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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Gil-Alaña, Luis A."
~person:"Korn, Ralf"
~subject:"Cointegration"
~subject:"Share price"
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Portfolio-Management
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Gil-Alaña, Luis A.
Korn, Ralf
Konno, Hiroshi
5
Fabozzi, Frank J.
4
Platen, Eckhard
4
Forsyth, Peter A.
3
Madan, Dilip B.
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Pham, Huyên
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Schoutens, Wim
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International journal of theoretical and applied finance
Economics and finance working paper series
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
CESifo working papers
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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IMA journal of management mathematics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of theoretical and applied finance : IJTAF
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International review of financial analysis
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Journal of banking & finance
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Journal of economics and finance
1
Journal of forecasting
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Mathematics and financial economics
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OR spectrum : quantitative approaches in management
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OR-Spektrum : quantitative approaches in management
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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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