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type_genre:"Article in journal"
type_genre:"Kongressschrift"
~person:"Platen, Eckhard"
~subject:"Optionspreistheorie"
~subject:"Portfolio-Management"
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Optionspreistheorie
Portfolio-Management
Theorie
33
Theory
33
Portfolio selection
15
Volatility
7
Volatilität
7
Benchmarking
6
Stochastic process
6
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6
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5
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benchmark approach
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19
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Platen, Eckhard
Fabozzi, Frank J.
43
Korn, Ralf
30
Escobar, Marcos
26
Jarrow, Robert A.
26
Forsyth, Peter A.
25
Li, Duan
25
Prigent, Jean-Luc
25
Wong, Wing Keung
25
Madan, Dilip B.
22
Zagst, Rudi
22
Schwartz, Eduardo S.
21
Wong, Hoi Ying
21
Carr, Peter
20
Markowitz, Harry
20
Glasserman, Paul
19
Dai, Min
18
Cvitanić, Jakša
17
Gollier, Christian
17
Levy, Haim
17
Vetzal, Kenneth R.
17
Wang, Ruodu
17
Das, Sanjiv R.
16
Lioui, Abraham
16
Post, Thierry
16
Kwok, Yue-Kuen
15
Li, Zhongfei
15
Rüschendorf, Ludger
15
Siu, Tak Kuen
15
Yao, Haixiang
15
Bellalah, Mondher
14
Chen, Zhiping
14
Cui, Xiangyu
14
Li, Xun
14
Lo, Andrew W.
14
Vanduffel, Steven
14
Young, Virginia R.
14
Zariphopoulou-Souganidis, Thaleia
14
Zhou, Guofu
14
Broadie, Mark
13
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
International journal of theoretical and applied finance
4
Asia-Pacific financial markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advances in futures and options research : a research annual
1
Australian economic papers
1
Financial engineering and the Japanese markets
1
The Kyoto economic review
1
The journal of computational finance
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ECONIS (ZBW)
19
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1
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10
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19
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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:
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