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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Platen, Eckhard"
~subject:"CAPM"
~subject:"Optionsgeschäft"
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Portfolio-Management
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Theorie
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Börsenkurs
2
Share price
2
Volatility
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Volatilität
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Aktienindex
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Platen, Eckhard
Korn, Ralf
6
Fabozzi, Frank J.
5
Konno, Hiroshi
5
Schoutens, Wim
4
Forsyth, Peter A.
3
Kim, Young Shin
3
Kwok, Yue-Kuen
3
Madan, Dilip B.
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Wilmott, Paul
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Wu, Lixin
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Avellaneda, Marco
2
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Epstein, D.
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Errunza, Vihang R.
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Fouque, Jean-Pierre
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Frey, Rüdiger
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Gardiol, Lucien
2
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2
Hinz, Juri
2
Hogan, Kedreth C.
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Hui, Cho H.
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Jaimungal, Sebastian
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Kraft, Holger
2
Kromer, Eduard
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Leung, Tim
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Lo, C. F.
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Meister, Bernhard K.
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Račev, Svetlozar T.
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International journal of theoretical and applied finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Research paper / Quantitative Finance Research Group, University of Technology Sydney
6
Asia-Pacific financial markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Discussion paper / B
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Financial engineering and the Japanese markets
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
1
Springer Finance
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Springer finance
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The Kyoto economic review
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Sharpe ratio maximization and expected utility when asset prices have jumps
Christensen, Morten Mosegaard
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1339-1364
Persistent link: https://www.econbiz.de/10003632086
Saved in:
5
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
Saved in:
6
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
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