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~subject:"Portfolio selection"
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Hedging for the long run
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Portfolio selection
Theorie
136
Theory
136
Portfolio-Management
103
Stochastischer Prozess
62
growth optimal portfolio
61
Stochastic process
60
Benchmarking
37
Option pricing theory
35
Optionspreistheorie
35
Volatility
35
Volatilität
35
benchmark approach
33
Hedging
32
Derivat
27
Derivative
27
Börsenkurs
25
Share price
25
Aktienindex
23
Bewertung
23
CAPM
23
Evaluation
23
Stock index
23
Yield curve
22
Zinsstruktur
22
fair pricing
21
minimal market model
21
Martingal
20
Martingale
20
Arbitrage Pricing
19
Arbitrage pricing
19
Analysis
17
Mathematical analysis
17
Welt
17
World
17
stochastic volatility
17
Benchmark approach
16
Financial economics
15
Kapitalmarkttheorie
15
Risikoprämie
15
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Free
71
Undetermined
9
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Book / Working Paper
68
Article
35
Type of publication (narrower categories)
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Arbeitspapier
54
Working Paper
54
Graue Literatur
53
Non-commercial literature
53
Article in journal
35
Aufsatz in Zeitschrift
35
Lehrbuch
2
Textbook
2
Conference proceedings
1
Konferenzschrift
1
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Language
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English
103
Author
All
Platen, Eckhard
96
Hulley, Hardy
9
Fergusson, Kevin
6
Rendek, Renata
6
Baldeaux, Jan
5
Heath, David C.
5
Du, Ke
4
Grasselli, Martino
4
Ignatieva, Ekaterina
4
Kardaras, Constantinos
4
Miller, Shane M.
4
Runggaldier, Wolfgang J.
4
Breymann, Wolfgang
3
Bruti-Liberati, Nicola
3
Gnoatto, Alessandro
3
McKibbin, Rebecca
3
Nikitopoulos, Christina Sklibosios
3
Pedersen, Andreas
3
Thorp, Susan
3
West, Jason
3
Baldeaux, Jan F.
2
Barone-Adesi, Giovanni
2
Filipović, Damir
2
Guo, Zhi
2
Kelly, Leah
2
Miller, Shane
2
Sala, Carlo
2
Schlögl, Erik
2
Semmler, Willi
2
Sun, Jin
2
Tappe, Stefan
2
Bauer, Daniel
1
Biagini, Francesca
1
Buckner, Dean
1
BĂĽhlmann, Hans
1
Casavecchia, Lorenzo
1
Chiarella, Carl
1
Cretarola, Alessandra
1
Dowd, Kevin
1
Fung, Man Chung
1
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Sonderforschungsbereich Quantifikation und Simulation Ă–konomischer Prozesse
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
45
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
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied mathematical finance
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
CAMA working paper series
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
International review of financial analysis
1
Journal of risk and financial management : JRFM
1
Mathematics and financial economics
1
Quantitative Finance Research Centre Research Paper
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 289, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research paper series / Swiss Finance Institute
1
Springer Finance
1
Springer finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
The Geneva papers on risk and insurance - issues and practice
1
The Kyoto economic review
1
The economic record : er
1
The journal of asset management
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
1
Working paper series
1
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ECONIS (ZBW)
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Benchmarking and fair pricing applied to two market models
Hulley, Hardy
;
Miller, Shane
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002765066
Saved in:
2
Benchmarking and fair pricing applied to two market models
Hulley, Hardy
;
Miller, Shane
;
Platen, Eckhard
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 85-118
Persistent link: https://www.econbiz.de/10003379597
Saved in:
3
A benchmark model for financial markets
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001606224
Saved in:
4
A benchmark model for financial markets
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619270
Saved in:
5
A benchmark framework for integrated risk management
Platen, Eckhard
-
2002
Persistent link: https://www.econbiz.de/10001732760
Saved in:
6
Capital asset pricing for markets with intensity based jumps
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002604969
Saved in:
7
On the role of the growth optimal portfolio in finance
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002604979
Saved in:
8
A benchmark approach to finance
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002431786
Saved in:
9
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250902
Saved in:
10
Pricing and hedging for incomplete jump diffusion benchmark models
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250936
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