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~person:"Platen, Eckhard"
~subject:"Growth optimal portfolio"
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Growth optimal portfolio
Portfolio selection
91
Portfolio-Management
91
Theorie
54
Theory
54
Benchmarking
28
Hedging
18
Bewertung
14
Evaluation
14
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
14
Stochastischer Prozess
14
CAPM
13
Derivat
12
Derivative
12
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
7
benchmark approach
7
Anleihe
6
Bond
6
Martingal
6
Martingale
6
Pension fund
6
Pensionskasse
6
Simulation
6
Financial economics
5
Financial market
5
Finanzmarkt
5
Incomplete market
5
Unvollkommener Markt
5
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3
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3
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2
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English
5
Author
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Platen, Eckhard
Filipović, Damir
2
Al-Aradi, Ali
1
Barbachan, José Santiago Fajardo
1
Corcuera, José Manuel
1
Fergusson, Kevin
1
Jaimungal, S.
1
Kraft, Holger
1
Meyer-Wehmann, André
1
Pamen, Olivier Menouken
1
Rendek, Renata
1
Runggaldier, Wolfgang J.
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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1
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:
2
Less expensive pricing and hedging of long-dated equity index options when interest rates are stochastic
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344299
Saved in:
3
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2007
Persistent link: https://www.econbiz.de/10003437596
Saved in:
4
Consistent market extensions under the benchmark approach
Filipović, Damir
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003437600
Saved in:
5
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:
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