//--> //--> //--> //-->
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:"Zeitreihenanalyse"
type_genre:"Non-commercial literature"
~person:"Platen, Eckhard"
~subject:"Portfolio selection"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Portfolio selection
Theorie
64
Theory
64
Portfolio-Management
30
Stochastic process
15
Stochastischer Prozess
15
Analysis
11
Benchmarking
11
Mathematical analysis
11
Arbitrage Pricing
8
Arbitrage pricing
8
Bewertung
8
Börsenkurs
8
CAPM
8
Evaluation
8
Martingal
8
Martingale
8
Share price
8
Volatility
8
Volatilität
8
Derivat
5
Derivative
5
Lag model
5
Lag-Modell
5
Financial economics
4
Hedging
4
Kapitalmarkttheorie
4
Interest rate
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Variational method
3
Variationsrechnung
3
Zins
3
benchmark approach
3
ARCH model
2
ARCH-Modell
2
Aktienindex
2
Analysis of variance
2
Anleihe
2
Black-Scholes model
2
more ...
less ...
Online availability
All
Free
30
Type of publication
All
Book / Working Paper
31
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
32
Working Paper
32
Graue Literatur
31
Article in journal
16
Aufsatz in Zeitschrift
16
Lehrbuch
2
Textbook
2
more ...
less ...
Language
All
English
31
Author
All
Platen, Eckhard
Gil-Alaña, Luis A.
66
Koopman, Siem Jan
64
Caporale, Guglielmo Maria
56
Franses, Philip Hans
53
Härdle, Wolfgang
48
Lucas, André
47
Phillips, Peter C. B.
47
Pesaran, M. Hashem
42
Sibbertsen, Philipp
41
Maravall Herrero, Agustín
39
Kunst, Robert M.
37
McAleer, Michael
34
Lütkepohl, Helmut
33
Dijk, Herman K. van
32
Koop, Gary
32
Feng, Yuanhua
31
Teräsvirta, Timo
31
Hyndman, Rob J.
29
Marcellino, Massimiliano
29
Beran, Jan
28
Schmid, Wolfgang
28
Timmermann, Allan
28
Swanson, Norman R.
27
Uppal, Raman
26
Lux, Thomas
25
Bauwens, Luc
23
Gouriéroux, Christian
22
Sentana, Enrique
22
Hallin, Marc
20
Campbell, John Y.
19
Hassler, Uwe
19
Johansen, Søren
19
Maurer, Raimond
19
Robinson, Peter M.
19
Saikkonen, Pentti
19
Vries, Casper G. de
19
Fried, Roland
18
Gollier, Christian
18
Werker, Bas J. M.
18
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
25
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Investing for the long run
Leisen, Dietmar
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778143
Saved in:
2
Market efficiency and the growth optimal portfolio
Platen, Eckhard
;
Rendek, Renata
-
2017
Persistent link: https://www.econbiz.de/10011778194
Saved in:
3
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
4
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
5
Liability driven investments under a benchmark based approach
Baldeaux, Jan
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10009713741
Saved in:
6
A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009675078
Saved in:
7
The small and large time implied volatilities in the minimal market model
Guo, Zhi
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564614
Saved in:
8
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
9
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
10
Approximating the numéraire portfolio by naive diversification
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663094
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->