimal portfolio
61
Stochastischer Prozess
58
Stochastic process
56
Volatility
37
Volatilität
37
Benchmarking
36
benchmark approach
33
Option pricing theory
32
Optionspreistheorie
32
Hedging
30
Derivat
27
Derivative
27
Börsenkurs
23
Share price
23
CAPM
22
Aktienindex
21
Stock index
21
fair pricing
21
minimal market model
21
Yield curve
19
Zinsstruktur
19
Bewertung
18
Evaluation
18
stochastic volatility
18
Arbitrage Pricing
16
Arbitrage pricing
16
Benchmark approach
16
Martingal
16
Martingale
16
Risikoprämie
15
Risk premium
15
benchmark model
15
Analysis
14
Mathematical analysis
14
Simulation
14
Welt
14
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Free
77
Undetermined
5
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Book / Working Paper
89
Article
34
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Arbeitspapier
67
Working Paper
67
Graue Literatur
65
Non-commercial literature
65
Article in journal
34
Aufsatz in Zeitschrift
34
Lehrbuch
3
Textbook
3
Forschungsbericht
2
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1
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1
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Language
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English
122
German
1
Author
All
Platen, Eckhard
120
Heath, David C.
10
Hulley, Hardy
8
Rendek, Renata
8
Baldeaux, Jan
7
Bruti-Liberati, Nicola
7
Küchler, Uwe
6
Kardaras, Constantinos
5
Schweizer, Martin
5
Du, Ke
4
Ignatieva, Katja
4
Runggaldier, Wolfgang J.
4
Craddock, Mark
3
Ignatieva, Ekaterina
3
Rendek, Renatak
3
Baldeaux, Jan F.
2
Chan, Leunglung
2
Filipović, Damir
2
Guo, Zhi
2
Hofmann, Norbert
2
Leisen, Dietmar
2
Miller, Shane
2
Miller, Shane M.
2
Nikitopoulos, Christina Sklibosios
2
Semmler, Willi
2
Sun, Jin
2
Taylor, David
2
Breymann, Wolfgang
1
Bühlmann, Hans
1
Chiarella, Carl
1
Christensen, Morten Mosegaard
1
Fergusson, Kevin
1
Fontana, Claudio
1
Fung, Simon Man Chung
1
Gilsing, Hagen
1
Gnewuch, Michael
1
Goldman, D.
1
Guo, Zhi Jun
1
Heath, D.
1
Hurst, Simon R.
1
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Quantitative Finance Research Centre <Sydney>
1
Published in...
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
46
Research paper / Quantitative Finance Research Group, University of Technology Sydney
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
International journal of theoretical and applied finance
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Asia-Pacific financial markets
3
Quantitative Finance Research Centre Research Paper
3
Discussion papers of interdisciplinary research project 373
2
Financial engineering and the Japanese markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advances in futures and options research : a research annual
1
Applied mathematical finance
1
Australian economic papers
1
Computational economics
1
Discussion paper / B
1
Finance and stochastics
1
International journal of economic research
1
Journal of banking & finance
1
Mathematics and financial economics
1
Operations research letters
1
Preprint / Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V.
1
Quantitative Finance Research Centre, University of Technology, Sydney Research Paper
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 263
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: 238, Quantitative Finance Research Centre, University of Technology, Sydney
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
Springer Finance
1
Springer finance
1
Stochastic modelling and applied probability
1
The Kyoto economic review
1
The journal of computational finance
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
1
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ECONIS (ZBW)
123
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1
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10009713743
Saved in:
2
A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009675078
Saved in:
3
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:
4
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
5
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:
6
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:
7
A benchmark approach to investing and pricing
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662367
Saved in:
8
On the role of the growth optimal portfolio in finance
Platen, Eckhard
- In:
Australian economic papers
44
(
2005
)
4
,
pp. 365-388
Persistent link: https://www.econbiz.de/10003237000
Saved in:
9
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
Saved in:
10
A unifying approach to asset pricing
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857126
Saved in:
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