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type_genre:"Biographie"
type_genre:"Sammelwerk"
~person:"Platen, Eckhard"
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
Volatilität
Theorie
33
Theory
33
Portfolio-Management
15
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7
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6
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6
Stochastischer Prozess
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Platen, Eckhard
Fabozzi, Frank J.
61
Wong, Wing Keung
30
Korn, Ralf
29
Escobar, Marcos
27
Li, Duan
25
McAleer, Michael
25
Gupta, Rangan
24
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21
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21
Zagst, Rudi
21
Prigent, Jean-Luc
20
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19
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19
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18
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17
Levy, Haim
17
Madan, Dilip B.
17
Post, Thierry
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Asai, Manabu
16
Siu, Tak Kuen
16
Yao, Haixiang
16
Andersen, Torben
15
Caporin, Massimiliano
15
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15
Li, Zhongfei
15
Lien, Da-hsiang Donald
15
Lioui, Abraham
15
Račev, Svetlozar T.
15
Vanduffel, Steven
15
Wang, Yudong
15
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14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Gouriéroux, Christian
14
Guerard, John Baynard
14
Guidolin, Massimo
14
He, Xue-zhong
14
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Mathematical finance : an international journal of mathematics, statistics and financial theory
8
International journal of theoretical and applied finance
4
Asia-Pacific financial markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Finance and stochastics
1
Journal of banking & finance
1
Operations research letters
1
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ECONIS (ZBW)
20
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1
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20
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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
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
4
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:
5
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:
6
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
- In:
Operations research letters
43
(
2015
)
4
,
pp. 419-422
Persistent link: https://www.econbiz.de/10011372401
Saved in:
7
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:
8
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:
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:
1
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