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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
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Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard; Taylor, David - 2016
Persistent link: https://www.econbiz.de/10011778139
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Investing for the long run
Leisen, Dietmar; Platen, Eckhard - 2017
Persistent link: https://www.econbiz.de/10011778143
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Market efficiency and the growth optimal portfolio
Platen, Eckhard; Rendek, Renata - 2017
Persistent link: https://www.econbiz.de/10011778194
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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
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A benchmark framework for integrated risk management
Platen, Eckhard - 2002
Persistent link: https://www.econbiz.de/10001732760
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A discrete time benchmark approach for finance and insurance
Bühlmann, Hans; Platen, Eckhard - 2002
Persistent link: https://www.econbiz.de/10001732818
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A benchmark approach to filtering in finance
Platen, Eckhard; Runggaldier, Wolfgang J. - 2002
Persistent link: https://www.econbiz.de/10001732830
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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
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A benchmark model for financial markets
Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001606224