//--> //--> //--> //-->
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
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
Subordinated Market Index Mode...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
204
Theory
204
Portfolio selection
138
Portfolio-Management
138
Stochastischer Prozess
86
Stochastic process
84
Option pricing theory
65
Optionspreistheorie
65
growth optimal portfolio
61
Statistical distribution
58
Statistische Verteilung
58
Volatility
55
Volatilität
55
CAPM
38
Benchmarking
37
Derivat
36
Derivative
36
Hedging
33
benchmark approach
33
Risikomaß
32
Risk measure
32
Estimation
27
Schätzung
27
Aktienindex
26
Börsenkurs
26
Estimation theory
26
Schätztheorie
26
Share price
26
Stock index
26
Risikomanagement
24
Capital income
22
Kapitaleinkommen
22
Risk management
22
Yield curve
22
Zinsstruktur
22
ARCH model
21
ARCH-Modell
21
fair pricing
21
minimal market model
21
Risikoprämie
20
more ...
less ...
Online availability
All
Free
326
Undetermined
95
Type of publication
All
Book / Working Paper
388
Article
279
Type of publication (narrower categories)
All
Working Paper
152
Article in journal
147
Aufsatz in Zeitschrift
147
Arbeitspapier
146
Graue Literatur
145
Non-commercial literature
145
Aufsatz im Buch
24
Book section
24
Lehrbuch
8
Textbook
8
Aufsatzsammlung
2
Collection of articles of several authors
2
Forschungsbericht
2
Handbook
2
Handbuch
2
Konferenzschrift
2
Sammelwerk
2
Bibliografie
1
Case study
1
Conference proceedings
1
Fallstudie
1
Festschrift
1
Hochschulschrift
1
Thesis
1
research-article
1
more ...
less ...
Language
All
English
421
Undetermined
238
German
6
French
1
Italian
1
Author
All
Platen, Eckhard
422
Račev, Svetlozar T.
157
Fabozzi, Frank J.
113
Rachev, Svetlozar
75
Stoyanov, Stoyan V.
32
Kim, Young Shin
28
Mittnik, Stefan
26
Bruti-Liberati, Nicola
24
Rendek, Renata
22
Fergusson, Kevin
19
Heath, David
19
Fabozzi, Frank
17
Kardaras, Constantinos
17
Baldeaux, Jan
16
Heath, David C.
16
Hulley, Hardy
16
Ignatieva, Katja
16
Ortobelli, Sergio
16
Sun, Wei
16
Bianchi, Michele Leonardo
15
Küchler, Uwe
14
Schweizer, Martin
12
Trück, Stefan
12
Menn, Christian
11
Miller, Shane
11
Shirvani, Abootaleb
11
Breymann, Wolfgang
9
Craddock, Mark
9
Giacometti, Rosella
8
Rudd, Ralph
8
Stoyanov, Stoyan
8
Chernobai, Anna
7
Du, Ke
7
Grasselli, Martino
7
Kelly, Leah
7
Kurz-Kim, Jeong-Ryeol
7
Chiarella, Carl
6
Hofmann, Norbert
6
Hurst, Simon
6
Höchstötter, Markus
6
more ...
less ...
Institution
All
Finance Discipline Group, Business School
113
arXiv.org
10
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Credit Suisse / Economic Research
4
Quantitative Finance Research Centre <Sydney>
2
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
1
Centre for Analytical Finance <Århus>
1
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
1
School of Management, Yale University
1
University of Bonn, Germany
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
Research Paper Series / Finance Discipline Group, Business School
113
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
93
International journal of theoretical and applied finance
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Research paper / Quantitative Finance Research Group, University of Technology Sydney
12
Working paper series in economics
11
Asia-Pacific financial markets
10
Journal of banking & finance
10
Papers / arXiv.org
10
Applied mathematical finance
9
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
9
Asia-Pacific Financial Markets
9
Quantitative Finance
9
The Frank J. Fabozzi series
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
6
International Journal of Theoretical and Applied Finance (IJTAF)
6
Mathematical Finance
6
SFB 373 Discussion Paper
6
SFB 373 Discussion Papers
6
Valuation, financial modeling, and quantitative tools
6
Applied financial economics
5
Computational Statistics
5
Handbook of heavy tailed distributions in finance
5
Journal of risk and financial management : JRFM
5
Mathematics and Computers in Simulation (MATCOM)
5
Finance and stochastics
4
Insurance / Mathematics & economics
4
Investment management and financial innovations
4
Mathematical methods of operations research
4
Quantitative Finance Research Centre Research Paper
4
Risk assessment : decisions in banking and finance
4
The journal of asset management
4
Applied Mathematical Finance
3
Applied economics
3
Computational economics
3
Journal of empirical finance
3
Mathematical Methods of Operations Research
3
Stochastic Processes and their Applications
3
more ...
less ...
Source
All
ECONIS (ZBW)
416
RePEc
205
OLC EcoSci
34
EconStor
6
USB Cologne (EcoSocSci)
3
USB Cologne (business full texts)
1
BASE
1
Other ZBW resources
1
more ...
less ...
Showing
21
-
30
of
667
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Pricing and hedging for incomplete jump diffusion benchmark models
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250936
Saved in:
22
A benchmark framework for risk management
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250953
Saved in:
23
Diversified portfolios with jumps in a benchmark framework
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253957
Saved in:
24
Investments for the short and long run
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10003183639
Saved in:
25
Capital asset pricing for markets with intensity based jumps
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002604969
Saved in:
26
On the role of the growth optimal portfolio in finance
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002604979
Saved in:
27
A benchmark approach to finance
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002431786
Saved in:
28
Diversified portfolios with jumps in a benchmark framework
Platen, Eckhard
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003084142
Saved in:
29
An alternative interest rate term structure model
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 717-736
Persistent link: https://www.econbiz.de/10003133849
Saved in:
30
A benchmark model for financial markets
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619270
Saved in:
First
Prev
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...
//-->