//--> //--> //-->
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
~person:"Gallagher, David R."
~person:"Platen, Eckhard"
~subject:"Benchmark approach"
~type_genre:"Article in journal"
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:"portfolio optimization"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Benchmark approach
Portfolio selection
53
Portfolio-Management
53
Theorie
18
Theory
18
Australia
14
Australien
14
Benchmarking
13
Investment Fund
13
Investmentfonds
13
Derivat
8
Derivative
8
Anlageverhalten
7
Behavioural finance
7
Capital income
7
Kapitaleinkommen
7
Option pricing theory
7
Optionspreistheorie
7
Performance measurement
6
Performance-Messung
6
CAPM
5
Hedging
5
Aktienindex
4
Börsenkurs
4
Estimation
4
Schätzung
4
Share price
4
Stock index
4
Volatility
4
Volatilität
4
Welt
4
World
4
Active management
3
Aktienfonds
3
Bewertung
3
Equity fund
3
Evaluation
3
Institutional investor
3
Institutioneller Investor
3
Martingal
3
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
6
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
6
Author
All
Gallagher, David R.
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
articles prioritized
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...
//-->