//--> //--> //--> //-->
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
subject:"Portfolio selection"
subject:"Risk"
~person:"Platen, Eckhard"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risk
Theorie
33
Theory
33
Portfolio-Management
15
Volatility
7
Volatilität
7
Benchmarking
6
Stochastic process
6
Stochastischer Prozess
6
Börsenkurs
5
CAPM
5
Share price
5
Hedging
4
Option pricing theory
4
Optionspreistheorie
4
Benchmark approach
3
Derivat
3
Derivative
3
Yield curve
3
Zinsstruktur
3
benchmark approach
3
Aktienindex
2
Aktienmarkt
2
Black-Scholes model
2
Black-Scholes-Modell
2
Bubbles
2
Erwartungsnutzen
2
Expected utility
2
Growth optimal portfolio
2
Incomplete market
2
Markov chain
2
Markov-Kette
2
Martingal
2
Martingale
2
Risikomanagement
2
Risk management
2
Spekulationsblase
2
Stock index
2
Stock market
2
USA
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Arbeitspapier
32
Working Paper
32
Graue Literatur
31
Non-commercial literature
31
Aufsatz in Zeitschrift
15
Lehrbuch
2
Textbook
2
more ...
less ...
Language
All
English
15
Author
All
Platen, Eckhard
Fabozzi, Frank J.
65
Gollier, Christian
44
Eeckhoudt, Louis R.
39
Korn, Ralf
31
Wong, Wing Keung
29
Escobar, Marcos
28
Markowitz, Harry
26
Li, Duan
25
Wang, Ruodu
24
Prigent, Jean-Luc
23
Viscusi, W. Kip
23
Račev, Svetlozar T.
22
Satchell, Stephen
22
Zagst, Rudi
22
Levy, Haim
21
Jarrow, Robert A.
20
Maurer, Raimond
20
Siu, Tak Kuen
20
Gupta, Rangan
19
Alghalith, Moawia
18
Denuit, Michel
18
Forsyth, Peter A.
18
Wong, Hoi Ying
18
Chavas, Jean-Paul
17
Chen, Zhiping
17
Epstein, Larry G.
17
Kit, Pong Wong
17
Post, Thierry
17
Zariphopoulou-Souganidis, Thaleia
17
Cvitanić, Jakša
16
Lien, Da-hsiang Donald
16
Madan, Dilip B.
16
Rosazza Gianin, Emanuela
16
Rüschendorf, Ludger
16
Sass, Jörn
16
Hey, John Denis
15
Kraft, Holger
15
Li, Zhongfei
15
Lioui, Abraham
15
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
International journal of theoretical and applied finance
4
Asia-Pacific financial markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
The Kyoto economic review
1
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin
;
Zhu, Dan
;
Platen, Eckhard
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
Saved in:
2
Approximating the growth optimal portfolio and stock price bubbles
Platen, Eckhard
;
Rendek, Renata
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496905
Saved in:
3
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
4
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
5
Multiplicative approximation of wealth processes involving no-short-sales strategies via simple trading
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 579-590
Persistent link: https://www.econbiz.de/10009783346
Saved in:
6
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:
7
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:
8
Analytic pricing of contingent claims under the real-world measure
Miller, Shane M.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
11
(
2008
)
8
,
pp. 841-867
Persistent link: https://www.econbiz.de/10003812845
Saved in:
9
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003609529
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->