//--> //--> //-->
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
source:"econis"
subject:"Estimation"
~isPartOf:"Chapman & Hall/CRC financial mathematics series"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Korn, Ralf"
~person:"Wunderlich, Ralf"
~subject:"Analysis of variance"
~subject:"Portfolio-Management"
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_exact:"Theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Analysis of variance
Portfolio-Management
Theorie
10
Theory
10
Portfolio selection
9
Credit risk
2
Financial crisis
2
Finanzkrise
2
Kreditrisiko
2
Mathematical programming
2
Mathematische Optimierung
2
Option pricing theory
2
Optionspreistheorie
2
Actuarial mathematics
1
Aktienindex
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
Capital income
1
Conditional covariance matrix
1
Corporate bond
1
Dynamic programming
1
Dynamische Optimierung
1
Experten
1
Experts
1
Finanzmathematik
1
Firm value
1
HJB equation
1
Hedging
1
Incomplete information
1
Insolvency
1
Insolvenz
1
Kapitaleinkommen
1
Markov chain
1
Markov-Kette
1
Martingal
1
Martingale
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Optimal portfolios
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
8
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
9
Author
All
Korn, Ralf
Wunderlich, Ralf
Konno, Hiroshi
5
Fabozzi, Frank J.
4
Platen, Eckhard
4
Forsyth, Peter A.
3
Overbeck, Ludger
3
Pham, Huyên
3
Wilmott, Paul
3
Baviera, Roberto
2
Bouchaud, Jean-Philippe
2
Epstein, D.
2
Escobar, Marcos
2
Frahm, Gabriel
2
Gardiol, Lucien
2
Herzog, Florian
2
Hoogland, J. K.
2
Hui, Cho H.
2
Kim, Young Shin
2
Kraft, Holger
2
Kromer, Eduard
2
Lipton, Alexander
2
Lo, C. F.
2
Neumann, C. D. D.
2
Račev, Svetlozar T.
2
Rudloff, Birgit
2
Sass, Jörn
2
Westphal, Dorothee
2
Yamamoto, Rei
2
Zagst, Rudi
2
Abad, Pilar
1
Abergel, Frédéric
1
Abutaleb, Ahmed
1
Agliardi, Rossella
1
Altay, Sühan
1
Andersen, J. V.
1
Andersen, Leif B. G.
1
Appleby, John A. D.
1
Arai, Takuji
1
Ararat, Çağin
1
more ...
less ...
Published in...
All
Chapman & Hall/CRC financial mathematics series
International journal of theoretical and applied finance
Mathematical methods of operations research
6
Berichte zur Stochastik und verwandten Gebieten
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Risks : open access journal
2
Advances in risk management
1
Applied mathematical finance
1
Computational Management Science : CMS
1
Computational economics
1
Finance and stochastics
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
Mathematics and financial economics
1
OR spectrum : quantitative approaches in management
1
OR-Spektrum : quantitative approaches in management
1
Operations research letters
1
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
1
Research paper series / Swiss Finance Institute
1
Studienbücher Wirtschaftsmathematik
1
Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multi-asset worst-case optimal portfolios
Korn, Ralf
;
Leoff, Elisabeth
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012030905
Saved in:
2
Expert opinions and logarithmic utility maximization for multivariate stock returns with Gaussian drift
Sass, Jörn
;
Westphal, Dorothee
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011687059
Saved in:
3
Lifetime consumption and investment for worst-case crash scenarios
Desmettre, Sascha
;
Korn, Ralf
;
Seifried, Frank Thomas
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403176
Saved in:
4
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
Saved in:
5
Monte Carlo methods and models in finance and insurance
Korn, Ralf
;
Korn, Elke
;
Kroisandt, Gerald
-
2010
Persistent link: https://www.econbiz.de/10003895954
Saved in:
6
A general framework for high yield bond investment
Korn, Ralf
;
Kovilyanskaya, Helen
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 967-984
Persistent link: https://www.econbiz.de/10003630979
Saved in:
7
Optimal portfolios with defaultable securities a firm value approach
Korn, Ralf
;
Kraft, Holger
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 793-819
Persistent link: https://www.econbiz.de/10001862125
Saved in:
8
Optimal portfolios under the threat of a crash
Korn, Ralf
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10001662970
Saved in:
9
Optimal index tracking under transaction costs and impulse control
Buckley, I. R. C.
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 315-330
Persistent link: https://www.econbiz.de/10001251052
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->