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person:"Blake, David"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~person:"Hens, Thorsten"
~person:"Korn, Ralf"
~person:"Li, Duan"
~person:"Platen, Eckhard"
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Blake, David
Hens, Thorsten
Korn, Ralf
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
43
Research paper series / Swiss Finance Institute
19
Discussion paper / The Pensions Institute, Cass Business School, City University
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
International journal of theoretical and applied finance
11
Swiss Finance Institute Research Paper
11
Asia-Pacific financial markets
8
Journal of economic dynamics & control
8
Working Paper
7
Discussion paper / Department of Business and Management Science
6
European journal of operational research : EJOR
6
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
6
Mathematical methods of operations research
5
Berichte zur Stochastik und verwandten Gebieten
4
Discussion paper / the Pensions Institute, Birkbeck College, University of London
4
Discussion papers / Department of Economics, University of Copenhagen
4
Mathematics and financial economics
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
UBS paper
4
Applied mathematical finance
3
Computational economics
3
Discussion paper / LSE Financial Markets Group
3
Discussion paper in financial economics : FE
3
Discussion paper series / LSE Financial Markets Group
3
The journal of computational finance
3
Working paper / Institute for Empirical Research in Economics, University of Zürich
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied financial economics
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Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
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Discussion paper / Centre for Economic Policy Research
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Insurance / Mathematics & economics
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Journal of banking & finance
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Journal of financial and quantitative analysis : JFQA
2
Journal of mathematical economics
2
Journal of the Operational Research Society : OR
2
Operations research
2
Operations research letters
2
Risks : open access journal
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The journal of asset management
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ECONIS (ZBW)
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1
Portfolio optimization for an investor with a benchmark
Korn, Ralf
;
Lindberg, Carl
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 373-384
Persistent link: https://www.econbiz.de/10010412437
Saved in:
2
Continuous-time mean-variance portfolio optimization in a jump-diffusion market
Alp, Ozge Sezgin
;
Korn, Ralf
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10009375110
Saved in:
3
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process
Korn, Ralf
;
Oertel, Frank
;
Schäl, Manfred
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
2
,
pp. 153-166
Persistent link: https://www.econbiz.de/10001827987
Saved in:
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