//--> //--> //--> //-->
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:"Platen, Eckhard"
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
Dynamic Allocation of Treasury...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
91
Portfolio-Management
91
Theorie
57
Theory
57
Benchmarking
30
Hedging
18
Option pricing theory
15
Optionspreistheorie
15
Stochastischer Prozess
15
Bewertung
14
Evaluation
14
Stochastic process
14
CAPM
13
Derivat
13
Derivative
13
Börsenkurs
11
Share price
11
Arbitrage Pricing
10
Arbitrage pricing
10
Volatility
10
Volatilität
10
Aktienindex
9
Stock index
9
Risikoprämie
8
Risk premium
8
benchmark approach
8
Benchmark approach
7
Anleihe
6
Bond
6
Financial economics
6
Martingal
6
Martingale
6
Pension fund
6
Pensionskasse
6
Simulation
6
Financial market
5
Finanzmarkt
5
Growth optimal portfolio
5
Incomplete market
5
Kapitalmarkttheorie
5
more ...
less ...
Online availability
All
Free
67
Undetermined
7
Type of publication
All
Book / Working Paper
68
Article
30
Type of publication (narrower categories)
All
Arbeitspapier
53
Working Paper
53
Graue Literatur
52
Non-commercial literature
52
Article in journal
30
Aufsatz in Zeitschrift
30
Lehrbuch
2
Textbook
2
Aufsatzsammlung
1
Festschrift
1
more ...
less ...
Language
All
English
96
Undetermined
2
Author
All
Platen, Eckhard
Fabozzi, Frank J.
316
McAleer, Michael
209
Maurer, Raimond
184
Mitchell, Olivia S.
166
Guidolin, Massimo
145
Hens, Thorsten
136
Lucas, André
128
Zaremba, Adam
128
Lo, Andrew W.
123
Magni, Carlo Alberto
122
Bali, Turan G.
117
Gollier, Christian
113
Weber, Martin
113
Ang, Andrew
111
Ongena, Steven
110
Zhou, Guofu
107
Madan, Dilip B.
106
Kraft, Holger
103
Gürtler, Marc
99
Campbell, John Y.
97
Schenk-Hoppé, Klaus Reiner
97
Caporale, Guglielmo Maria
96
Harvey, Campbell R.
96
Uppal, Raman
95
Allen, David E.
93
Georgarakos, Dimitris
93
Memmel, Christoph
90
Haliassos, Michael
88
Satchell, Stephen
86
Ziemba, William T.
86
Acharya, Viral V.
83
Blitz, David
83
Kempf, Alexander
82
Caporin, Massimiliano
81
Agarwal, Vikas
80
Wong, Wing-Keung
80
Bodie, Zvi
79
Warnock, Francis E.
79
Post, Thierry
78
more ...
less ...
Institution
All
Finance Discipline Group, Business School
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
44
Asia-Pacific financial markets
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
International journal of theoretical and applied finance
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied mathematical finance
2
Research Paper Series / Finance Discipline Group, Business School
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
Australian economic papers
1
Casualty Actuarial Society - Astin Bulletin
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
Journal of banking & finance
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: 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 Kyoto economic review
1
The journal of asset management
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
95
RePEc
2
USB Cologne (business full texts)
1
Showing
1
-
10
of
98
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
3
A benchmark approach to finance
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 131-151
Persistent link: https://www.econbiz.de/10003336868
Saved in:
4
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:
5
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2007
Persistent link: https://www.econbiz.de/10003437596
Saved in:
6
Consistent market extensions under the benchmark approach
Filipović, Damir
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003437600
Saved in:
7
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:
8
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
9
Real world pricing of long term contracts
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662357
Saved in:
10
A benchmark approach to investing and pricing
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662367
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->