EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: person:"Platen, Eckhard"
Narrow search

Narrow search

Year of publication
Subject
All
Theorie 127 Theory 127 Portfolio selection 97 Portfolio-Management 97 growth optimal portfolio 63 Stochastischer Prozess 58 Stochastic process 56 Benchmarking 37 Volatility 35 Volatilität 35 benchmark approach 33 Hedging 32 Option pricing theory 32 Optionspreistheorie 32 Derivat 26 Derivative 26 Aktienindex 23 Bewertung 23 Evaluation 23 Stock index 23 Yield curve 22 Zinsstruktur 22 Börsenkurs 21 Share price 21 fair pricing 21 minimal market model 21 CAPM 20 Benchmark approach 19 Arbitrage Pricing 18 Arbitrage pricing 18 Analysis 17 Mathematical analysis 17 Welt 17 World 17 Martingal 16 Martingale 16 stochastic volatility 16 Risikoprämie 15 Risk premium 15 Simulation 15
more ... less ...
Online availability
All
Free 289 Undetermined 66 CC license 1
Type of publication
All
Book / Working Paper 308 Article 140 Other 10
Subcategories
All
Working paper 258 Article in journal 122 Textbook 3 Book section 1 Proceedings 1
Language
All
English 246 Undetermined 209 German 3
Author
All
Platen, Eckhard 439 Bruti-Liberati, Nicola 25 Heath, David 23 Rendek, Renata 22 Fergusson, Kevin 20 Baldeaux, Jan 17 Kardaras, Constantinos 17 Heath, David C. 16 Hulley, Hardy 16 Ignatieva, Katja 14 Küchler, Uwe 14 Schweizer, Martin 12 Miller, Shane 11 Platen Eckhard 10 Breymann, Wolfgang 9 Craddock, Mark 9 Ignatieva, Ekaterina 9 Rudd, Ralph 8 Chiarella, Carl 7 Du, Ke 7 Grasselli, Martino 7 Kelly, Leah 7 PLATEN, ECKHARD 7 Hofmann, Norbert 6 Kienitz, Jörg 6 Kleinow, Torsten 6 Logeay, Camille 6 Nikeghbali, Ashkan 6 Nikitopoulos, Christina Sklibosios 6 West, Jason 6 Baldeaux, Jan F. 5 Fung, Man Chung 5 Le, Truc 5 McWalter, Thomas 5 Miller, Shane M. 5 Nikitopoulos-Sklibosios, Christina 5 Tappe, Stefan 5 Biagini, Francesca 4 Cretarola, Alessandra 4 Gilsing, Hagen 4
more ... less ...
Institution
All
Finance Discipline Group, Business School 113 arXiv.org 10 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 6 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 6 Quantitative Finance Research Centre <Sydney> 2 Centre for Analytical Finance <Århus> 1 University of Bonn, Germany 1
more ... less ...
Published in...
All
Research Paper Series / Finance Discipline Group, Business School 113 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 93 Quantitative Finance 19 Mathematical finance : an international journal of mathematics, statistics and financial theory 16 Research paper / Quantitative Finance Research Group, University of Technology Sydney 12 Asia-Pacific financial markets 10 Papers / arXiv.org 10 Asia-Pacific Financial Markets 9 International journal of theoretical and applied finance 8 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 6 Discussion papers of interdisciplinary research project 373 6 Mathematical Finance 6 SFB 373 Discussion Paper 6 SFB 373 Discussion Papers 6 Applied Mathematical Finance 5 Applied mathematical finance 5 International Journal of Theoretical and Applied Finance (IJTAF) 5 Mathematics and Computers in Simulation (MATCOM) 5 Finance and stochastics 4 Quantitative Finance Research Centre Research Paper 4 Stochastic Processes and their Applications 3 Annals of actuarial science 2 Annals of financial economics 2 Australian economic papers 2 Computational economics 2 Discussion paper / B 2 Finance and Stochastics 2 Financial engineering and the Japanese markets 2 Journal of banking & finance 2 Mathematics and financial economics 2 The Kyoto economic review 2 The journal of asset management 2 The journal of computational finance 2 ASTIN BULLETIN - The Journal of the ASTIN and AFIR Section of the International Actuarial Association - Vol.33 - No.2, 2003; 53-172 1 ASTIN bulletin : the journal of the International Actuarial Association 1 Advances in futures and options research : a research annual 1 Australian Economic Papers 1 Casualty Actuarial Society - Astin Bulletin 1 Computational Economics 1 Computational Statistics 1
more ... less ...
Source
All
ECONIS (ZBW) 229 RePEc 178 OLC EcoSci 17 Other ZBW resources 15 BASE 10 EconStor 6 USB Cologne (EcoSocSci) 2 USB Cologne (business full texts) 1
more ... less ...
Showing 1 - 10 of 253
 
Cover Image
Benchmark-neutral pricing
Platen, Eckhard - 2025
Persistent link: https://www.econbiz.de/10015904117
Saved in:
Cover Image
Less-expensive long-term annuities linked to mortality, cash and equity
Fergusson, Kevin; Platen, Eckhard - 2023
Persistent link: https://www.econbiz.de/10014306947
Saved in:
Cover Image
Managing the shortfall risk of target date funds by overfunding
Barone-Adesi, Giovanni; Platen, Eckhard; Sala, Carlo - 2025
Persistent link: https://www.econbiz.de/10015374564
Saved in:
Cover Image
Benchmarks for the benchmark approach to valuing long-term insurance liabilities : comment on Fergusson & Platen (2023)
Bauer, Daniel - 2023
Persistent link: https://www.econbiz.de/10014306953
Saved in:
Cover Image
Exploiting arbitrage requires short selling
Platen, Eckhard; Tappe, Stefan - 2024
Persistent link: https://www.econbiz.de/10015447101
Saved in:
Show one more version 1
Cover Image
Exploiting arbitrage requires short selling
Platen, Eckhard; Tappe, Stefan - 2023
Article
Cover Image
Exploiting arbitrage requires short selling
Platen, Eckhard; Tappe, Stefan - 2024
Persistent link: https://www.econbiz.de/10015447101
Saved in:
Show one more version 1
Cover Image
Exploiting arbitrage requires short selling
Platen, Eckhard; Tappe, Stefan - 2023
Article
Cover Image
Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro; Grasselli, Martino; Platen, Eckhard - 2022
Persistent link: https://www.econbiz.de/10013380525
Saved in:
Show one more version 1
Cover Image
Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro; Grasselli, Martino; Platen, Eckhard - 2021
Book / Working Paper
Cover Image
Robust product Markovian quantization
Rudd, Ralph; McWalter, Thomas A.; Kienitz, Jörg; … - 2022
Persistent link: https://www.econbiz.de/10014546287
Saved in:
Show one more version 1
Cover Image
Robust Product Markovian Quantization
Rudd, Ralph - 2020
Book / Working Paper
Cover Image
Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin; Zhu, Dan; Platen, Eckhard - 2021
Persistent link: https://www.econbiz.de/10012523252
Saved in:
Cover Image
On the use of equities in target date funds
Barone-Adesi, Giovanni; Platen, Eckhard; Sala, Carlo - 2020
Is it possible to achieve almost riskless investment results in the long run through equity investments? The persistence of low interest rates is spurring research on this question, because of the need to increase yields, while limiting variability of investment results. Target date funds aim to...
Persistent link: https://www.econbiz.de/10012219170
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...