//--> //--> //-->
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"
~subject:"benchmark approach"
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
Search: subject:"performance"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
benchmark approach
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
Anleihe
6
Bond
6
Martingal
6
Martingale
6
Pension fund
6
Pensionskasse
6
Simulation
6
Financial economics
5
Financial market
5
Finanzmarkt
5
Growth optimal portfolio
5
Incomplete market
5
Unvollkommener Markt
5
more ...
less ...
Online availability
All
Free
4
Undetermined
3
Type of publication
All
Book / Working Paper
4
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
7
Author
All
Platen, Eckhard
Fergusson, Kevin
2
Du, Ke
1
Gnoatto, Alessandro
1
Grasselli, Martino
1
Heath, David C.
1
Raju, I. Venkat Appal
1
Rendek, Renata
1
Selvaraju, N.
1
Sun, Jin
1
Taylor, David
1
Zhu, Dan
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
ASTIN bulletin : the journal of the International Actuarial Association
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin
;
Zhu, Dan
;
Platen, Eckhard
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
Saved in:
2
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:
3
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
4
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
5
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:
6
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
Saved in:
7
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->