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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Korn, Ralf"
~person:"Rudloff, Birgit"
~subject:"Finanzmarkt"
~subject:"Prognoseverfahren"
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Portfolio-Management
United States
Finanzmarkt
Prognoseverfahren
Theorie
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Portfolio selection
8
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3
Risk measure
3
Transaction costs
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Korn, Ralf
Rudloff, Birgit
Konno, Hiroshi
5
Fabozzi, Frank J.
4
Platen, Eckhard
4
Schoutens, Wim
4
Forsyth, Peter A.
3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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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
Risks : open access journal
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Mathematics and financial economics
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ASTIN bulletin : the journal of the International Actuarial Association
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Advances in risk management
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Chapman & Hall/CRC financial mathematics series
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Computational Management Science : CMS
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Computational economics
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European journal of operational research : EJOR
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Finance and stochastics
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IMA journal of management mathematics
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Insurance / Mathematics & economics
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International journal of theoretical and applied finance : IJTAF
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OR spectrum : quantitative approaches in management
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OR-Spektrum : quantitative approaches in management
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Operations research
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Operations research letters
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Studienbücher Wirtschaftsmathematik
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ECONIS (ZBW)
8
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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
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
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
An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363905
Saved in:
5
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:
6
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:
7
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:
8
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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