//--> //--> //-->
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
type_genre:"Article in journal"
~person:"Platen, Eckhard"
~subject:"Benchmark approach"
~type_genre:"Conference proceedings"
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:"Portfolio management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Benchmark approach
Portfolio selection
30
Portfolio-Management
30
Theorie
15
Theory
15
Benchmarking
12
Derivat
7
Derivative
7
Option pricing theory
7
Optionspreistheorie
7
CAPM
5
Hedging
5
Aktienindex
4
Börsenkurs
4
Share price
4
Stock index
4
Volatility
4
Volatilität
4
Bewertung
3
Evaluation
3
Martingal
3
Martingale
3
Risiko
3
Risk
3
Stochastic process
3
Stochastischer Prozess
3
benchmark approach
3
Anleihe
2
Bond
2
Diversification
2
Growth optimal portfolio
2
Measurement
2
Messung
2
Numéraire portfolio
2
Real world pricing
2
Risikomanagement
2
Risk management
2
Welt
2
World
2
growth optimal portfolio
2
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Conference proceedings
Aufsatz in Zeitschrift
6
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
6
Author
All
Platen, Eckhard
Baldeaux, Jan
2
Cretarola, Alessandra
2
Grasselli, Martino
2
Biagini, Francesca
1
Ceci, Claudia
1
Colaneri, Katia
1
Fergusson, Kevin
1
Fontana, Claudio
1
Gnoatto, Alessandro
1
Guo, Zhi Jun
1
Pavarana, Simone
1
Runggaldier, Wolfgang J.
1
more ...
less ...
Published in...
All
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Asia-Pacific financial markets
1
Decisions in economics and finance : a journal of applied mathematics
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Mathematics and financial economics
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Less-expensive long-term annuities linked to mortality, cash and equity
Fergusson, Kevin
;
Platen, Eckhard
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 170-207
Persistent link: https://www.econbiz.de/10014306947
Saved in:
2
Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10013380525
Saved in:
3
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
4
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
5
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->