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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Korn, Ralf"
~subject:"Deutschland"
~subject:"Volatilität"
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Portfolio-Management
United States
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Volatilität
Theorie
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Theory
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Portfolio selection
6
Credit risk
2
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2
Finanzkrise
2
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Korn, Ralf
Lence, Sergio H.
9
Chavas, Jean-Paul
7
Chambers, Robert G.
6
Hayes, Dermot James
6
Hennessy, David A.
6
Davis, George C.
5
Konno, Hiroshi
5
Alston, Julian Mark
4
Brigo, Damiano
4
Dorfman, Jeffrey H.
4
Fabozzi, Frank J.
4
Holt, Matthew T.
4
Just, Richard E.
4
Platen, Eckhard
4
Pope, Rulon D.
4
Shumway, C. Richard
4
Wilmott, Paul
4
Azzam, Azzeddine M.
3
Babcock, Bruce A.
3
Benth, Fred Espen
3
Chalfant, James Allen
3
Cox, Thomas Lee
3
Fackler, Paul L.
3
Forsyth, Peter A.
3
Frechette, Darren L.
3
Fulginiti, Lilyan E.
3
Hanson, Steven D.
3
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3
Kaylen, Michael S.
3
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3
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3
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3
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3
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3
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3
Bar-Shira, Ziv
2
Barucci, Emilio
2
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2
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2
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American journal of agricultural economics
International journal of theoretical and applied finance
Mathematical methods of operations research
5
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
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Advances in risk management
1
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Chapman & Hall/CRC financial mathematics series
1
Computational Management Science : CMS
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IMA journal of management mathematics
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International journal of theoretical and applied finance : IJTAF
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OR spectrum : quantitative approaches in management
1
OR-Spektrum : quantitative approaches in management
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Operations research letters
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Research paper series / Swiss Finance Institute
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Studienbücher Wirtschaftsmathematik
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ECONIS (ZBW)
6
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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
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:
3
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:
4
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:
5
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:
6
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:
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