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~type_genre:"Article in journal"
~type_genre:"Textbook"
~person:"Platen, Eckhard"
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Search: subject:"portfolio optimization"
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Portfolio selection
32
Portfolio-Management
32
Theorie
17
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12
Option pricing theory
9
Optionspreistheorie
9
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7
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Platen, Eckhard
Fabozzi, Frank J.
95
Wong, Wing Keung
47
Satchell, Stephen
37
Korn, Ralf
35
Hammoudeh, Shawkat
33
Zaremba, Adam
33
Escobar, Marcos
31
Levy, Haim
31
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31
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30
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30
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29
Kang, Sang Hoon
29
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28
Martellini, Lionel
28
Maurer, Raimond
28
Zhou, Guofu
27
Lo, Andrew W.
26
Tiwari, Aviral Kumar
26
Young, Virginia R.
25
Bodie, Zvi
24
Jarrow, Robert A.
24
Markowitz, Harry
24
Post, Thierry
24
Faff, Robert W.
23
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23
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23
Hens, Thorsten
23
Kraft, Holger
23
Mensi, Walid
23
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23
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23
McAleer, Michael
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
Clare, Andrew D.
21
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21
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21
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Asia-Pacific financial markets
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
International journal of theoretical and applied finance
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
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2
ASTIN bulletin : the journal of the International Actuarial Association
1
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1
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ECONIS (ZBW)
32
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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
Benchmarks for the benchmark approach to valuing long-term insurance liabilities : comment on Fergusson & Platen (2023)
Bauer, Daniel
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 208-211
Persistent link: https://www.econbiz.de/10014306953
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
Saved in:
9
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:
10
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
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