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type_genre:"Article in journal"
type_genre:"Kongressschrift"
~person:"Platen, Eckhard"
~subject:"Portfolio-Management"
~subject:"Yield curve"
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Portfolio-Management
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33
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7
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7
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6
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Platen, Eckhard
Fabozzi, Frank J.
44
Jarrow, Robert A.
29
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Gollier, Christian
22
Zagst, Rudi
22
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20
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20
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19
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17
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17
Schwartz, Eduardo S.
17
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17
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16
Levy, Haim
16
Lioui, Abraham
16
Post, Thierry
16
Das, Sanjiv R.
15
Li, Zhongfei
15
Yao, Haixiang
15
Chen, Zhiping
14
Cui, Xiangyu
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Cvitanić, Jakša
14
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14
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13
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13
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13
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13
Sass, Jörn
13
Siu, Tak Kuen
13
Young, Virginia R.
13
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13
Chiarella, Carl
12
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12
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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
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International journal of economic research
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ECONIS (ZBW)
18
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18
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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
Alternative term structure models for reviewing expectations puzzles
Nikitopoulos, Christina Sklibosios
;
Platen, Eckhard
- In:
International journal of economic research
10
(
2013
)
2
,
pp. 349-372
Persistent link: https://www.econbiz.de/10010391196
Saved in:
6
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:
7
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:
8
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
9
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:
10
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:
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